| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Time in Market | 98.0% | 96.0% |
| Cumulative Return | 120.5% | 52.44% |
| Max Drawdown | -37.5% | -88.77% |
| Sharpe | 3.52 | -2.0 |
| Sortino | 11.06 | -2.16 |
| Payoff Ratio | 3.09 | 13.36 |
| Profit Factor | 2.42 | 0.48 |
| Common Sense Ratio | 5.69 | 3.39 |
| CPC Index | 8.24 | 0.57 |
| Tail Ratio | 2.35 | 1.69 |
| Outlier Win Ratio | 121.58 | 2.55 |
| Outlier Loss Ratio | 1706.84 | 6.4 |
| Volatility (ann.) | 231.02% | 980.93% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.81 | -0.09 |
| Skew | 3.64 | -5.06 |
| Kurtosis | 18.41 | 34.37 |
| Expected Daily % | 1.66% | -2.77% |
| Expected Monthly % | 3.84% | -6.21% |
| Expected Yearly % | 21.86% | -28.59% |
| Kelly Criterion | 21.79% | -58.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -17.66% | -3558.63% |
| Expected Shortfall (cVaR) | -17.66% | -2895.2% |
| Year | 12231177:SOLUSD | 12231177:solusd:triple_med_gx:lsma200_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -85.92 | -21.34 | 0.25 | + |
| 2023 | 753.04 | 154.18 | 0.20 | - |
| 2024 | 86.08 | 22.65 | 0.26 | - |
| 2025 | -31.80 | -10.08 | 0.32 | + |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| MTD | 6.59% | -26.18% |
| 3M | -10.08% | -31.8% |
| 6M | -11.87% | 1.91% |
| YTD | -10.08% | -31.8% |
| 1Y | -8.57% | 17.03% |
| 3Y (ann.) | 30.28% | -36.28% |
| 5Y (ann.) | 30.28% | -36.28% |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Max Drawdown | -37.5% | -88.77% |
| Longest DD Days | 256.0 | 630.0 |
| Avg. Drawdown | -6.41% | -38.11% |
| Avg. Drawdown Days | 56.0 | 219.0 |
| Recovery Factor | 3.21 | -0.23 |
| Ulcer Index | 1.01 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-26 | 2023-01-14 | -37.50 | 233 |
| 2024-07-03 | 2025-03-16 | -21.73 | 256 |
| 2023-06-01 | 2023-07-05 | -3.59 | 34 |
| 2023-12-21 | 2023-12-26 | -0.18 | 5 |
| 2024-05-07 | 2024-05-17 | -0.18 | 10 |
| 2023-03-19 | 2023-03-22 | -0.18 | 2 |
| 2023-04-02 | 2023-04-04 | -0.18 | 1 |
| 2023-04-07 | 2023-04-11 | -0.18 | 4 |
| 2024-02-07 | 2024-02-15 | -0.18 | 8 |
| 2023-09-17 | 2023-09-29 | -0.18 | 12 |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Best Day | 67.71% | 4785.54% |
| Worst Day | -15.59% | -12906.74% |
| Best Week | 67.71% | 4785.54% |
| Worst Week | -15.59% | -12906.74% |
| Best Month | 67.41% | 2396.25% |
| Worst Month | -15.74% | -883.29% |
| Best Year | 154.18% | -102.72% |
| Worst Year | -21.34% | -1189.2% |
| Avg. Up Day | 67.71% | 735.6% |
| Avg. Down Day | -2.0% | -218.04% |
| Avg. Up Week | 67.71% | 735.6% |
| Avg. Down Week | -2.4% | -215.62% |
| Avg. Up Month | 14.7% | 286.65% |
| Avg. Down Month | -5.29% | -134.45% |
| Win Days % | 27.66% | 28.26% |
| Win Month % | 52.38% | 30.0% |
| Win Week % | 31.58% | 27.03% |
| Win Quarter % | 53.85% | 16.67% |
| Win Year % | 50.0% | 0.0% |