| Metric | 12259404:solusd:triple_med_gx:lsma60_145 | 12259404:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 236.29% | 113.24% |
| Max Drawdown | -34.86% | -93.44% |
| Sharpe | 0.54 | 0.36 |
| Sortino | 0.88 | 0.53 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 2.26 | 1.07 |
| CPC Index | 0.76 | 0.59 |
| Tail Ratio | 1.8 | 1.01 |
| Outlier Win Ratio | 37.55 | 3.13 |
| Outlier Loss Ratio | 3.08 | 2.78 |
| Volatility (ann.) | 19.43% | 50.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.17 | 0.25 |
| Skew | 3.24 | 0.48 |
| Kurtosis | 75.0 | 11.18 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.79% | 1.74% |
| Expected Yearly % | 35.42% | 20.84% |
| Kelly Criterion | 8.53% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.27% |
| Expected Shortfall (cVaR) | -1.64% | -4.27% |
| Year | 12259404:SOLUSD | 12259404:solusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.34 | 31.10 | -0.35 | + |
| 2023 | 921.46 | 78.91 | 0.09 | - |
| 2024 | 85.41 | 43.75 | 0.51 | - |
| 2025 | 5.60 | -0.26 | -0.05 | - |
| Metric | 12259404:solusd:triple_med_gx:lsma60_145 | 12259404:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.18% | 26.39% |
| 6M | 11.68% | 38.87% |
| YTD | -0.26% | 5.6% |
| 1Y | 20.9% | 47.35% |
| 3Y (ann.) | 37.57% | 84.92% |
| 5Y (ann.) | 40.75% | 23.79% |
| Metric | 12259404:solusd:triple_med_gx:lsma60_145 | 12259404:SOLUSD |
|---|---|---|
| Max Drawdown | -34.86% | -93.44% |
| Longest DD Days | 220.0 | 703.0 |
| Avg. Drawdown | -5.78% | -12.19% |
| Avg. Drawdown Days | 28.0 | 47.0 |
| Recovery Factor | 6.78 | 1.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-07 | -34.86 | 220 |
| 2024-11-29 | 2025-05-08 | -32.66 | 160 |
| 2022-11-11 | 2023-04-25 | -29.85 | 165 |
| 2022-05-16 | 2022-11-11 | -22.00 | 179 |
| 2024-01-05 | 2024-02-27 | -14.92 | 53 |
| 2025-07-31 | 2025-09-01 | -12.49 | 32 |
| 2023-07-27 | 2023-10-16 | -10.90 | 81 |
| 2023-04-30 | 2023-05-27 | -9.01 | 27 |
| 2022-04-14 | 2022-05-14 | -8.21 | 30 |
| 2023-04-26 | 2023-04-28 | -6.26 | 1 |
| Metric | 12259404:solusd:triple_med_gx:lsma60_145 | 12259404:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 31.88% | 43.67% |
| Worst Week | -13.35% | -51.66% |
| Best Month | 23.4% | 140.02% |
| Worst Month | -10.46% | -56.44% |
| Best Year | 78.91% | 921.46% |
| Worst Year | -0.26% | -89.34% |
| Avg. Up Day | 1.96% | 1.96% |
| Avg. Down Day | -1.63% | -1.78% |
| Avg. Up Week | 10.67% | 11.94% |
| Avg. Down Week | -4.54% | -9.66% |
| Avg. Up Month | 14.31% | 30.53% |
| Avg. Down Month | -5.3% | -21.24% |
| Win Days % | 50.14% | 50.18% |
| Win Month % | 54.05% | 52.27% |
| Win Week % | 54.24% | 48.15% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |