| Metric | 12227282:solusd:triple_med_gx:lsma95_60 | 12227282:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 311.78% | 117.1% |
| Max Drawdown | -17.82% | -93.44% |
| Sharpe | 0.72 | 0.35 |
| Sortino | 1.22 | 0.52 |
| Payoff Ratio | 1.4 | 1.27 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.64 | 1.08 |
| CPC Index | 0.87 | 0.67 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 42.01 | 2.97 |
| Outlier Loss Ratio | 3.75 | 2.64 |
| Volatility (ann.) | 14.64% | 49.76% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.6 | 0.25 |
| Skew | 2.38 | 0.46 |
| Kurtosis | 33.21 | 11.07 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.12% | 1.7% |
| Expected Yearly % | 42.45% | 21.39% |
| Kelly Criterion | 9.11% | 10.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -4.24% |
| Expected Shortfall (cVaR) | -1.23% | -4.24% |
| Year | 12227282:SOLUSD | 12227282:solusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.76 | 127.17 | -1.43 | + |
| 2023 | 921.46 | 61.21 | 0.07 | - |
| 2024 | 85.41 | 16.94 | 0.20 | - |
| 2025 | 1.99 | -3.85 | -1.94 | - |
| Metric | 12227282:solusd:triple_med_gx:lsma95_60 | 12227282:SOLUSD |
|---|---|---|
| MTD | -6.73% | -7.75% |
| 3M | 0.09% | 17.41% |
| 6M | 8.16% | 52.72% |
| YTD | -3.85% | 1.99% |
| 1Y | 12.8% | 24.46% |
| 3Y (ann.) | 35.06% | 86.57% |
| 5Y (ann.) | 46.37% | 23.2% |
| Metric | 12227282:solusd:triple_med_gx:lsma95_60 | 12227282:SOLUSD |
|---|---|---|
| Max Drawdown | -17.82% | -93.44% |
| Longest DD Days | 214.0 | 703.0 |
| Avg. Drawdown | -5.17% | -13.56% |
| Avg. Drawdown Days | 29.0 | 51.0 |
| Recovery Factor | 17.5 | 1.25 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-09 | 2022-07-16 | -17.82 | 37 |
| 2024-02-18 | 2024-06-27 | -16.49 | 129 |
| 2023-05-06 | 2023-12-06 | -15.13 | 214 |
| 2024-08-20 | 2024-11-11 | -15.13 | 83 |
| 2025-08-14 | 2025-10-16 | -15.08 | 62 |
| 2025-02-14 | 2025-08-12 | -13.98 | 179 |
| 2022-09-06 | 2022-11-22 | -12.47 | 77 |
| 2024-01-17 | 2024-02-18 | -8.43 | 31 |
| 2022-03-02 | 2022-03-24 | -8.35 | 21 |
| 2024-11-12 | 2024-12-17 | -7.92 | 35 |
| Metric | 12227282:solusd:triple_med_gx:lsma95_60 | 12227282:SOLUSD |
|---|---|---|
| Best Day | 8.9% | 30.09% |
| Worst Day | -5.58% | -26.94% |
| Best Week | 26.94% | 43.67% |
| Worst Week | -9.75% | -51.66% |
| Best Month | 29.36% | 140.02% |
| Worst Month | -8.43% | -56.44% |
| Best Year | 127.17% | 921.46% |
| Worst Year | -3.85% | -88.76% |
| Avg. Up Day | 1.82% | 1.84% |
| Avg. Down Day | -1.3% | -1.44% |
| Avg. Up Week | 6.2% | 11.18% |
| Avg. Down Week | -3.99% | -7.11% |
| Avg. Up Month | 9.26% | 34.55% |
| Avg. Down Month | -5.62% | -18.34% |
| Win Days % | 46.98% | 50.16% |
| Win Month % | 65.85% | 54.35% |
| Win Week % | 58.75% | 48.48% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 75.0% |