| Metric | 12254798:solusd:triple_med_gx:lsma180_135 | 12254798:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 246.72% | 106.8% |
| Max Drawdown | -29.38% | -93.44% |
| Sharpe | 0.64 | 0.35 |
| Sortino | 1.08 | 0.52 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 2.62 | 1.07 |
| CPC Index | 0.81 | 0.6 |
| Tail Ratio | 1.96 | 1.01 |
| Outlier Win Ratio | 46.29 | 2.95 |
| Outlier Loss Ratio | 3.52 | 2.66 |
| Volatility (ann.) | 15.55% | 50.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.43 | 0.24 |
| Skew | 3.61 | 0.48 |
| Kurtosis | 84.06 | 11.18 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.87% | 1.67% |
| Expected Yearly % | 36.46% | 19.92% |
| Kelly Criterion | 9.23% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -4.27% |
| Expected Shortfall (cVaR) | -1.31% | -4.27% |
| Year | 12254798:SOLUSD | 12254798:solusd:triple_med_gx:lsma180_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.66 | 57.59 | -0.64 | + |
| 2023 | 921.46 | 35.47 | 0.04 | - |
| 2024 | 85.41 | 59.64 | 0.70 | - |
| 2025 | 5.60 | 1.73 | 0.31 | - |
| Metric | 12254798:solusd:triple_med_gx:lsma180_135 | 12254798:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 5.08% | 26.39% |
| 6M | 11.34% | 38.87% |
| YTD | 1.73% | 5.6% |
| 1Y | 26.19% | 47.35% |
| 3Y (ann.) | 26.98% | 84.92% |
| 5Y (ann.) | 42.01% | 22.75% |
| Metric | 12254798:solusd:triple_med_gx:lsma180_135 | 12254798:SOLUSD |
|---|---|---|
| Max Drawdown | -29.38% | -93.44% |
| Longest DD Days | 266.0 | 703.0 |
| Avg. Drawdown | -6.06% | -13.13% |
| Avg. Drawdown Days | 37.0 | 51.0 |
| Recovery Factor | 8.4 | 1.14 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-13 | -29.38 | 160 |
| 2022-07-19 | 2023-04-12 | -20.90 | 266 |
| 2022-06-16 | 2022-07-18 | -14.93 | 32 |
| 2023-11-26 | 2024-01-09 | -12.34 | 43 |
| 2023-04-14 | 2023-10-19 | -10.93 | 188 |
| 2022-04-14 | 2022-06-14 | -8.63 | 60 |
| 2024-08-06 | 2024-10-11 | -8.36 | 66 |
| 2022-03-02 | 2022-03-26 | -8.14 | 24 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2024-11-12 | 2024-12-03 | -7.92 | 21 |
| Metric | 12254798:solusd:triple_med_gx:lsma180_135 | 12254798:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.61% | -26.94% |
| Best Week | 24.37% | 43.67% |
| Worst Week | -12.58% | -51.66% |
| Best Month | 24.15% | 140.02% |
| Worst Month | -16.55% | -56.44% |
| Best Year | 59.64% | 921.46% |
| Worst Year | 1.73% | -89.66% |
| Avg. Up Day | 1.73% | 1.74% |
| Avg. Down Day | -1.43% | -1.53% |
| Avg. Up Week | 7.1% | 11.97% |
| Avg. Down Week | -3.2% | -8.39% |
| Avg. Up Month | 10.47% | 25.19% |
| Avg. Down Month | -5.68% | -19.62% |
| Win Days % | 50.39% | 50.17% |
| Win Month % | 67.57% | 52.27% |
| Win Week % | 57.81% | 48.15% |
| Win Quarter % | 86.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |