| Metric | 12285321:solusd:triple_med_gx:lsma145_95 | 12285321:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 86.36% | 92.46% |
| Max Drawdown | -36.39% | -93.44% |
| Sharpe | 0.34 | 0.35 |
| Sortino | 0.56 | 0.51 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 2.16 | 1.08 |
| CPC Index | 0.66 | 0.57 |
| Tail Ratio | 1.85 | 1.02 |
| Outlier Win Ratio | 42.93 | 3.03 |
| Outlier Loss Ratio | 2.77 | 2.82 |
| Volatility (ann.) | 18.65% | 50.42% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.55 | 0.23 |
| Skew | 3.88 | 0.49 |
| Kurtosis | 75.38 | 11.39 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.49% | 1.57% |
| Expected Yearly % | 16.84% | 17.78% |
| Kelly Criterion | 5.28% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.29% |
| Expected Shortfall (cVaR) | -1.59% | -4.29% |
| Year | 12285321:SOLUSD | 12285321:solusd:triple_med_gx:lsma145_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | 2.57 | -0.03 | + |
| 2023 | 921.46 | 42.13 | 0.05 | - |
| 2024 | 85.41 | 1.59 | 0.02 | - |
| 2025 | -8.87 | 25.83 | -2.91 | + |
| Metric | 12285321:solusd:triple_med_gx:lsma145_95 | 12285321:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -6.74% | 36.47% |
| 6M | 25.83% | -8.22% |
| YTD | 25.83% | -8.87% |
| 1Y | 6.57% | 7.09% |
| 3Y (ann.) | 12.52% | 63.14% |
| 5Y (ann.) | 20.15% | 21.29% |
| Metric | 12285321:solusd:triple_med_gx:lsma145_95 | 12285321:SOLUSD |
|---|---|---|
| Max Drawdown | -36.39% | -93.44% |
| Longest DD Days | 552.0 | 703.0 |
| Avg. Drawdown | -9.74% | -12.56% |
| Avg. Drawdown Days | 62.0 | 45.0 |
| Recovery Factor | 2.37 | 0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-12-20 | -36.39 | 552 |
| 2022-05-07 | 2022-06-15 | -24.00 | 39 |
| 2024-04-15 | 2025-01-18 | -22.61 | 278 |
| 2022-03-02 | 2022-03-30 | -21.89 | 28 |
| 2025-05-14 | 2025-07-17 | -21.02 | 64 |
| 2025-03-01 | 2025-04-09 | -13.11 | 39 |
| 2025-02-27 | 2025-02-28 | -7.15 | 0 |
| 2022-02-27 | 2022-02-28 | -5.85 | 1 |
| 2022-03-31 | 2022-04-01 | -5.19 | 1 |
| 2022-03-01 | 2022-03-02 | -3.44 | 1 |
| Metric | 12285321:solusd:triple_med_gx:lsma145_95 | 12285321:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -8.72% | -26.94% |
| Best Week | 36.38% | 43.67% |
| Worst Week | -13.15% | -51.66% |
| Best Month | 21.91% | 140.02% |
| Worst Month | -20.41% | -56.44% |
| Best Year | 42.13% | 921.46% |
| Worst Year | 1.59% | -88.85% |
| Avg. Up Day | 2.13% | 2.14% |
| Avg. Down Day | -1.85% | -1.98% |
| Avg. Up Week | 10.15% | 18.04% |
| Avg. Down Week | -5.3% | -10.42% |
| Avg. Up Month | 9.73% | 29.56% |
| Avg. Down Month | -7.23% | -22.86% |
| Win Days % | 49.29% | 50.15% |
| Win Month % | 60.0% | 52.38% |
| Win Week % | 53.19% | 47.51% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 50.0% |