| Metric | 12254138:solusd:triple_med_gx:lsma265_135 | 12254138:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 99.16% | 138.66% |
| Max Drawdown | -45.35% | -93.44% |
| Sharpe | 0.35 | 0.37 |
| Sortino | 0.55 | 0.55 |
| Payoff Ratio | 1.21 | 1.09 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 35.77 | 3.13 |
| Outlier Loss Ratio | 3.29 | 2.81 |
| Volatility (ann.) | 19.65% | 50.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.48 | 0.3 |
| Skew | 2.46 | 0.49 |
| Kurtosis | 62.2 | 11.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.62% | 2.04% |
| Expected Yearly % | 18.8% | 24.29% |
| Kelly Criterion | 4.46% | 4.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.26% |
| Expected Shortfall (cVaR) | -1.67% | -4.26% |
| Year | 12254138:SOLUSD | 12254138:solusd:triple_med_gx:lsma265_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 11.07 | -0.13 | + |
| 2023 | 921.46 | 127.93 | 0.14 | - |
| 2024 | 85.41 | -27.46 | -0.32 | - |
| 2025 | 5.60 | 8.46 | 1.51 | + |
| Metric | 12254138:solusd:triple_med_gx:lsma265_135 | 12254138:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.06% | 26.39% |
| 6M | 3.99% | 38.87% |
| YTD | 8.46% | 5.6% |
| 1Y | 8.63% | 47.35% |
| 3Y (ann.) | 11.69% | 84.92% |
| 5Y (ann.) | 21.84% | 28.33% |
| Metric | 12254138:solusd:triple_med_gx:lsma265_135 | 12254138:SOLUSD |
|---|---|---|
| Max Drawdown | -45.35% | -93.44% |
| Longest DD Days | 452.0 | 703.0 |
| Avg. Drawdown | -6.53% | -11.46% |
| Avg. Drawdown Days | 35.0 | 43.0 |
| Recovery Factor | 2.19 | 1.48 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -45.35 | 452 |
| 2022-07-30 | 2023-01-29 | -36.00 | 182 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2023-01-29 | 2023-04-12 | -15.14 | 72 |
| 2024-01-05 | 2024-03-25 | -14.74 | 80 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-04-26 | 2023-10-14 | -8.76 | 170 |
| 2022-06-20 | 2022-07-07 | -6.48 | 17 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| Metric | 12254138:solusd:triple_med_gx:lsma265_135 | 12254138:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 38.14% | 140.02% |
| Worst Month | -29.34% | -56.44% |
| Best Year | 127.93% | 921.46% |
| Worst Year | -27.46% | -88.07% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.54% | -1.71% |
| Avg. Up Week | 10.33% | 14.82% |
| Avg. Down Week | -4.28% | -9.3% |
| Avg. Up Month | 12.91% | 40.33% |
| Avg. Down Month | -8.65% | -22.52% |
| Win Days % | 47.75% | 50.25% |
| Win Month % | 51.61% | 51.16% |
| Win Week % | 46.38% | 48.39% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |