| Metric | 12148527:solusd:triple_med_gx:lsma155_95 | 12148527:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 216.34% | 88.11% |
| Max Drawdown | -30.28% | -93.44% |
| Sharpe | 0.5 | 0.34 |
| Sortino | 0.87 | 0.51 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.68 | 1.08 |
| CPC Index | 0.75 | 0.59 |
| Tail Ratio | 1.35 | 1.02 |
| Outlier Win Ratio | 35.62 | 3.21 |
| Outlier Loss Ratio | 2.95 | 2.88 |
| Volatility (ann.) | 21.21% | 50.44% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.34 | 0.22 |
| Skew | 4.23 | 0.49 |
| Kurtosis | 70.23 | 11.39 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.78% | 1.52% |
| Expected Yearly % | 33.36% | 17.11% |
| Kelly Criterion | 7.37% | 5.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.3% |
| Expected Shortfall (cVaR) | -1.8% | -4.3% |
| Year | 12148527:SOLUSD | 12148527:solusd:triple_med_gx:lsma155_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | 31.16 | -0.35 | + |
| 2023 | 921.46 | 24.92 | 0.03 | - |
| 2024 | 85.41 | 10.05 | 0.12 | - |
| 2025 | -8.87 | 75.43 | -8.51 | + |
| Metric | 12148527:solusd:triple_med_gx:lsma155_95 | 12148527:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -3.3% | 36.47% |
| 6M | 75.43% | -8.22% |
| YTD | 75.43% | -8.87% |
| 1Y | 57.55% | 7.09% |
| 3Y (ann.) | 34.42% | 63.14% |
| 5Y (ann.) | 40.47% | 20.49% |
| Metric | 12148527:solusd:triple_med_gx:lsma155_95 | 12148527:SOLUSD |
|---|---|---|
| Max Drawdown | -30.28% | -93.44% |
| Longest DD Days | 322.0 | 703.0 |
| Avg. Drawdown | -7.57% | -12.93% |
| Avg. Drawdown Days | 41.0 | 47.0 |
| Recovery Factor | 7.14 | 0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-02-20 | -30.28 | 322 |
| 2023-02-20 | 2023-12-21 | -29.02 | 303 |
| 2024-08-02 | 2025-01-18 | -24.04 | 169 |
| 2022-03-02 | 2022-03-30 | -22.75 | 28 |
| 2025-05-14 | 2025-07-17 | -16.92 | 64 |
| 2024-04-15 | 2024-04-22 | -13.11 | 6 |
| 2025-04-06 | 2025-04-09 | -10.15 | 3 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-03-01 | 2025-03-02 | -5.52 | 1 |
| 2023-12-22 | 2024-02-12 | -5.35 | 52 |
| Metric | 12148527:solusd:triple_med_gx:lsma155_95 | 12148527:SOLUSD |
|---|---|---|
| Best Day | 19.33% | 30.09% |
| Worst Day | -8.72% | -26.94% |
| Best Week | 34.35% | 43.67% |
| Worst Week | -18.19% | -51.66% |
| Best Month | 41.83% | 140.02% |
| Worst Month | -18.19% | -56.44% |
| Best Year | 75.43% | 921.46% |
| Worst Year | 10.05% | -89.1% |
| Avg. Up Day | 2.2% | 2.22% |
| Avg. Down Day | -1.79% | -1.98% |
| Avg. Up Week | 10.49% | 15.81% |
| Avg. Down Week | -5.22% | -10.86% |
| Avg. Up Month | 12.5% | 31.37% |
| Avg. Down Month | -8.99% | -22.99% |
| Win Days % | 48.84% | 50.14% |
| Win Month % | 59.38% | 52.38% |
| Win Week % | 56.6% | 47.22% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 50.0% |