| Metric | 12254112:solusd:triple_med_gx:lsma90_135 | 12254112:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 173.42% | 96.54% |
| Max Drawdown | -52.73% | -93.44% |
| Sharpe | 0.53 | 0.34 |
| Sortino | 0.89 | 0.5 |
| Payoff Ratio | 1.28 | 1.15 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 2.46 | 1.06 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.94 | 1.0 |
| Outlier Win Ratio | 48.08 | 2.91 |
| Outlier Loss Ratio | 3.58 | 2.62 |
| Volatility (ann.) | 14.76% | 49.74% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.59 | 0.21 |
| Skew | 3.33 | 0.46 |
| Kurtosis | 69.7 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.26% | 1.51% |
| Expected Yearly % | 28.59% | 18.4% |
| Kelly Criterion | 8.53% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -4.24% |
| Expected Shortfall (cVaR) | -1.25% | -4.24% |
| Year | 12254112:SOLUSD | 12254112:solusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 111.96 | -1.25 | + |
| 2023 | 921.46 | 124.00 | 0.13 | - |
| 2024 | 85.41 | -28.30 | -0.33 | - |
| 2025 | 1.99 | -19.68 | -9.91 | - |
| Metric | 12254112:solusd:triple_med_gx:lsma90_135 | 12254112:SOLUSD |
|---|---|---|
| MTD | 1.15% | -7.75% |
| 3M | 11.1% | 17.41% |
| 6M | -2.72% | 52.72% |
| YTD | -19.68% | 1.99% |
| 1Y | -21.08% | 24.46% |
| 3Y (ann.) | 21.22% | 86.57% |
| 5Y (ann.) | 31.25% | 20.04% |
| Metric | 12254112:solusd:triple_med_gx:lsma90_135 | 12254112:SOLUSD |
|---|---|---|
| Max Drawdown | -52.73% | -93.44% |
| Longest DD Days | 637.0 | 703.0 |
| Avg. Drawdown | -5.42% | -13.81% |
| Avg. Drawdown Days | 36.0 | 55.0 |
| Recovery Factor | 3.29 | 1.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-10-16 | -52.73 | 637 |
| 2023-05-06 | 2023-10-21 | -14.03 | 168 |
| 2022-03-02 | 2022-06-20 | -12.41 | 109 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-06-20 | 2022-07-14 | -9.14 | 24 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-12-04 | 2023-12-07 | -7.19 | 3 |
| 2024-01-14 | 2024-01-17 | -6.85 | 2 |
| 2022-02-26 | 2022-02-28 | -6.50 | 2 |
| 2022-10-25 | 2022-11-22 | -6.26 | 28 |
| Metric | 12254112:solusd:triple_med_gx:lsma90_135 | 12254112:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 21.89% | 43.67% |
| Worst Week | -11.15% | -51.66% |
| Best Month | 21.89% | 140.02% |
| Worst Month | -12.56% | -56.44% |
| Best Year | 124.0% | 921.46% |
| Worst Year | -28.3% | -89.82% |
| Avg. Up Day | 1.69% | 1.7% |
| Avg. Down Day | -1.32% | -1.48% |
| Avg. Up Week | 7.83% | 12.84% |
| Avg. Down Week | -3.68% | -6.09% |
| Avg. Up Month | 9.4% | 35.11% |
| Avg. Down Month | -6.69% | -17.95% |
| Win Days % | 48.65% | 50.13% |
| Win Month % | 57.5% | 53.33% |
| Win Week % | 50.0% | 48.22% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 50.0% | 75.0% |