| Metric | 12158884:solusd:triple_med_gx:lsma245_125 | 12158884:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 464.9% | 73.73% |
| Max Drawdown | -30.15% | -93.44% |
| Sharpe | 0.75 | 0.33 |
| Sortino | 1.38 | 0.49 |
| Payoff Ratio | 1.38 | 1.24 |
| Profit Factor | 1.39 | 1.05 |
| Common Sense Ratio | 3.12 | 1.07 |
| CPC Index | 0.91 | 0.65 |
| Tail Ratio | 2.24 | 1.01 |
| Outlier Win Ratio | 37.95 | 3.25 |
| Outlier Loss Ratio | 3.5 | 2.81 |
| Volatility (ann.) | 19.69% | 50.42% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.22 | 0.19 |
| Skew | 7.02 | 0.49 |
| Kurtosis | 175.48 | 11.45 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.31% | 1.36% |
| Expected Yearly % | 54.17% | 14.81% |
| Kelly Criterion | 9.14% | 9.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -4.3% |
| Expected Shortfall (cVaR) | -1.66% | -4.3% |
| Year | 12158884:SOLUSD | 12158884:solusd:triple_med_gx:lsma245_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | 14.50 | -0.16 | + |
| 2023 | 921.46 | 175.00 | 0.19 | - |
| 2024 | 85.41 | 87.20 | 1.02 | + |
| 2025 | -8.87 | -4.17 | 0.47 | + |
| Metric | 12158884:solusd:triple_med_gx:lsma245_125 | 12158884:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -2.03% | 36.47% |
| 6M | -4.17% | -8.22% |
| YTD | -4.17% | -8.87% |
| 1Y | 19.03% | 7.09% |
| 3Y (ann.) | 71.0% | 63.14% |
| 5Y (ann.) | 67.03% | 17.78% |
| Metric | 12158884:solusd:triple_med_gx:lsma245_125 | 12158884:SOLUSD |
|---|---|---|
| Max Drawdown | -30.15% | -93.44% |
| Longest DD Days | 256.0 | 703.0 |
| Avg. Drawdown | -5.45% | -13.15% |
| Avg. Drawdown Days | 24.0 | 48.0 |
| Recovery Factor | 15.42 | 0.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-26 | 2024-03-16 | -30.15 | 80 |
| 2023-02-27 | 2023-11-10 | -23.56 | 256 |
| 2023-01-15 | 2023-01-20 | -15.93 | 5 |
| 2022-04-10 | 2022-06-24 | -13.12 | 74 |
| 2022-07-31 | 2022-08-11 | -12.95 | 10 |
| 2022-09-27 | 2023-01-09 | -12.47 | 103 |
| 2024-03-18 | 2024-04-24 | -10.00 | 36 |
| 2025-04-17 | 2025-07-17 | -9.59 | 90 |
| 2025-01-28 | 2025-04-17 | -9.58 | 78 |
| 2024-04-24 | 2024-06-27 | -9.39 | 64 |
| Metric | 12158884:solusd:triple_med_gx:lsma245_125 | 12158884:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 37.06% | 43.67% |
| Worst Week | -8.7% | -51.66% |
| Best Month | 67.37% | 140.02% |
| Worst Month | -14.72% | -56.44% |
| Best Year | 175.0% | 921.46% |
| Worst Year | -4.17% | -89.93% |
| Avg. Up Day | 2.16% | 2.18% |
| Avg. Down Day | -1.57% | -1.76% |
| Avg. Up Week | 8.35% | 13.6% |
| Avg. Down Week | -3.37% | -7.68% |
| Avg. Up Month | 18.12% | 43.05% |
| Avg. Down Month | -4.81% | -22.4% |
| Win Days % | 47.38% | 50.16% |
| Win Month % | 58.33% | 51.22% |
| Win Week % | 57.35% | 47.22% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 75.0% | 50.0% |