| Metric | 12228415:solusd:triple_med_gx:lsma270_65 | 12228415:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 176.27% | 94.92% |
| Max Drawdown | -47.91% | -93.44% |
| Sharpe | 0.42 | 0.35 |
| Sortino | 0.69 | 0.52 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.07 | 1.02 |
| Outlier Win Ratio | 25.19 | 3.46 |
| Outlier Loss Ratio | 3.57 | 3.14 |
| Volatility (ann.) | 25.48% | 50.45% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.74 | 0.24 |
| Skew | 3.7 | 0.49 |
| Kurtosis | 84.49 | 11.48 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.51% | 1.64% |
| Expected Yearly % | 28.92% | 18.16% |
| Kelly Criterion | 4.68% | 6.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.16% | -4.3% |
| Expected Shortfall (cVaR) | -2.16% | -4.3% |
| Year | 12228415:SOLUSD | 12228415:solusd:triple_med_gx:lsma270_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | -17.71 | 0.20 | + |
| 2023 | 921.46 | 270.32 | 0.29 | - |
| 2024 | 85.41 | 7.37 | 0.09 | - |
| 2025 | -8.87 | -15.56 | 1.76 | - |
| Metric | 12228415:solusd:triple_med_gx:lsma270_65 | 12228415:SOLUSD |
|---|---|---|
| MTD | 12.17% | 11.11% |
| 3M | 26.09% | 36.47% |
| 6M | -14.24% | -8.22% |
| YTD | -15.56% | -8.87% |
| 1Y | -22.11% | 7.09% |
| 3Y (ann.) | 32.71% | 63.14% |
| 5Y (ann.) | 35.36% | 22.0% |
| Metric | 12228415:solusd:triple_med_gx:lsma270_65 | 12228415:SOLUSD |
|---|---|---|
| Max Drawdown | -47.91% | -93.44% |
| Longest DD Days | 352.0 | 703.0 |
| Avg. Drawdown | -9.12% | -11.8% |
| Avg. Drawdown Days | 38.0 | 43.0 |
| Recovery Factor | 3.68 | 1.02 |
| Ulcer Index | 1.91 | 1.91 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -47.91 | 352 |
| 2022-11-06 | 2023-01-29 | -47.83 | 84 |
| 2022-03-09 | 2022-07-04 | -24.83 | 117 |
| 2023-11-20 | 2024-05-15 | -23.96 | 177 |
| 2023-01-29 | 2023-07-13 | -21.67 | 164 |
| 2022-07-18 | 2022-07-28 | -16.75 | 10 |
| 2023-07-20 | 2023-09-30 | -14.84 | 72 |
| 2022-07-30 | 2022-11-05 | -14.12 | 97 |
| 2023-09-30 | 2023-10-16 | -10.32 | 16 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| Metric | 12228415:solusd:triple_med_gx:lsma270_65 | 12228415:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -16.05% | -26.94% |
| Best Week | 38.38% | 43.67% |
| Worst Week | -39.44% | -51.66% |
| Best Month | 61.21% | 140.02% |
| Worst Month | -34.67% | -56.44% |
| Best Year | 270.32% | 921.46% |
| Worst Year | -17.71% | -88.71% |
| Avg. Up Day | 1.89% | 1.89% |
| Avg. Down Day | -1.6% | -1.65% |
| Avg. Up Week | 11.23% | 16.18% |
| Avg. Down Week | -6.19% | -9.22% |
| Avg. Up Month | 19.76% | 37.22% |
| Avg. Down Month | -10.47% | -19.93% |
| Win Days % | 48.36% | 50.17% |
| Win Month % | 54.29% | 51.22% |
| Win Week % | 48.91% | 47.49% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |