| Metric | 12228246:solusd:triple_med_gx:lsma285_65 | 12228246:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 172.59% | 109.37% |
| Max Drawdown | -47.39% | -93.44% |
| Sharpe | 0.42 | 0.36 |
| Sortino | 0.7 | 0.53 |
| Payoff Ratio | 1.21 | 1.14 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.02 | 1.02 |
| Outlier Win Ratio | 24.44 | 3.42 |
| Outlier Loss Ratio | 3.64 | 3.11 |
| Volatility (ann.) | 24.99% | 50.48% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.74 | 0.26 |
| Skew | 4.24 | 0.49 |
| Kurtosis | 85.93 | 11.48 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.48% | 1.82% |
| Expected Yearly % | 28.49% | 20.29% |
| Kelly Criterion | 4.42% | 6.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.12% | -4.3% |
| Expected Shortfall (cVaR) | -2.12% | -4.3% |
| Year | 12228246:SOLUSD | 12228246:solusd:triple_med_gx:lsma285_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | -25.70 | 0.29 | + |
| 2023 | 921.46 | 196.62 | 0.21 | - |
| 2024 | 85.41 | 36.71 | 0.43 | - |
| 2025 | -8.87 | -9.53 | 1.07 | - |
| Metric | 12228246:solusd:triple_med_gx:lsma285_65 | 12228246:SOLUSD |
|---|---|---|
| MTD | 8.45% | 11.11% |
| 3M | 27.32% | 36.47% |
| 6M | -9.53% | -8.22% |
| YTD | -9.53% | -8.87% |
| 1Y | -13.85% | 7.09% |
| 3Y (ann.) | 51.89% | 63.14% |
| 5Y (ann.) | 34.92% | 24.7% |
| Metric | 12228246:solusd:triple_med_gx:lsma285_65 | 12228246:SOLUSD |
|---|---|---|
| Max Drawdown | -47.39% | -93.44% |
| Longest DD Days | 352.0 | 703.0 |
| Avg. Drawdown | -8.25% | -10.49% |
| Avg. Drawdown Days | 46.0 | 39.0 |
| Recovery Factor | 3.64 | 1.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -47.39 | 352 |
| 2022-03-13 | 2023-01-20 | -39.10 | 313 |
| 2023-02-02 | 2023-07-13 | -19.42 | 160 |
| 2023-11-20 | 2024-03-12 | -16.92 | 113 |
| 2023-07-20 | 2023-10-30 | -14.69 | 101 |
| 2023-01-21 | 2023-01-29 | -10.81 | 8 |
| 2024-05-16 | 2024-07-29 | -10.69 | 73 |
| 2024-03-21 | 2024-03-25 | -10.39 | 4 |
| 2024-03-26 | 2024-05-15 | -9.16 | 50 |
| 2023-01-29 | 2023-02-01 | -7.43 | 3 |
| Metric | 12228246:solusd:triple_med_gx:lsma285_65 | 12228246:SOLUSD |
|---|---|---|
| Best Day | 29.86% | 30.09% |
| Worst Day | -11.62% | -26.94% |
| Best Week | 57.92% | 43.67% |
| Worst Week | -16.89% | -51.66% |
| Best Month | 58.66% | 140.02% |
| Worst Month | -22.4% | -56.44% |
| Best Year | 196.62% | 921.46% |
| Worst Year | -25.7% | -87.87% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.55% | -1.66% |
| Avg. Up Week | 9.05% | 12.76% |
| Avg. Down Week | -5.83% | -9.49% |
| Avg. Up Month | 15.97% | 35.39% |
| Avg. Down Month | -7.95% | -22.83% |
| Win Days % | 47.58% | 50.19% |
| Win Month % | 52.78% | 51.22% |
| Win Week % | 49.48% | 47.75% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |