| Metric | 12228471:solusd:triple_med_gx:lsma275_65 | 12228471:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 238.8% | 109.22% |
| Max Drawdown | -57.32% | -93.44% |
| Sharpe | 0.48 | 0.36 |
| Sortino | 0.78 | 0.53 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 24.39 | 3.46 |
| Outlier Loss Ratio | 3.54 | 3.19 |
| Volatility (ann.) | 25.94% | 50.45% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.77 | 0.26 |
| Skew | 3.58 | 0.49 |
| Kurtosis | 80.5 | 11.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 3.02% | 1.82% |
| Expected Yearly % | 35.67% | 20.27% |
| Kelly Criterion | 5.84% | 6.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.2% | -4.29% |
| Expected Shortfall (cVaR) | -2.2% | -4.29% |
| Year | 12228471:SOLUSD | 12228471:solusd:triple_med_gx:lsma275_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | -44.48 | 0.51 | + |
| 2023 | 921.46 | 411.32 | 0.45 | - |
| 2024 | 85.41 | 26.15 | 0.31 | - |
| 2025 | -8.87 | -5.40 | 0.61 | + |
| Metric | 12228471:solusd:triple_med_gx:lsma275_65 | 12228471:SOLUSD |
|---|---|---|
| MTD | 9.55% | 11.11% |
| 3M | 37.7% | 36.47% |
| 6M | -5.4% | -8.22% |
| YTD | -5.4% | -8.87% |
| 1Y | -6.28% | 7.09% |
| 3Y (ann.) | 51.69% | 63.14% |
| 5Y (ann.) | 43.89% | 24.62% |
| Metric | 12228471:solusd:triple_med_gx:lsma275_65 | 12228471:SOLUSD |
|---|---|---|
| Max Drawdown | -57.32% | -93.44% |
| Longest DD Days | 352.0 | 703.0 |
| Avg. Drawdown | -7.58% | -10.56% |
| Avg. Drawdown Days | 31.0 | 39.0 |
| Recovery Factor | 4.17 | 1.17 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-07-11 | -57.32 | 345 |
| 2024-07-29 | 2025-07-17 | -46.00 | 352 |
| 2022-03-11 | 2022-07-18 | -41.21 | 128 |
| 2024-01-02 | 2024-03-25 | -23.57 | 83 |
| 2023-11-20 | 2024-01-01 | -15.52 | 42 |
| 2023-11-02 | 2023-11-10 | -13.55 | 8 |
| 2023-07-22 | 2023-09-29 | -9.77 | 68 |
| 2022-07-19 | 2022-07-27 | -9.52 | 8 |
| 2024-05-29 | 2024-07-27 | -7.85 | 59 |
| 2023-11-01 | 2023-11-02 | -7.34 | 0 |
| Metric | 12228471:solusd:triple_med_gx:lsma275_65 | 12228471:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -16.05% | -26.94% |
| Best Week | 49.87% | 43.67% |
| Worst Week | -39.44% | -51.66% |
| Best Month | 98.53% | 140.02% |
| Worst Month | -33.91% | -56.44% |
| Best Year | 411.32% | 921.46% |
| Worst Year | -44.48% | -87.88% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.62% | -1.68% |
| Avg. Up Week | 11.58% | 14.85% |
| Avg. Down Week | -5.85% | -9.6% |
| Avg. Up Month | 23.62% | 35.97% |
| Avg. Down Month | -10.6% | -22.0% |
| Win Days % | 49.36% | 50.19% |
| Win Month % | 48.57% | 51.22% |
| Win Week % | 47.31% | 47.49% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |