| Metric | 12258298:solusd:triple_med_gx:lsma280_145 | 12258298:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 116.46% | 147.18% |
| Max Drawdown | -55.25% | -93.44% |
| Sharpe | 0.38 | 0.38 |
| Sortino | 0.62 | 0.56 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.69 | 0.65 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 36.0 | 3.12 |
| Outlier Loss Ratio | 3.34 | 2.78 |
| Volatility (ann.) | 19.33% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.45 | 0.32 |
| Skew | 2.69 | 0.49 |
| Kurtosis | 65.42 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.81% | 2.13% |
| Expected Yearly % | 21.3% | 25.39% |
| Kelly Criterion | 5.32% | 9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.26% |
| Expected Shortfall (cVaR) | -1.64% | -4.26% |
| Year | 12258298:SOLUSD | 12258298:solusd:triple_med_gx:lsma280_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.64 | 32.48 | -0.37 | + |
| 2023 | 921.46 | 135.79 | 0.15 | - |
| 2024 | 85.41 | -36.07 | -0.42 | - |
| 2025 | 5.60 | 8.40 | 1.50 | + |
| Metric | 12258298:solusd:triple_med_gx:lsma280_145 | 12258298:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.01% | 26.39% |
| 6M | 18.86% | 38.87% |
| YTD | 8.4% | 5.6% |
| 1Y | 5.31% | 47.35% |
| 3Y (ann.) | 11.35% | 84.92% |
| 5Y (ann.) | 24.87% | 29.73% |
| Metric | 12258298:solusd:triple_med_gx:lsma280_145 | 12258298:SOLUSD |
|---|---|---|
| Max Drawdown | -55.25% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -5.15% | -9.92% |
| Avg. Drawdown Days | 26.0 | 38.0 |
| Recovery Factor | 2.11 | 1.58 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -55.25 | 518 |
| 2022-07-30 | 2023-01-03 | -31.39 | 157 |
| 2023-01-29 | 2023-04-12 | -16.92 | 72 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2024-01-05 | 2024-03-01 | -8.58 | 56 |
| 2024-03-01 | 2024-03-30 | -6.21 | 28 |
| 2023-07-24 | 2023-07-26 | -5.41 | 2 |
| 2022-06-20 | 2022-07-06 | -5.35 | 16 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| Metric | 12258298:solusd:triple_med_gx:lsma280_145 | 12258298:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 38.76% | 140.02% |
| Worst Month | -27.19% | -56.44% |
| Best Year | 135.79% | 921.46% |
| Worst Year | -36.07% | -87.64% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.49% | -1.53% |
| Avg. Up Week | 10.04% | 14.21% |
| Avg. Down Week | -5.17% | -8.27% |
| Avg. Up Month | 16.02% | 41.59% |
| Avg. Down Month | -9.12% | -22.38% |
| Win Days % | 47.62% | 50.26% |
| Win Month % | 46.67% | 51.16% |
| Win Week % | 54.84% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |