| Metric | 12259060:solusd:triple_med_gx:lsma175_145 | 12259060:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 182.84% | 113.24% |
| Max Drawdown | -18.61% | -93.44% |
| Sharpe | 0.62 | 0.36 |
| Sortino | 1.05 | 0.53 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.44 | 1.06 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.94 | 0.62 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 66.5 | 2.8 |
| Outlier Loss Ratio | 3.19 | 2.43 |
| Volatility (ann.) | 13.3% | 50.12% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.83 | 0.25 |
| Skew | 4.71 | 0.48 |
| Kurtosis | 142.99 | 11.18 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.39% | 1.74% |
| Expected Yearly % | 29.68% | 20.84% |
| Kelly Criterion | 12.64% | 7.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -4.27% |
| Expected Shortfall (cVaR) | -1.12% | -4.27% |
| Year | 12259060:SOLUSD | 12259060:solusd:triple_med_gx:lsma175_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.34 | 48.64 | -0.54 | + |
| 2023 | 921.46 | 49.99 | 0.05 | - |
| 2024 | 85.41 | 37.94 | 0.44 | - |
| 2025 | 5.60 | -8.03 | -1.43 | - |
| Metric | 12259060:solusd:triple_med_gx:lsma175_145 | 12259060:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 0.0% | 26.39% |
| 6M | -10.1% | 38.87% |
| YTD | -8.03% | 5.6% |
| 1Y | 1.56% | 47.35% |
| 3Y (ann.) | 23.02% | 84.92% |
| 5Y (ann.) | 34.05% | 23.79% |
| Metric | 12259060:solusd:triple_med_gx:lsma175_145 | 12259060:SOLUSD |
|---|---|---|
| Max Drawdown | -18.61% | -93.44% |
| Longest DD Days | 185.0 | 703.0 |
| Avg. Drawdown | -3.8% | -12.19% |
| Avg. Drawdown Days | 28.0 | 47.0 |
| Recovery Factor | 9.82 | 1.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-09 | 2025-09-01 | -18.61 | 176 |
| 2022-06-16 | 2022-07-18 | -15.70 | 32 |
| 2023-04-14 | 2023-10-16 | -12.42 | 185 |
| 2022-07-19 | 2022-10-04 | -12.10 | 76 |
| 2022-12-22 | 2023-02-01 | -6.77 | 41 |
| 2024-02-27 | 2024-03-30 | -6.17 | 31 |
| 2022-03-02 | 2022-06-15 | -5.69 | 105 |
| 2022-02-26 | 2022-02-28 | -5.68 | 2 |
| 2024-09-10 | 2024-10-11 | -5.52 | 30 |
| 2023-03-13 | 2023-03-13 | -5.41 | 0 |
| Metric | 12259060:solusd:triple_med_gx:lsma175_145 | 12259060:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 12.76% | 43.67% |
| Worst Week | -10.56% | -51.66% |
| Best Month | 21.53% | 140.02% |
| Worst Month | -7.8% | -56.44% |
| Best Year | 49.99% | 921.46% |
| Worst Year | -8.03% | -89.34% |
| Avg. Up Day | 1.82% | 1.84% |
| Avg. Down Day | -1.44% | -1.58% |
| Avg. Up Week | 6.48% | 14.79% |
| Avg. Down Week | -4.05% | -6.19% |
| Avg. Up Month | 5.84% | 26.61% |
| Avg. Down Month | -5.79% | -27.67% |
| Win Days % | 51.11% | 50.18% |
| Win Month % | 80.0% | 52.27% |
| Win Week % | 79.49% | 48.15% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |