| Metric | 12259343:solusd:triple_med_gx:lsma60_145 | 12259343:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 260.18% | 92.82% |
| Max Drawdown | -37.1% | -93.44% |
| Sharpe | 0.52 | 0.34 |
| Sortino | 0.85 | 0.51 |
| Payoff Ratio | 1.16 | 1.06 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.81 | 1.06 |
| CPC Index | 0.73 | 0.56 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 32.87 | 3.14 |
| Outlier Loss Ratio | 3.03 | 2.8 |
| Volatility (ann.) | 21.56% | 50.14% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.17 | 0.22 |
| Skew | 2.48 | 0.47 |
| Kurtosis | 75.08 | 11.16 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.96% | 1.5% |
| Expected Yearly % | 37.76% | 17.84% |
| Kelly Criterion | 8.26% | 3.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.27% |
| Expected Shortfall (cVaR) | -1.83% | -4.27% |
| Year | 12259343:SOLUSD | 12259343:solusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | 26.96 | -0.30 | + |
| 2023 | 921.46 | 99.51 | 0.11 | - |
| 2024 | 85.41 | 44.43 | 0.52 | - |
| 2025 | 5.60 | -1.54 | -0.28 | - |
| Metric | 12259343:solusd:triple_med_gx:lsma60_145 | 12259343:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -9.18% | 26.39% |
| 6M | 6.71% | 38.87% |
| YTD | -1.54% | 5.6% |
| 1Y | 29.32% | 47.35% |
| 3Y (ann.) | 40.82% | 84.92% |
| 5Y (ann.) | 43.38% | 20.28% |
| Metric | 12259343:solusd:triple_med_gx:lsma60_145 | 12259343:SOLUSD |
|---|---|---|
| Max Drawdown | -37.1% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -6.68% | -13.63% |
| Avg. Drawdown Days | 27.0 | 53.0 |
| Recovery Factor | 7.01 | 0.99 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-04-28 | -37.10 | 168 |
| 2025-01-31 | 2025-05-09 | -31.71 | 97 |
| 2024-04-01 | 2024-11-06 | -31.33 | 219 |
| 2022-03-17 | 2022-05-15 | -26.90 | 59 |
| 2022-07-30 | 2022-11-11 | -22.74 | 103 |
| 2024-01-05 | 2024-02-27 | -14.92 | 53 |
| 2025-05-11 | 2025-09-01 | -13.51 | 113 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2024-11-29 | 2025-01-16 | -10.11 | 47 |
| 2023-04-30 | 2023-05-27 | -9.01 | 27 |
| Metric | 12259343:solusd:triple_med_gx:lsma60_145 | 12259343:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -17.86% | -26.94% |
| Best Week | 23.97% | 43.67% |
| Worst Week | -15.68% | -51.66% |
| Best Month | 36.26% | 140.02% |
| Worst Month | -12.97% | -56.44% |
| Best Year | 99.51% | 921.46% |
| Worst Year | -1.54% | -90.36% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.67% | -1.84% |
| Avg. Up Week | 8.82% | 12.8% |
| Avg. Down Week | -4.72% | -9.11% |
| Avg. Up Month | 12.52% | 30.21% |
| Avg. Down Month | -6.39% | -18.93% |
| Win Days % | 50.66% | 50.16% |
| Win Month % | 58.97% | 50.0% |
| Win Week % | 59.7% | 47.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |