| Metric | 12230029:solusd:triple_med_gx:lsma295_70 | 12230029:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 186.35% | 107.79% |
| Max Drawdown | -63.99% | -93.44% |
| Sharpe | 0.44 | 0.36 |
| Sortino | 0.7 | 0.53 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.06 | 1.02 |
| Outlier Win Ratio | 25.25 | 3.44 |
| Outlier Loss Ratio | 3.53 | 3.08 |
| Volatility (ann.) | 24.34% | 50.51% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.58 | 0.26 |
| Skew | 1.89 | 0.49 |
| Kurtosis | 41.99 | 11.48 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.6% | 1.8% |
| Expected Yearly % | 30.08% | 20.06% |
| Kelly Criterion | 4.9% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.07% | -4.3% |
| Expected Shortfall (cVaR) | -2.07% | -4.3% |
| Year | 12230029:SOLUSD | 12230029:solusd:triple_med_gx:lsma295_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | -22.35 | 0.25 | + |
| 2023 | 921.46 | 228.67 | 0.25 | - |
| 2024 | 85.41 | 18.39 | 0.22 | - |
| 2025 | -8.87 | -5.23 | 0.59 | + |
| Metric | 12230029:solusd:triple_med_gx:lsma295_70 | 12230029:SOLUSD |
|---|---|---|
| MTD | 9.68% | 11.11% |
| 3M | 30.98% | 36.47% |
| 6M | -5.23% | -8.22% |
| YTD | -5.23% | -8.87% |
| 1Y | -11.98% | 7.09% |
| 3Y (ann.) | 26.57% | 63.14% |
| 5Y (ann.) | 37.03% | 24.48% |
| Metric | 12230029:solusd:triple_med_gx:lsma295_70 | 12230029:SOLUSD |
|---|---|---|
| Max Drawdown | -63.99% | -93.44% |
| Longest DD Days | 455.0 | 703.0 |
| Avg. Drawdown | -8.15% | -10.7% |
| Avg. Drawdown Days | 34.0 | 40.0 |
| Recovery Factor | 2.91 | 1.15 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2023-11-10 | -63.99 | 455 |
| 2024-07-29 | 2025-07-17 | -49.56 | 352 |
| 2024-01-02 | 2024-03-22 | -20.25 | 80 |
| 2022-04-08 | 2022-06-15 | -18.70 | 68 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-11-20 | 2023-12-13 | -15.52 | 23 |
| 2024-05-29 | 2024-07-29 | -11.23 | 60 |
| 2022-07-30 | 2022-08-11 | -10.14 | 11 |
| 2022-07-25 | 2022-07-27 | -8.29 | 2 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| Metric | 12230029:solusd:triple_med_gx:lsma295_70 | 12230029:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -16.05% | -26.94% |
| Best Week | 35.05% | 43.67% |
| Worst Week | -39.44% | -51.66% |
| Best Month | 52.92% | 140.02% |
| Worst Month | -37.87% | -56.44% |
| Best Year | 228.67% | 921.46% |
| Worst Year | -22.35% | -87.96% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.58% | -1.66% |
| Avg. Up Week | 10.35% | 13.68% |
| Avg. Down Week | -6.17% | -10.01% |
| Avg. Up Month | 17.79% | 37.48% |
| Avg. Down Month | -9.99% | -20.53% |
| Win Days % | 48.41% | 50.17% |
| Win Month % | 51.43% | 51.22% |
| Win Week % | 55.29% | 47.75% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 50.0% | 50.0% |