| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 218.23% | 56.69% |
| Max Drawdown | -28.57% | -93.26% |
| Sharpe | 1.12 | 0.66 |
| Sortino | 1.99 | 1.02 |
| Payoff Ratio | 1.53 | 1.42 |
| Profit Factor | 1.48 | 1.11 |
| Common Sense Ratio | 1.77 | 1.37 |
| CPC Index | 1.1 | 0.77 |
| Tail Ratio | 1.19 | 1.24 |
| Outlier Win Ratio | 29.52 | 3.12 |
| Outlier Loss Ratio | 3.48 | 2.52 |
| Volatility (ann.) | 41.23% | 105.69% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.61 | 0.17 |
| Skew | 2.38 | 0.49 |
| Kurtosis | 31.43 | 7.33 |
| Expected Daily % | 0.1% | 0.04% |
| Expected Monthly % | 3.18% | 1.22% |
| Expected Yearly % | 33.56% | 11.88% |
| Kelly Criterion | 14.75% | 12.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.42% | -8.91% |
| Expected Shortfall (cVaR) | -3.42% | -8.91% |
| Year | 12246562:SOLUSD | 12246562:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | -7.36 | 0.08 | + |
| 2023 | 940.49 | 76.37 | 0.08 | - |
| 2024 | 85.92 | 87.41 | 1.02 | + |
| 2025 | -26.58 | 3.93 | -0.15 | + |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| MTD | 0.0% | 8.0% |
| 3M | 3.93% | -30.61% |
| 6M | 30.08% | -5.31% |
| YTD | 3.93% | -26.58% |
| 1Y | 55.97% | -19.94% |
| 3Y (ann.) | 46.74% | 14.99% |
| 5Y (ann.) | 46.12% | 15.85% |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Max Drawdown | -28.57% | -93.26% |
| Longest DD Days | 447.0 | 704.0 |
| Avg. Drawdown | -8.77% | -15.34% |
| Avg. Drawdown Days | 49.0 | 64.0 |
| Recovery Factor | 7.64 | 0.61 |
| Ulcer Index | 1.02 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-10-20 | -28.57 | 447 |
| 2022-04-11 | 2022-07-29 | -27.35 | 109 |
| 2024-06-06 | 2024-09-19 | -26.17 | 105 |
| 2025-01-20 | 2025-03-24 | -15.68 | 63 |
| 2024-03-27 | 2024-05-17 | -14.71 | 51 |
| 2024-01-10 | 2024-02-29 | -11.37 | 50 |
| 2023-11-26 | 2023-11-30 | -8.31 | 4 |
| 2024-10-08 | 2024-11-06 | -6.99 | 29 |
| 2024-12-01 | 2025-01-18 | -6.41 | 48 |
| 2024-03-02 | 2024-03-06 | -4.11 | 4 |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 41.46% |
| Worst Day | -17.39% | -36.82% |
| Best Week | 24.31% | 42.44% |
| Worst Week | -18.14% | -46.51% |
| Best Month | 31.78% | 147.89% |
| Worst Month | -21.72% | -59.31% |
| Best Year | 87.41% | 940.49% |
| Worst Year | -7.36% | -88.97% |
| Avg. Up Day | 4.32% | 4.71% |
| Avg. Down Day | -2.82% | -3.31% |
| Avg. Up Week | 8.64% | 10.59% |
| Avg. Down Week | -5.92% | -9.98% |
| Avg. Up Month | 12.21% | 46.26% |
| Avg. Down Month | -6.91% | -23.78% |
| Win Days % | 48.42% | 48.74% |
| Win Month % | 63.64% | 48.65% |
| Win Week % | 58.33% | 54.32% |
| Win Quarter % | 84.62% | 61.54% |
| Win Year % | 75.0% | 50.0% |