| Metric | 12254104:solusd:triple_med_gx:lsma95_135 | 12254104:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 224.43% | 96.54% |
| Max Drawdown | -39.03% | -93.44% |
| Sharpe | 0.68 | 0.34 |
| Sortino | 1.15 | 0.5 |
| Payoff Ratio | 1.33 | 1.16 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 1.51 | 1.06 |
| CPC Index | 0.89 | 0.62 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 53.61 | 2.9 |
| Outlier Loss Ratio | 3.63 | 2.5 |
| Volatility (ann.) | 13.01% | 49.74% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.96 | 0.21 |
| Skew | 2.83 | 0.46 |
| Kurtosis | 49.04 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.65% | 1.51% |
| Expected Yearly % | 34.21% | 18.4% |
| Kelly Criterion | 11.07% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -4.24% |
| Expected Shortfall (cVaR) | -1.1% | -4.24% |
| Year | 12254104:SOLUSD | 12254104:solusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 109.75 | -1.22 | + |
| 2023 | 921.46 | 104.08 | 0.11 | - |
| 2024 | 85.41 | -20.01 | -0.23 | - |
| 2025 | 1.99 | -5.25 | -2.64 | - |
| Metric | 12254104:solusd:triple_med_gx:lsma95_135 | 12254104:SOLUSD |
|---|---|---|
| MTD | 2.71% | -7.75% |
| 3M | 12.64% | 17.41% |
| 6M | 2.62% | 52.72% |
| YTD | -5.25% | 1.99% |
| 1Y | -10.85% | 24.46% |
| 3Y (ann.) | 27.01% | 86.57% |
| 5Y (ann.) | 37.46% | 20.04% |
| Metric | 12254104:solusd:triple_med_gx:lsma95_135 | 12254104:SOLUSD |
|---|---|---|
| Max Drawdown | -39.03% | -93.44% |
| Longest DD Days | 637.0 | 703.0 |
| Avg. Drawdown | -5.7% | -13.81% |
| Avg. Drawdown Days | 51.0 | 55.0 |
| Recovery Factor | 5.75 | 1.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-10-16 | -39.03 | 637 |
| 2023-05-06 | 2023-12-04 | -15.25 | 212 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-03-02 | 2022-07-13 | -9.69 | 132 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-12-04 | 2023-12-07 | -7.19 | 3 |
| 2022-08-14 | 2022-11-22 | -6.83 | 100 |
| 2022-02-27 | 2022-02-28 | -5.68 | 1 |
| 2022-08-11 | 2022-08-12 | -4.74 | 1 |
| 2023-04-12 | 2023-05-05 | -4.31 | 23 |
| Metric | 12254104:solusd:triple_med_gx:lsma95_135 | 12254104:SOLUSD |
|---|---|---|
| Best Day | 8.9% | 30.09% |
| Worst Day | -7.69% | -26.94% |
| Best Week | 27.22% | 43.67% |
| Worst Week | -11.15% | -51.66% |
| Best Month | 27.22% | 140.02% |
| Worst Month | -10.63% | -56.44% |
| Best Year | 109.75% | 921.46% |
| Worst Year | -20.01% | -89.82% |
| Avg. Up Day | 1.67% | 1.68% |
| Avg. Down Day | -1.25% | -1.44% |
| Avg. Up Week | 8.28% | 12.41% |
| Avg. Down Week | -3.58% | -6.08% |
| Avg. Up Month | 7.95% | 34.73% |
| Avg. Down Month | -6.05% | -18.89% |
| Win Days % | 49.17% | 50.13% |
| Win Month % | 65.0% | 53.33% |
| Win Week % | 52.38% | 48.22% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 50.0% | 75.0% |