| Metric | 12220490:solusd:triple_med_gx:lsma45_35 | 12220490:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 125.69% | 92.82% |
| Max Drawdown | -17.59% | -93.44% |
| Sharpe | 0.67 | 0.34 |
| Sortino | 1.32 | 0.51 |
| Payoff Ratio | 1.84 | 1.36 |
| Profit Factor | 1.81 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.51 | 0.72 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 115.44 | 2.46 |
| Outlier Loss Ratio | 3.09 | 1.96 |
| Volatility (ann.) | 9.09% | 50.14% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.46 | 0.22 |
| Skew | 7.84 | 0.47 |
| Kurtosis | 207.61 | 11.16 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.87% | 1.5% |
| Expected Yearly % | 22.57% | 17.84% |
| Kelly Criterion | 15.53% | 13.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -4.27% |
| Expected Shortfall (cVaR) | -0.77% | -4.27% |
| Year | 12220490:SOLUSD | 12220490:solusd:triple_med_gx:lsma45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | 49.36 | -0.55 | + |
| 2023 | 921.46 | 35.44 | 0.04 | - |
| 2024 | 85.41 | 18.75 | 0.22 | - |
| 2025 | 5.60 | -6.05 | -1.08 | - |
| Metric | 12220490:solusd:triple_med_gx:lsma45_35 | 12220490:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 2.85% | 26.39% |
| 6M | -9.34% | 38.87% |
| YTD | -6.05% | 5.6% |
| 1Y | -11.15% | 47.35% |
| 3Y (ann.) | 15.61% | 84.92% |
| 5Y (ann.) | 25.72% | 20.28% |
| Metric | 12220490:solusd:triple_med_gx:lsma45_35 | 12220490:SOLUSD |
|---|---|---|
| Max Drawdown | -17.59% | -93.44% |
| Longest DD Days | 353.0 | 703.0 |
| Avg. Drawdown | -2.97% | -13.63% |
| Avg. Drawdown Days | 29.0 | 53.0 |
| Recovery Factor | 7.15 | 0.99 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-13 | 2025-09-01 | -17.59 | 353 |
| 2023-04-30 | 2023-10-20 | -10.93 | 172 |
| 2022-03-01 | 2022-06-19 | -8.10 | 110 |
| 2022-06-20 | 2022-07-06 | -5.69 | 16 |
| 2022-02-27 | 2022-02-28 | -5.68 | 1 |
| 2022-06-20 | 2022-06-20 | -5.36 | 0 |
| 2023-12-19 | 2023-12-20 | -5.31 | 1 |
| 2024-04-23 | 2024-05-03 | -3.30 | 9 |
| 2022-02-26 | 2022-02-27 | -3.22 | 0 |
| 2022-10-27 | 2023-01-04 | -2.62 | 68 |
| Metric | 12220490:solusd:triple_med_gx:lsma45_35 | 12220490:SOLUSD |
|---|---|---|
| Best Day | 12.22% | 30.09% |
| Worst Day | -7.79% | -26.94% |
| Best Week | 16.87% | 43.67% |
| Worst Week | -8.37% | -51.66% |
| Best Month | 16.87% | 140.02% |
| Worst Month | -8.37% | -56.44% |
| Best Year | 49.36% | 921.46% |
| Worst Year | -6.05% | -90.36% |
| Avg. Up Day | 2.4% | 2.45% |
| Avg. Down Day | -1.31% | -1.8% |
| Avg. Up Week | 4.63% | 15.44% |
| Avg. Down Week | -2.82% | -4.78% |
| Avg. Up Month | 4.95% | 46.66% |
| Avg. Down Month | -2.66% | -17.51% |
| Win Days % | 45.25% | 50.16% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 62.22% | 47.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |