| Metric | 12253974:solusd:triple_med_gx:lsma285_135 | 12253974:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 115.84% | 142.61% |
| Max Drawdown | -47.44% | -93.44% |
| Sharpe | 0.38 | 0.38 |
| Sortino | 0.61 | 0.56 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 32.79 | 3.18 |
| Outlier Loss Ratio | 3.4 | 2.86 |
| Volatility (ann.) | 19.94% | 50.11% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.52 | 0.31 |
| Skew | 2.92 | 0.49 |
| Kurtosis | 52.1 | 11.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.81% | 2.08% |
| Expected Yearly % | 21.21% | 24.8% |
| Kelly Criterion | 4.79% | 6.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -4.26% |
| Expected Shortfall (cVaR) | -1.7% | -4.26% |
| Year | 12253974:SOLUSD | 12253974:solusd:triple_med_gx:lsma285_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | 59.84 | -0.68 | + |
| 2023 | 921.46 | 68.27 | 0.07 | - |
| 2024 | 85.41 | -20.49 | -0.24 | - |
| 2025 | 5.60 | 0.93 | 0.17 | - |
| Metric | 12253974:solusd:triple_med_gx:lsma285_135 | 12253974:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.37% | 26.39% |
| 6M | 9.5% | 38.87% |
| YTD | 0.93% | 5.6% |
| 1Y | 10.16% | 47.35% |
| 3Y (ann.) | 1.48% | 84.92% |
| 5Y (ann.) | 24.79% | 29.06% |
| Metric | 12253974:solusd:triple_med_gx:lsma285_135 | 12253974:SOLUSD |
|---|---|---|
| Max Drawdown | -47.44% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.99% | -10.49% |
| Avg. Drawdown Days | 32.0 | 40.0 |
| Recovery Factor | 2.44 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -47.44 | 518 |
| 2022-10-14 | 2023-01-26 | -34.84 | 103 |
| 2022-07-30 | 2022-10-04 | -17.13 | 66 |
| 2023-01-29 | 2023-04-12 | -16.74 | 72 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-04-23 | 2023-10-20 | -15.48 | 179 |
| 2023-11-25 | 2024-03-24 | -14.27 | 119 |
| 2022-04-10 | 2022-06-14 | -13.12 | 64 |
| 2023-10-20 | 2023-11-22 | -8.45 | 33 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12253974:solusd:triple_med_gx:lsma285_135 | 12253974:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.06% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 58.72% | 140.02% |
| Worst Month | -22.91% | -56.44% |
| Best Year | 68.27% | 921.46% |
| Worst Year | -20.49% | -87.87% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.5% | -1.61% |
| Avg. Up Week | 9.81% | 13.16% |
| Avg. Down Week | -4.68% | -9.45% |
| Avg. Up Month | 15.67% | 39.27% |
| Avg. Down Month | -8.98% | -24.16% |
| Win Days % | 47.82% | 50.25% |
| Win Month % | 51.52% | 51.16% |
| Win Week % | 48.53% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |