| Metric | 12258931:solusd:triple_med_gx:lsma75_145 | 12258931:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 304.64% | 75.78% |
| Max Drawdown | -45.92% | -93.44% |
| Sharpe | 0.52 | 0.33 |
| Sortino | 0.83 | 0.49 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.22 | 1.05 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 20.69 | 3.38 |
| Outlier Loss Ratio | 3.42 | 3.0 |
| Volatility (ann.) | 24.77% | 50.12% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.04 | 0.18 |
| Skew | 1.97 | 0.47 |
| Kurtosis | 30.68 | 11.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.23% | 1.29% |
| Expected Yearly % | 41.83% | 15.14% |
| Kelly Criterion | 5.99% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.1% | -4.27% |
| Expected Shortfall (cVaR) | -2.1% | -4.27% |
| Year | 12258931:SOLUSD | 12258931:solusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 19.99 | -0.22 | + |
| 2023 | 921.46 | 143.43 | 0.16 | - |
| 2024 | 85.41 | -10.57 | -0.12 | - |
| 2025 | 5.60 | 54.90 | 9.80 | + |
| Metric | 12258931:solusd:triple_med_gx:lsma75_145 | 12258931:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 22.91% | 26.39% |
| 6M | 55.16% | 38.87% |
| YTD | 54.9% | 5.6% |
| 1Y | 36.78% | 47.35% |
| 3Y (ann.) | 39.07% | 84.92% |
| 5Y (ann.) | 47.93% | 17.12% |
| Metric | 12258931:solusd:triple_med_gx:lsma75_145 | 12258931:SOLUSD |
|---|---|---|
| Max Drawdown | -45.92% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -8.3% | -14.32% |
| Avg. Drawdown Days | 32.0 | 56.0 |
| Recovery Factor | 6.63 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -45.92 | 518 |
| 2022-08-25 | 2023-02-02 | -36.60 | 161 |
| 2023-02-02 | 2023-02-20 | -21.51 | 17 |
| 2023-04-30 | 2023-10-19 | -18.41 | 171 |
| 2022-05-16 | 2022-06-15 | -16.70 | 30 |
| 2022-06-16 | 2022-07-16 | -15.70 | 30 |
| 2024-01-11 | 2024-02-26 | -12.59 | 46 |
| 2022-04-20 | 2022-05-13 | -12.44 | 22 |
| 2023-03-14 | 2023-04-11 | -11.71 | 27 |
| 2022-03-01 | 2022-04-19 | -10.03 | 49 |
| Metric | 12258931:solusd:triple_med_gx:lsma75_145 | 12258931:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 37.48% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 37.23% | 140.02% |
| Worst Month | -26.99% | -56.44% |
| Best Year | 143.43% | 921.46% |
| Worst Year | -10.57% | -91.21% |
| Avg. Up Day | 1.79% | 1.79% |
| Avg. Down Day | -1.56% | -1.6% |
| Avg. Up Week | 8.5% | 10.77% |
| Avg. Down Week | -5.52% | -7.66% |
| Avg. Up Month | 13.14% | 39.74% |
| Avg. Down Month | -9.6% | -24.91% |
| Win Days % | 49.73% | 50.14% |
| Win Month % | 63.16% | 50.0% |
| Win Week % | 55.56% | 47.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |