| Metric | 12227022:solusd:triple_med_gx:lsma270_60 | 12227022:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 126.36% | 94.93% |
| Max Drawdown | -57.11% | -93.44% |
| Sharpe | 0.37 | 0.36 |
| Sortino | 0.59 | 0.53 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.06 | 1.02 |
| Outlier Win Ratio | 23.16 | 3.45 |
| Outlier Loss Ratio | 3.55 | 3.2 |
| Volatility (ann.) | 26.57% | 51.05% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.51 | 0.25 |
| Skew | 3.28 | 0.49 |
| Kurtosis | 74.85 | 11.35 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.12% | 1.73% |
| Expected Yearly % | 22.66% | 18.16% |
| Kelly Criterion | 3.16% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.26% | -4.35% |
| Expected Shortfall (cVaR) | -2.26% | -4.35% |
| Year | 12227022:SOLUSD | 12227022:solusd:triple_med_gx:lsma270_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | -39.97 | 0.45 | + |
| 2023 | 921.46 | 331.20 | 0.36 | - |
| 2024 | 85.41 | 19.91 | 0.23 | - |
| 2025 | -8.86 | -27.07 | 3.06 | - |
| Metric | 12227022:solusd:triple_med_gx:lsma270_60 | 12227022:SOLUSD |
|---|---|---|
| MTD | 7.9% | 16.63% |
| 3M | -7.13% | 19.37% |
| 6M | -24.95% | -25.37% |
| YTD | -27.07% | -8.86% |
| 1Y | -37.99% | 2.09% |
| 3Y (ann.) | 40.12% | 57.2% |
| 5Y (ann.) | 28.86% | 23.02% |
| Metric | 12227022:solusd:triple_med_gx:lsma270_60 | 12227022:SOLUSD |
|---|---|---|
| Max Drawdown | -57.11% | -93.44% |
| Longest DD Days | 347.0 | 703.0 |
| Avg. Drawdown | -8.62% | -11.8% |
| Avg. Drawdown Days | 31.0 | 41.0 |
| Recovery Factor | 2.21 | 1.02 |
| Ulcer Index | 1.94 | 1.94 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-07-13 | -57.11 | 347 |
| 2024-07-29 | 2025-05-29 | -55.71 | 303 |
| 2022-03-09 | 2022-07-17 | -37.59 | 129 |
| 2024-01-02 | 2024-03-25 | -23.77 | 82 |
| 2023-11-12 | 2024-01-02 | -19.31 | 50 |
| 2023-07-20 | 2023-09-30 | -14.69 | 72 |
| 2023-11-02 | 2023-11-10 | -12.40 | 8 |
| 2022-07-25 | 2022-07-27 | -9.47 | 2 |
| 2023-11-01 | 2023-11-02 | -7.34 | 0 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| Metric | 12227022:solusd:triple_med_gx:lsma270_60 | 12227022:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -15.9% | -26.94% |
| Best Week | 42.08% | 43.67% |
| Worst Week | -40.49% | -51.66% |
| Best Month | 70.17% | 140.02% |
| Worst Month | -35.05% | -56.44% |
| Best Year | 331.2% | 921.46% |
| Worst Year | -39.97% | -88.71% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.67% | -1.73% |
| Avg. Up Week | 10.25% | 16.63% |
| Avg. Down Week | -5.88% | -10.15% |
| Avg. Up Month | 25.51% | 42.31% |
| Avg. Down Month | -10.65% | -23.56% |
| Win Days % | 48.59% | 50.22% |
| Win Month % | 44.12% | 51.28% |
| Win Week % | 48.96% | 46.51% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |