| Metric | 12259342:solusd:triple_med_gx:lsma55_145 | 12259342:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 326.92% | 92.82% |
| Max Drawdown | -38.04% | -93.44% |
| Sharpe | 0.58 | 0.34 |
| Sortino | 0.93 | 0.51 |
| Payoff Ratio | 1.17 | 1.04 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.78 | 1.06 |
| CPC Index | 0.76 | 0.55 |
| Tail Ratio | 1.41 | 1.0 |
| Outlier Win Ratio | 32.72 | 3.25 |
| Outlier Loss Ratio | 3.04 | 2.81 |
| Volatility (ann.) | 21.73% | 50.14% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.32 | 0.22 |
| Skew | 2.41 | 0.47 |
| Kurtosis | 72.34 | 11.16 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.35% | 1.5% |
| Expected Yearly % | 43.74% | 17.84% |
| Kelly Criterion | 9.26% | 2.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.27% |
| Expected Shortfall (cVaR) | -1.84% | -4.27% |
| Year | 12259342:SOLUSD | 12259342:solusd:triple_med_gx:lsma55_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | 30.18 | -0.33 | + |
| 2023 | 921.46 | 87.65 | 0.10 | - |
| 2024 | 85.41 | 49.62 | 0.58 | - |
| 2025 | 5.60 | 16.81 | 3.00 | + |
| Metric | 12259342:solusd:triple_med_gx:lsma55_145 | 12259342:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.03% | 26.39% |
| 6M | 17.72% | 38.87% |
| YTD | 16.81% | 5.6% |
| 1Y | 59.68% | 47.35% |
| 3Y (ann.) | 47.79% | 84.92% |
| 5Y (ann.) | 50.4% | 20.28% |
| Metric | 12259342:solusd:triple_med_gx:lsma55_145 | 12259342:SOLUSD |
|---|---|---|
| Max Drawdown | -38.04% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -6.31% | -13.63% |
| Avg. Drawdown Days | 24.0 | 53.0 |
| Recovery Factor | 8.59 | 0.99 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-04-28 | -38.04 | 168 |
| 2024-04-01 | 2024-11-06 | -34.18 | 219 |
| 2022-04-10 | 2022-05-15 | -29.06 | 35 |
| 2025-01-17 | 2025-05-08 | -26.43 | 111 |
| 2022-07-30 | 2022-11-11 | -22.74 | 103 |
| 2024-01-05 | 2024-02-27 | -14.92 | 53 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2025-05-11 | 2025-09-01 | -12.12 | 113 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2023-04-30 | 2023-05-27 | -9.01 | 27 |
| Metric | 12259342:solusd:triple_med_gx:lsma55_145 | 12259342:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -17.86% | -26.94% |
| Best Week | 23.85% | 43.67% |
| Worst Week | -15.68% | -51.66% |
| Best Month | 27.2% | 140.02% |
| Worst Month | -10.46% | -56.44% |
| Best Year | 87.65% | 921.46% |
| Worst Year | 16.81% | -90.36% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.66% | -1.87% |
| Avg. Up Week | 8.73% | 12.75% |
| Avg. Down Week | -5.03% | -9.61% |
| Avg. Up Month | 14.01% | 30.19% |
| Avg. Down Month | -6.8% | -20.34% |
| Win Days % | 51.05% | 50.16% |
| Win Month % | 61.54% | 50.0% |
| Win Week % | 63.24% | 47.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |