| Metric | 12259352:solusd:triple_med_gx:lsma85_145 | 12259352:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 326.44% | 92.82% |
| Max Drawdown | -34.37% | -93.44% |
| Sharpe | 0.63 | 0.34 |
| Sortino | 1.02 | 0.51 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 2.77 | 1.06 |
| CPC Index | 0.83 | 0.62 |
| Tail Ratio | 2.06 | 1.0 |
| Outlier Win Ratio | 40.69 | 3.1 |
| Outlier Loss Ratio | 3.07 | 2.69 |
| Volatility (ann.) | 19.04% | 50.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.46 | 0.22 |
| Skew | 2.13 | 0.47 |
| Kurtosis | 93.47 | 11.16 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.35% | 1.5% |
| Expected Yearly % | 43.7% | 17.84% |
| Kelly Criterion | 10.59% | 7.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -4.27% |
| Expected Shortfall (cVaR) | -1.61% | -4.27% |
| Year | 12259352:SOLUSD | 12259352:solusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | 38.44 | -0.43 | + |
| 2023 | 921.46 | 63.97 | 0.07 | - |
| 2024 | 85.41 | 51.07 | 0.60 | - |
| 2025 | 5.60 | 24.35 | 4.35 | + |
| Metric | 12259352:solusd:triple_med_gx:lsma85_145 | 12259352:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -5.42% | 26.39% |
| 6M | 11.23% | 38.87% |
| YTD | 24.35% | 5.6% |
| 1Y | 32.06% | 47.35% |
| 3Y (ann.) | 37.77% | 84.92% |
| 5Y (ann.) | 50.35% | 20.28% |
| Metric | 12259352:solusd:triple_med_gx:lsma85_145 | 12259352:SOLUSD |
|---|---|---|
| Max Drawdown | -34.37% | -93.44% |
| Longest DD Days | 244.0 | 703.0 |
| Avg. Drawdown | -5.81% | -13.63% |
| Avg. Drawdown Days | 26.0 | 53.0 |
| Recovery Factor | 9.5 | 0.99 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-28 | 2023-04-30 | -34.37 | 244 |
| 2025-02-04 | 2025-05-08 | -26.72 | 93 |
| 2022-03-02 | 2022-05-15 | -24.36 | 74 |
| 2024-06-05 | 2024-08-06 | -19.65 | 61 |
| 2025-05-14 | 2025-09-01 | -12.08 | 110 |
| 2022-05-16 | 2022-07-13 | -12.00 | 58 |
| 2023-07-27 | 2023-10-19 | -10.15 | 84 |
| 2024-11-30 | 2025-01-01 | -9.72 | 32 |
| 2023-04-30 | 2023-07-26 | -9.01 | 86 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| Metric | 12259352:solusd:triple_med_gx:lsma85_145 | 12259352:SOLUSD |
|---|---|---|
| Best Day | 17.09% | 30.09% |
| Worst Day | -17.86% | -26.94% |
| Best Week | 20.37% | 43.67% |
| Worst Week | -16.37% | -51.66% |
| Best Month | 27.61% | 140.02% |
| Worst Month | -16.37% | -56.44% |
| Best Year | 63.97% | 921.46% |
| Worst Year | 24.35% | -90.36% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.62% | -1.7% |
| Avg. Up Week | 7.82% | 12.29% |
| Avg. Down Week | -4.19% | -10.7% |
| Avg. Up Month | 11.22% | 29.01% |
| Avg. Down Month | -4.76% | -20.71% |
| Win Days % | 50.83% | 50.16% |
| Win Month % | 64.1% | 50.0% |
| Win Week % | 61.67% | 47.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |