| Metric | 12239796:solusd:triple_med_gx:lsma170_95 | 12239796:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 148.93% | 119.48% |
| Max Drawdown | -27.36% | -93.44% |
| Sharpe | 0.5 | 0.36 |
| Sortino | 0.86 | 0.54 |
| Payoff Ratio | 1.23 | 1.1 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 2.35 | 1.07 |
| CPC Index | 0.79 | 0.58 |
| Tail Ratio | 1.82 | 1.01 |
| Outlier Win Ratio | 52.24 | 2.85 |
| Outlier Loss Ratio | 3.08 | 2.54 |
| Volatility (ann.) | 15.11% | 50.08% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.08 | 0.27 |
| Skew | 5.17 | 0.49 |
| Kurtosis | 119.14 | 11.35 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.09% | 1.8% |
| Expected Yearly % | 25.61% | 21.72% |
| Kelly Criterion | 9.46% | 4.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -4.26% |
| Expected Shortfall (cVaR) | -1.28% | -4.26% |
| Year | 12239796:SOLUSD | 12239796:solusd:triple_med_gx:lsma170_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 9.25 | -0.10 | + |
| 2023 | 921.46 | 157.24 | 0.17 | - |
| 2024 | 85.41 | 4.32 | 0.05 | - |
| 2025 | 5.60 | -15.09 | -2.69 | - |
| Metric | 12239796:solusd:triple_med_gx:lsma170_95 | 12239796:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -6.48% | 26.39% |
| 6M | -1.24% | 38.87% |
| YTD | -15.09% | 5.6% |
| 1Y | -9.97% | 47.35% |
| 3Y (ann.) | 29.43% | 84.92% |
| 5Y (ann.) | 29.65% | 25.08% |
| Metric | 12239796:solusd:triple_med_gx:lsma170_95 | 12239796:SOLUSD |
|---|---|---|
| Max Drawdown | -27.36% | -93.44% |
| Longest DD Days | 481.0 | 703.0 |
| Avg. Drawdown | -4.26% | -12.91% |
| Avg. Drawdown Days | 41.0 | 49.0 |
| Recovery Factor | 5.44 | 1.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-09 | -27.36 | 222 |
| 2024-05-07 | 2025-09-01 | -22.97 | 481 |
| 2023-06-30 | 2023-07-04 | -7.48 | 3 |
| 2023-01-09 | 2023-03-28 | -7.44 | 78 |
| 2023-07-04 | 2023-09-19 | -6.85 | 76 |
| 2024-02-10 | 2024-02-12 | -5.41 | 2 |
| 2023-03-29 | 2023-04-05 | -5.25 | 6 |
| 2023-12-22 | 2023-12-23 | -5.00 | 1 |
| 2023-09-20 | 2023-12-21 | -4.63 | 91 |
| 2022-03-17 | 2022-03-23 | -3.86 | 6 |
| Metric | 12239796:solusd:triple_med_gx:lsma170_95 | 12239796:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -9.09% | -26.94% |
| Best Week | 26.01% | 43.67% |
| Worst Week | -14.37% | -51.66% |
| Best Month | 46.77% | 140.02% |
| Worst Month | -14.02% | -56.44% |
| Best Year | 157.24% | 921.46% |
| Worst Year | -15.09% | -89.03% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.49% | -1.68% |
| Avg. Up Week | 8.41% | 11.76% |
| Avg. Down Week | -4.62% | -5.54% |
| Avg. Up Month | 15.93% | 45.91% |
| Avg. Down Month | -5.07% | -9.65% |
| Win Days % | 50.1% | 50.24% |
| Win Month % | 53.85% | 52.27% |
| Win Week % | 54.76% | 48.13% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |