| Metric | 12228417:solusd:triple_med_gx:lsma295_65 | 12228417:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 163.89% | 107.79% |
| Max Drawdown | -52.26% | -93.44% |
| Sharpe | 0.41 | 0.36 |
| Sortino | 0.67 | 0.53 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.05 | 1.02 |
| Outlier Win Ratio | 25.26 | 3.46 |
| Outlier Loss Ratio | 3.59 | 3.14 |
| Volatility (ann.) | 25.43% | 50.51% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.65 | 0.26 |
| Skew | 3.74 | 0.49 |
| Kurtosis | 85.47 | 11.48 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.39% | 1.8% |
| Expected Yearly % | 27.46% | 20.06% |
| Kelly Criterion | 4.42% | 6.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.16% | -4.3% |
| Expected Shortfall (cVaR) | -2.16% | -4.3% |
| Year | 12228417:SOLUSD | 12228417:solusd:triple_med_gx:lsma295_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | -9.30 | 0.11 | + |
| 2023 | 921.46 | 276.29 | 0.30 | - |
| 2024 | 85.41 | -13.61 | -0.16 | - |
| 2025 | -8.87 | -10.50 | 1.18 | - |
| Metric | 12228417:solusd:triple_med_gx:lsma295_65 | 12228417:SOLUSD |
|---|---|---|
| MTD | 12.17% | 11.11% |
| 3M | 35.57% | 36.47% |
| 6M | -10.5% | -8.22% |
| YTD | -10.5% | -8.87% |
| 1Y | -23.25% | 7.09% |
| 3Y (ann.) | 26.46% | 63.14% |
| 5Y (ann.) | 33.72% | 24.48% |
| Metric | 12228417:solusd:triple_med_gx:lsma295_65 | 12228417:SOLUSD |
|---|---|---|
| Max Drawdown | -52.26% | -93.44% |
| Longest DD Days | 352.0 | 703.0 |
| Avg. Drawdown | -9.65% | -10.7% |
| Avg. Drawdown Days | 40.0 | 40.0 |
| Recovery Factor | 3.14 | 1.15 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -52.26 | 352 |
| 2022-08-18 | 2023-01-29 | -48.15 | 164 |
| 2023-01-29 | 2023-07-12 | -22.80 | 163 |
| 2023-11-20 | 2024-07-29 | -21.31 | 252 |
| 2022-04-06 | 2022-06-15 | -16.95 | 70 |
| 2022-07-18 | 2022-07-28 | -16.75 | 10 |
| 2022-06-16 | 2022-07-04 | -15.70 | 18 |
| 2023-07-20 | 2023-09-30 | -14.84 | 72 |
| 2023-09-30 | 2023-10-16 | -10.32 | 16 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12228417:solusd:triple_med_gx:lsma295_65 | 12228417: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 | 276.29% | 921.46% |
| Worst Year | -13.61% | -87.96% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.59% | -1.63% |
| Avg. Up Week | 10.09% | 15.89% |
| Avg. Down Week | -6.32% | -9.26% |
| Avg. Up Month | 19.23% | 37.22% |
| Avg. Down Month | -11.35% | -19.1% |
| Win Days % | 48.15% | 50.17% |
| Win Month % | 54.29% | 51.22% |
| Win Week % | 52.27% | 47.75% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 25.0% | 50.0% |