| Metric | 12228191:solusd:triple_med_gx:lsma265_65 | 12228191:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 152.53% | 105.96% |
| Max Drawdown | -49.02% | -93.44% |
| Sharpe | 0.4 | 0.36 |
| Sortino | 0.64 | 0.53 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.06 | 1.02 |
| Outlier Win Ratio | 23.78 | 3.45 |
| Outlier Loss Ratio | 3.73 | 3.18 |
| Volatility (ann.) | 25.17% | 50.46% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.65 | 0.26 |
| Skew | 3.8 | 0.49 |
| Kurtosis | 81.69 | 11.47 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.29% | 1.78% |
| Expected Yearly % | 26.06% | 19.8% |
| Kelly Criterion | 3.61% | 5.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.14% | -4.29% |
| Expected Shortfall (cVaR) | -2.14% | -4.29% |
| Year | 12228191:SOLUSD | 12228191:solusd:triple_med_gx:lsma265_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | -38.60 | 0.44 | + |
| 2023 | 921.46 | 186.71 | 0.20 | - |
| 2024 | 85.41 | 77.67 | 0.91 | - |
| 2025 | -8.87 | -19.26 | 2.17 | - |
| Metric | 12228191:solusd:triple_med_gx:lsma265_65 | 12228191:SOLUSD |
|---|---|---|
| MTD | 10.77% | 11.11% |
| 3M | 33.62% | 36.47% |
| 6M | -16.2% | -8.22% |
| YTD | -19.26% | -8.87% |
| 1Y | -16.47% | 7.09% |
| 3Y (ann.) | 58.27% | 63.14% |
| 5Y (ann.) | 31.73% | 23.98% |
| Metric | 12228191:solusd:triple_med_gx:lsma265_65 | 12228191:SOLUSD |
|---|---|---|
| Max Drawdown | -49.02% | -93.44% |
| Longest DD Days | 329.0 | 703.0 |
| Avg. Drawdown | -7.63% | -11.46% |
| Avg. Drawdown Days | 36.0 | 41.0 |
| Recovery Factor | 3.11 | 1.13 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-02-01 | -49.02 | 329 |
| 2024-11-22 | 2025-07-17 | -48.95 | 236 |
| 2023-03-23 | 2023-07-13 | -22.77 | 111 |
| 2024-05-16 | 2024-11-21 | -20.89 | 189 |
| 2023-07-20 | 2023-10-31 | -20.24 | 103 |
| 2023-11-20 | 2024-03-11 | -19.58 | 112 |
| 2024-03-21 | 2024-03-25 | -10.39 | 4 |
| 2024-05-12 | 2024-05-13 | -6.23 | 1 |
| 2023-02-02 | 2023-03-23 | -4.36 | 48 |
| 2024-05-14 | 2024-05-15 | -4.36 | 1 |
| Metric | 12228191:solusd:triple_med_gx:lsma265_65 | 12228191:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -11.62% | -26.94% |
| Best Week | 49.93% | 43.67% |
| Worst Week | -17.46% | -51.66% |
| Best Month | 73.31% | 140.02% |
| Worst Month | -25.31% | -56.44% |
| Best Year | 186.71% | 921.46% |
| Worst Year | -38.6% | -88.07% |
| Avg. Up Day | 1.85% | 1.87% |
| Avg. Down Day | -1.55% | -1.66% |
| Avg. Up Week | 8.94% | 13.43% |
| Avg. Down Week | -6.78% | -8.8% |
| Avg. Up Month | 21.61% | 41.37% |
| Avg. Down Month | -9.45% | -19.77% |
| Win Days % | 47.54% | 50.18% |
| Win Month % | 47.22% | 51.22% |
| Win Week % | 52.04% | 47.49% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |