| Metric | 12258147:solusd:triple_med_gx:lsma85_145 | 12258147:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 72.77% | 75.78% |
| Max Drawdown | -53.99% | -93.44% |
| Sharpe | 0.32 | 0.33 |
| Sortino | 0.51 | 0.49 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.14 | 1.05 |
| Common Sense Ratio | 1.06 | 1.05 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 0.93 | 1.0 |
| Outlier Win Ratio | 44.56 | 2.98 |
| Outlier Loss Ratio | 3.53 | 2.7 |
| Volatility (ann.) | 15.57% | 50.12% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.31 | 0.18 |
| Skew | 2.22 | 0.47 |
| Kurtosis | 50.9 | 11.13 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.25% | 1.29% |
| Expected Yearly % | 14.65% | 15.14% |
| Kelly Criterion | 3.59% | 8.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -4.27% |
| Expected Shortfall (cVaR) | -1.33% | -4.27% |
| Year | 12258147:SOLUSD | 12258147:solusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 73.60 | -0.81 | + |
| 2023 | 921.46 | 86.04 | 0.09 | - |
| 2024 | 85.41 | -22.92 | -0.27 | - |
| 2025 | 5.60 | -30.59 | -5.46 | - |
| Metric | 12258147:solusd:triple_med_gx:lsma85_145 | 12258147:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 4.5% | 26.39% |
| 6M | -18.28% | 38.87% |
| YTD | -30.59% | 5.6% |
| 1Y | -37.61% | 47.35% |
| 3Y (ann.) | 10.16% | 84.92% |
| 5Y (ann.) | 16.55% | 17.12% |
| Metric | 12258147:solusd:triple_med_gx:lsma85_145 | 12258147:SOLUSD |
|---|---|---|
| Max Drawdown | -53.99% | -93.44% |
| Longest DD Days | 592.0 | 703.0 |
| Avg. Drawdown | -6.16% | -14.32% |
| Avg. Drawdown Days | 34.0 | 56.0 |
| Recovery Factor | 1.35 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-09-01 | -53.99 | 592 |
| 2022-04-20 | 2022-08-08 | -20.07 | 109 |
| 2022-11-20 | 2022-11-23 | -15.92 | 3 |
| 2023-05-06 | 2023-08-29 | -13.86 | 115 |
| 2023-08-30 | 2023-12-02 | -12.30 | 94 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-08-08 | 2022-09-27 | -9.51 | 49 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| 2023-12-04 | 2023-12-07 | -7.19 | 3 |
| 2024-01-14 | 2024-01-17 | -6.85 | 2 |
| Metric | 12258147:solusd:triple_med_gx:lsma85_145 | 12258147:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.18% | -26.94% |
| Best Week | 22.97% | 43.67% |
| Worst Week | -17.19% | -51.66% |
| Best Month | 23.13% | 140.02% |
| Worst Month | -17.19% | -56.44% |
| Best Year | 86.04% | 921.46% |
| Worst Year | -30.59% | -91.21% |
| Avg. Up Day | 1.74% | 1.76% |
| Avg. Down Day | -1.4% | -1.47% |
| Avg. Up Week | 8.52% | 13.24% |
| Avg. Down Week | -5.99% | -7.6% |
| Avg. Up Month | 10.26% | 41.73% |
| Avg. Down Month | -10.02% | -17.25% |
| Win Days % | 46.44% | 50.14% |
| Win Month % | 61.11% | 50.0% |
| Win Week % | 50.77% | 47.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |