| Metric | 12254101:solusd:triple_med_gx:lsma85_135 | 12254101:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 191.38% | 96.54% |
| Max Drawdown | -57.13% | -93.44% |
| Sharpe | 0.52 | 0.34 |
| Sortino | 0.87 | 0.5 |
| Payoff Ratio | 1.3 | 1.18 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.87 | 1.06 |
| CPC Index | 0.78 | 0.62 |
| Tail Ratio | 1.49 | 1.0 |
| Outlier Win Ratio | 42.57 | 2.98 |
| Outlier Loss Ratio | 3.51 | 2.68 |
| Volatility (ann.) | 16.33% | 49.74% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.59 | 0.21 |
| Skew | 3.11 | 0.46 |
| Kurtosis | 59.87 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.41% | 1.51% |
| Expected Yearly % | 30.65% | 18.4% |
| Kelly Criterion | 7.59% | 7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -4.24% |
| Expected Shortfall (cVaR) | -1.38% | -4.24% |
| Year | 12254101:SOLUSD | 12254101:solusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 116.91 | -1.30 | + |
| 2023 | 921.46 | 145.18 | 0.16 | - |
| 2024 | 85.41 | -30.48 | -0.36 | - |
| 2025 | 1.99 | -21.19 | -10.67 | - |
| Metric | 12254101:solusd:triple_med_gx:lsma85_135 | 12254101:SOLUSD |
|---|---|---|
| MTD | -0.08% | -7.75% |
| 3M | 12.59% | 17.41% |
| 6M | -6.93% | 52.72% |
| YTD | -21.19% | 1.99% |
| 1Y | -21.34% | 24.46% |
| 3Y (ann.) | 21.35% | 86.57% |
| 5Y (ann.) | 33.53% | 20.04% |
| Metric | 12254101:solusd:triple_med_gx:lsma85_135 | 12254101:SOLUSD |
|---|---|---|
| Max Drawdown | -57.13% | -93.44% |
| Longest DD Days | 637.0 | 703.0 |
| Avg. Drawdown | -6.13% | -13.81% |
| Avg. Drawdown Days | 39.0 | 55.0 |
| Recovery Factor | 3.35 | 1.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-17 | 2025-10-16 | -57.13 | 637 |
| 2023-05-06 | 2023-12-07 | -20.30 | 215 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-04-21 | 2022-06-19 | -11.66 | 59 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2022-06-20 | 2022-07-14 | -7.81 | 24 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| 2022-10-25 | 2022-11-22 | -7.60 | 28 |
| 2024-01-14 | 2024-01-17 | -6.85 | 2 |
| 2022-09-30 | 2022-10-25 | -5.96 | 24 |
| Metric | 12254101:solusd:triple_med_gx:lsma85_135 | 12254101:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 36.05% | 43.67% |
| Worst Week | -11.29% | -51.66% |
| Best Month | 36.05% | 140.02% |
| Worst Month | -12.16% | -56.44% |
| Best Year | 145.18% | 921.46% |
| Worst Year | -30.48% | -89.82% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.39% | -1.54% |
| Avg. Up Week | 8.47% | 12.81% |
| Avg. Down Week | -4.65% | -6.35% |
| Avg. Up Month | 10.21% | 31.93% |
| Avg. Down Month | -6.37% | -17.98% |
| Win Days % | 47.81% | 50.13% |
| Win Month % | 56.41% | 53.33% |
| Win Week % | 52.05% | 48.22% |
| Win Quarter % | 50.0% | 56.25% |
| Win Year % | 50.0% | 75.0% |