| Metric | 12254856:solusd:triple_med_gx:lsma175_135 | 12254856:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 219.99% | 105.94% |
| Max Drawdown | -22.66% | -93.44% |
| Sharpe | 0.6 | 0.35 |
| Sortino | 1.02 | 0.51 |
| Payoff Ratio | 1.3 | 1.23 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.83 | 1.06 |
| CPC Index | 0.83 | 0.65 |
| Tail Ratio | 1.38 | 1.0 |
| Outlier Win Ratio | 49.17 | 2.95 |
| Outlier Loss Ratio | 3.72 | 2.65 |
| Volatility (ann.) | 15.06% | 49.74% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.65 | 0.23 |
| Skew | 3.82 | 0.47 |
| Kurtosis | 88.77 | 11.21 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.62% | 1.62% |
| Expected Yearly % | 33.75% | 19.79% |
| Kelly Criterion | 8.26% | 9.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -4.24% |
| Expected Shortfall (cVaR) | -1.27% | -4.24% |
| Year | 12254856:SOLUSD | 12254856:solusd:triple_med_gx:lsma175_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.34 | 74.68 | -0.84 | + |
| 2023 | 921.46 | 50.37 | 0.05 | - |
| 2024 | 85.41 | 54.45 | 0.64 | - |
| 2025 | 1.99 | -21.12 | -10.64 | - |
| Metric | 12254856:solusd:triple_med_gx:lsma175_135 | 12254856:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -11.34% | 17.41% |
| 6M | -3.74% | 52.72% |
| YTD | -21.12% | 1.99% |
| 1Y | -7.03% | 24.46% |
| 3Y (ann.) | 19.96% | 86.57% |
| 5Y (ann.) | 37.27% | 21.75% |
| Metric | 12254856:solusd:triple_med_gx:lsma175_135 | 12254856:SOLUSD |
|---|---|---|
| Max Drawdown | -22.66% | -93.44% |
| Longest DD Days | 276.0 | 703.0 |
| Avg. Drawdown | -4.77% | -12.19% |
| Avg. Drawdown Days | 35.0 | 49.0 |
| Recovery Factor | 9.71 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-10-16 | -22.66 | 276 |
| 2023-04-14 | 2023-10-20 | -14.03 | 188 |
| 2022-06-16 | 2022-07-18 | -14.02 | 32 |
| 2022-07-19 | 2023-03-12 | -12.10 | 236 |
| 2022-03-02 | 2022-03-19 | -8.56 | 17 |
| 2024-11-06 | 2024-12-03 | -8.24 | 27 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2024-06-05 | 2024-10-11 | -7.90 | 127 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| 2024-05-21 | 2024-06-05 | -7.14 | 15 |
| Metric | 12254856:solusd:triple_med_gx:lsma175_135 | 12254856:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 19.21% | 43.67% |
| Worst Week | -14.53% | -51.66% |
| Best Month | 18.95% | 140.02% |
| Worst Month | -15.59% | -56.44% |
| Best Year | 74.68% | 921.46% |
| Worst Year | -21.12% | -89.34% |
| Avg. Up Day | 1.75% | 1.76% |
| Avg. Down Day | -1.35% | -1.43% |
| Avg. Up Week | 5.66% | 13.85% |
| Avg. Down Week | -3.35% | -7.36% |
| Avg. Up Month | 8.29% | 32.92% |
| Avg. Down Month | -4.19% | -23.1% |
| Win Days % | 48.2% | 50.17% |
| Win Month % | 65.79% | 53.33% |
| Win Week % | 63.24% | 48.21% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 75.0% | 75.0% |