| Metric | 12259351:solusd:triple_med_gx:lsma90_145 | 12259351:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 258.51% | 92.82% |
| Max Drawdown | -31.63% | -93.44% |
| Sharpe | 0.58 | 0.34 |
| Sortino | 0.93 | 0.51 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 2.57 | 1.06 |
| CPC Index | 0.82 | 0.63 |
| Tail Ratio | 1.95 | 1.0 |
| Outlier Win Ratio | 42.9 | 3.09 |
| Outlier Loss Ratio | 3.12 | 2.69 |
| Volatility (ann.) | 18.61% | 50.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.37 | 0.22 |
| Skew | 2.23 | 0.47 |
| Kurtosis | 99.71 | 11.16 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.94% | 1.5% |
| Expected Yearly % | 37.6% | 17.84% |
| Kelly Criterion | 9.29% | 8.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.27% |
| Expected Shortfall (cVaR) | -1.57% | -4.27% |
| Year | 12259351:SOLUSD | 12259351:solusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | 18.16 | -0.20 | + |
| 2023 | 921.46 | 84.85 | 0.09 | - |
| 2024 | 85.41 | 42.81 | 0.50 | - |
| 2025 | 5.60 | 14.93 | 2.66 | + |
| Metric | 12259351:solusd:triple_med_gx:lsma90_145 | 12259351:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -3.68% | 26.39% |
| 6M | 11.96% | 38.87% |
| YTD | 14.93% | 5.6% |
| 1Y | 18.18% | 47.35% |
| 3Y (ann.) | 37.4% | 84.92% |
| 5Y (ann.) | 43.19% | 20.28% |
| Metric | 12259351:solusd:triple_med_gx:lsma90_145 | 12259351:SOLUSD |
|---|---|---|
| Max Drawdown | -31.63% | -93.44% |
| Longest DD Days | 268.0 | 703.0 |
| Avg. Drawdown | -6.37% | -13.63% |
| Avg. Drawdown Days | 32.0 | 53.0 |
| Recovery Factor | 8.17 | 0.99 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-18 | 2023-04-12 | -31.63 | 268 |
| 2025-02-03 | 2025-05-08 | -26.86 | 93 |
| 2022-03-02 | 2022-05-15 | -25.33 | 74 |
| 2024-04-01 | 2024-08-07 | -20.81 | 128 |
| 2025-05-14 | 2025-09-01 | -10.46 | 110 |
| 2024-09-17 | 2025-01-01 | -10.04 | 106 |
| 2023-04-30 | 2023-05-27 | -9.01 | 27 |
| 2023-07-27 | 2023-10-19 | -8.96 | 83 |
| 2022-05-16 | 2022-07-14 | -8.69 | 59 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| Metric | 12259351:solusd:triple_med_gx:lsma90_145 | 12259351:SOLUSD |
|---|---|---|
| Best Day | 17.09% | 30.09% |
| Worst Day | -17.86% | -26.94% |
| Best Week | 24.23% | 43.67% |
| Worst Week | -16.37% | -51.66% |
| Best Month | 29.82% | 140.02% |
| Worst Month | -16.37% | -56.44% |
| Best Year | 84.85% | 921.46% |
| Worst Year | 14.93% | -90.36% |
| Avg. Up Day | 1.99% | 2.01% |
| Avg. Down Day | -1.6% | -1.7% |
| Avg. Up Week | 8.09% | 11.3% |
| Avg. Down Week | -4.27% | -12.07% |
| Avg. Up Month | 11.17% | 37.8% |
| Avg. Down Month | -4.38% | -24.64% |
| Win Days % | 49.69% | 50.16% |
| Win Month % | 60.53% | 50.0% |
| Win Week % | 62.71% | 47.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |