| Metric | 12258932:solusd:triple_med_gx:lsma90_145 | 12258932:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 371.9% | 75.78% |
| Max Drawdown | -47.08% | -93.44% |
| Sharpe | 0.56 | 0.33 |
| Sortino | 0.88 | 0.49 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.25 | 1.05 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 19.14 | 3.43 |
| Outlier Loss Ratio | 3.48 | 3.0 |
| Volatility (ann.) | 25.12% | 50.12% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.16 | 0.18 |
| Skew | 1.65 | 0.47 |
| Kurtosis | 24.12 | 11.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.59% | 1.29% |
| Expected Yearly % | 47.39% | 15.14% |
| Kelly Criterion | 6.24% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.12% | -4.27% |
| Expected Shortfall (cVaR) | -2.12% | -4.27% |
| Year | 12258932:SOLUSD | 12258932:solusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 31.08 | -0.34 | + |
| 2023 | 921.46 | 169.01 | 0.18 | - |
| 2024 | 85.41 | -7.08 | -0.08 | - |
| 2025 | 5.60 | 44.02 | 7.86 | + |
| Metric | 12258932:solusd:triple_med_gx:lsma90_145 | 12258932:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 10.51% | 26.39% |
| 6M | 41.3% | 38.87% |
| YTD | 44.02% | 5.6% |
| 1Y | 45.94% | 47.35% |
| 3Y (ann.) | 42.99% | 84.92% |
| 5Y (ann.) | 54.44% | 17.12% |
| Metric | 12258932:solusd:triple_med_gx:lsma90_145 | 12258932:SOLUSD |
|---|---|---|
| Max Drawdown | -47.08% | -93.44% |
| Longest DD Days | 499.0 | 703.0 |
| Avg. Drawdown | -7.06% | -14.32% |
| Avg. Drawdown Days | 30.0 | 56.0 |
| Recovery Factor | 7.9 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-08-13 | -47.08 | 499 |
| 2022-08-25 | 2023-02-20 | -35.46 | 178 |
| 2023-04-30 | 2023-11-29 | -18.88 | 212 |
| 2022-05-16 | 2022-07-17 | -16.80 | 62 |
| 2022-04-20 | 2022-05-13 | -13.34 | 22 |
| 2024-01-11 | 2024-02-28 | -12.59 | 48 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-03-02 | 2022-04-20 | -11.41 | 48 |
| 2022-05-13 | 2022-05-15 | -9.83 | 1 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12258932:solusd:triple_med_gx:lsma90_145 | 12258932:SOLUSD |
|---|---|---|
| Best Day | 17.09% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 32.52% | 140.02% |
| Worst Month | -28.56% | -56.44% |
| Best Year | 169.01% | 921.46% |
| Worst Year | -7.08% | -91.21% |
| Avg. Up Day | 1.77% | 1.77% |
| Avg. Down Day | -1.53% | -1.59% |
| Avg. Up Week | 8.82% | 10.67% |
| Avg. Down Week | -5.4% | -7.96% |
| Avg. Up Month | 12.95% | 38.33% |
| Avg. Down Month | -9.72% | -23.08% |
| Win Days % | 49.66% | 50.14% |
| Win Month % | 64.1% | 50.0% |
| Win Week % | 56.84% | 47.89% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |