| Metric | 12254164:solusd:triple_med_gx:lsma105_135 | 12254164:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 106.61% | 103.51% |
| Max Drawdown | -46.68% | -93.44% |
| Sharpe | 0.49 | 0.35 |
| Sortino | 0.81 | 0.52 |
| Payoff Ratio | 1.25 | 1.15 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 69.11 | 2.78 |
| Outlier Loss Ratio | 3.33 | 2.43 |
| Volatility (ann.) | 11.64% | 50.12% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.48 | 0.24 |
| Skew | 2.65 | 0.47 |
| Kurtosis | 63.77 | 11.11 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.66% | 1.63% |
| Expected Yearly % | 19.89% | 19.44% |
| Kelly Criterion | 6.81% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -4.27% |
| Expected Shortfall (cVaR) | -0.99% | -4.27% |
| Year | 12254164:SOLUSD | 12254164:solusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 74.61 | -0.83 | + |
| 2023 | 921.46 | 94.24 | 0.10 | - |
| 2024 | 85.41 | -37.59 | -0.44 | - |
| 2025 | 5.60 | -2.39 | -0.43 | - |
| Metric | 12254164:solusd:triple_med_gx:lsma105_135 | 12254164:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 9.38% | 26.39% |
| 6M | 10.91% | 38.87% |
| YTD | -2.39% | 5.6% |
| 1Y | -24.14% | 47.35% |
| 3Y (ann.) | 10.71% | 84.92% |
| 5Y (ann.) | 22.5% | 21.99% |
| Metric | 12254164:solusd:triple_med_gx:lsma105_135 | 12254164:SOLUSD |
|---|---|---|
| Max Drawdown | -46.68% | -93.44% |
| Longest DD Days | 592.0 | 703.0 |
| Avg. Drawdown | -5.5% | -13.81% |
| Avg. Drawdown Days | 50.0 | 54.0 |
| Recovery Factor | 2.28 | 1.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-09-01 | -46.68 | 592 |
| 2023-04-12 | 2023-08-08 | -13.53 | 117 |
| 2022-03-02 | 2022-05-23 | -9.52 | 81 |
| 2022-08-13 | 2022-10-27 | -9.25 | 74 |
| 2023-02-20 | 2023-03-17 | -8.62 | 25 |
| 2022-06-14 | 2022-07-16 | -5.82 | 32 |
| 2022-08-11 | 2022-08-12 | -4.74 | 1 |
| 2022-11-25 | 2023-01-03 | -4.53 | 39 |
| 2022-07-17 | 2022-08-10 | -4.25 | 24 |
| 2022-03-01 | 2022-03-02 | -3.44 | 1 |
| Metric | 12254164:solusd:triple_med_gx:lsma105_135 | 12254164:SOLUSD |
|---|---|---|
| Best Day | 8.9% | 30.09% |
| Worst Day | -7.69% | -26.94% |
| Best Week | 21.2% | 43.67% |
| Worst Week | -15.84% | -51.66% |
| Best Month | 21.2% | 140.02% |
| Worst Month | -16.56% | -56.44% |
| Best Year | 94.24% | 921.46% |
| Worst Year | -37.59% | -89.82% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.41% | -1.53% |
| Avg. Up Week | 7.15% | 11.58% |
| Avg. Down Week | -4.51% | -7.15% |
| Avg. Up Month | 9.64% | 32.26% |
| Avg. Down Month | -9.53% | -23.06% |
| Win Days % | 48.24% | 50.14% |
| Win Month % | 63.89% | 52.27% |
| Win Week % | 52.83% | 48.17% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |