| Metric | 12228411:solusd:triple_med_gx:lsma245_65 | 12228411:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 180.25% | 73.73% |
| Max Drawdown | -48.97% | -93.44% |
| Sharpe | 0.42 | 0.33 |
| Sortino | 0.7 | 0.49 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.09 | 1.01 |
| Outlier Win Ratio | 25.31 | 3.45 |
| Outlier Loss Ratio | 3.56 | 3.11 |
| Volatility (ann.) | 25.36% | 50.42% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.73 | 0.19 |
| Skew | 3.76 | 0.49 |
| Kurtosis | 85.43 | 11.45 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.55% | 1.36% |
| Expected Yearly % | 29.39% | 14.81% |
| Kelly Criterion | 4.67% | 6.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -4.3% |
| Expected Shortfall (cVaR) | -2.15% | -4.3% |
| Year | 12228411:SOLUSD | 12228411:solusd:triple_med_gx:lsma245_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | -11.27 | 0.13 | + |
| 2023 | 921.46 | 271.42 | 0.29 | - |
| 2024 | 85.41 | -0.13 | -0.00 | - |
| 2025 | -8.87 | -14.85 | 1.67 | - |
| Metric | 12228411:solusd:triple_med_gx:lsma245_65 | 12228411:SOLUSD |
|---|---|---|
| MTD | 12.17% | 11.11% |
| 3M | 28.39% | 36.47% |
| 6M | -14.2% | -8.22% |
| YTD | -14.85% | -8.87% |
| 1Y | -22.3% | 7.09% |
| 3Y (ann.) | 27.53% | 63.14% |
| 5Y (ann.) | 35.7% | 17.78% |
| Metric | 12228411:solusd:triple_med_gx:lsma245_65 | 12228411:SOLUSD |
|---|---|---|
| Max Drawdown | -48.97% | -93.44% |
| Longest DD Days | 352.0 | 703.0 |
| Avg. Drawdown | -9.3% | -13.15% |
| Avg. Drawdown Days | 37.0 | 48.0 |
| Recovery Factor | 3.68 | 0.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -48.97 | 352 |
| 2022-11-06 | 2023-06-30 | -48.73 | 236 |
| 2024-01-02 | 2024-05-16 | -25.77 | 134 |
| 2022-03-09 | 2022-06-15 | -19.87 | 98 |
| 2023-07-20 | 2023-10-30 | -17.55 | 102 |
| 2022-07-18 | 2022-07-30 | -16.75 | 12 |
| 2022-06-16 | 2022-07-04 | -15.70 | 18 |
| 2023-11-20 | 2024-01-02 | -15.52 | 43 |
| 2022-07-30 | 2022-11-05 | -14.34 | 97 |
| 2024-05-29 | 2024-07-27 | -8.45 | 59 |
| Metric | 12228411:solusd:triple_med_gx:lsma245_65 | 12228411:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -15.9% | -26.94% |
| Best Week | 38.38% | 43.67% |
| Worst Week | -40.49% | -51.66% |
| Best Month | 61.21% | 140.02% |
| Worst Month | -35.8% | -56.44% |
| Best Year | 271.42% | 921.46% |
| Worst Year | -14.85% | -89.93% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.58% | -1.66% |
| Avg. Up Week | 10.83% | 15.76% |
| Avg. Down Week | -6.6% | -9.05% |
| Avg. Up Month | 18.95% | 36.39% |
| Avg. Down Month | -10.17% | -21.83% |
| Win Days % | 47.97% | 50.16% |
| Win Month % | 55.56% | 51.22% |
| Win Week % | 52.13% | 47.22% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 25.0% | 50.0% |