| Metric | 12254159:solusd:triple_med_gx:lsma90_135 | 12254159:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 178.49% | 96.54% |
| Max Drawdown | -38.57% | -93.44% |
| Sharpe | 0.57 | 0.34 |
| Sortino | 0.93 | 0.5 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 2.68 | 1.06 |
| CPC Index | 0.78 | 0.63 |
| Tail Ratio | 2.11 | 1.0 |
| Outlier Win Ratio | 48.49 | 2.92 |
| Outlier Loss Ratio | 3.68 | 2.64 |
| Volatility (ann.) | 13.83% | 49.74% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.83 | 0.21 |
| Skew | 2.19 | 0.46 |
| Kurtosis | 41.73 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.3% | 1.51% |
| Expected Yearly % | 29.18% | 18.4% |
| Kelly Criterion | 7.85% | 8.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -4.24% |
| Expected Shortfall (cVaR) | -1.17% | -4.24% |
| Year | 12254159:SOLUSD | 12254159:solusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 96.53 | -1.07 | + |
| 2023 | 921.46 | 100.89 | 0.11 | - |
| 2024 | 85.41 | -22.78 | -0.27 | - |
| 2025 | 1.99 | -8.65 | -4.35 | - |
| Metric | 12254159:solusd:triple_med_gx:lsma90_135 | 12254159:SOLUSD |
|---|---|---|
| MTD | -4.36% | -7.75% |
| 3M | 4.72% | 17.41% |
| 6M | -5.04% | 52.72% |
| YTD | -8.65% | 1.99% |
| 1Y | -19.07% | 24.46% |
| 3Y (ann.) | 16.13% | 86.57% |
| 5Y (ann.) | 31.91% | 20.04% |
| Metric | 12254159:solusd:triple_med_gx:lsma90_135 | 12254159:SOLUSD |
|---|---|---|
| Max Drawdown | -38.57% | -93.44% |
| Longest DD Days | 637.0 | 703.0 |
| Avg. Drawdown | -5.46% | -13.81% |
| Avg. Drawdown Days | 43.0 | 55.0 |
| Recovery Factor | 4.63 | 1.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-10-16 | -38.57 | 637 |
| 2023-05-06 | 2023-12-08 | -16.08 | 216 |
| 2022-03-02 | 2022-06-13 | -14.74 | 103 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2024-01-14 | 2024-01-17 | -6.85 | 2 |
| 2022-09-30 | 2022-11-23 | -5.96 | 53 |
| 2022-02-26 | 2022-02-28 | -5.68 | 2 |
| 2023-03-18 | 2023-04-11 | -5.64 | 23 |
| 2022-11-25 | 2023-01-03 | -4.84 | 39 |
| Metric | 12254159:solusd:triple_med_gx:lsma90_135 | 12254159:SOLUSD |
|---|---|---|
| Best Day | 8.9% | 30.09% |
| Worst Day | -7.69% | -26.94% |
| Best Week | 21.89% | 43.67% |
| Worst Week | -15.59% | -51.66% |
| Best Month | 21.89% | 140.02% |
| Worst Month | -13.89% | -56.44% |
| Best Year | 100.89% | 921.46% |
| Worst Year | -22.78% | -89.82% |
| Avg. Up Day | 1.65% | 1.66% |
| Avg. Down Day | -1.32% | -1.4% |
| Avg. Up Week | 7.71% | 12.09% |
| Avg. Down Week | -3.72% | -6.82% |
| Avg. Up Month | 8.54% | 32.64% |
| Avg. Down Month | -7.13% | -16.58% |
| Win Days % | 48.82% | 50.13% |
| Win Month % | 60.0% | 53.33% |
| Win Week % | 49.28% | 48.22% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 50.0% | 75.0% |