| Metric | 12254160:solusd:triple_med_gx:lsma85_135 | 12254160:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 286.23% | 40.04% |
| Max Drawdown | -45.76% | -93.44% |
| Sharpe | 0.63 | 0.29 |
| Sortino | 1.04 | 0.43 |
| Payoff Ratio | 1.26 | 1.19 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 2.16 | 1.04 |
| CPC Index | 0.8 | 0.62 |
| Tail Ratio | 1.67 | 1.0 |
| Outlier Win Ratio | 41.16 | 3.01 |
| Outlier Loss Ratio | 3.56 | 2.67 |
| Volatility (ann.) | 15.98% | 49.47% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.92 | 0.1 |
| Skew | 2.69 | 0.45 |
| Kurtosis | 51.7 | 10.99 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.92% | 0.72% |
| Expected Yearly % | 40.19% | 8.78% |
| Kelly Criterion | 8.54% | 8.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -4.22% |
| Expected Shortfall (cVaR) | -1.35% | -4.22% |
| Year | 12254160:SOLUSD | 12254160:solusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 161.48 | -1.80 | + |
| 2023 | 921.46 | 132.11 | 0.14 | - |
| 2024 | 85.41 | -17.69 | -0.21 | - |
| 2025 | -27.33 | -22.69 | 0.83 | + |
| Metric | 12254160:solusd:triple_med_gx:lsma85_135 | 12254160:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.76% |
| 3M | -7.81% | -36.8% |
| 6M | -9.09% | -14.9% |
| YTD | -22.69% | -27.33% |
| 1Y | -35.2% | -36.69% |
| 3Y (ann.) | 13.61% | 116.03% |
| 5Y (ann.) | 42.05% | 9.14% |
| Metric | 12254160:solusd:triple_med_gx:lsma85_135 | 12254160:SOLUSD |
|---|---|---|
| Max Drawdown | -45.76% | -93.44% |
| Longest DD Days | 690.0 | 703.0 |
| Avg. Drawdown | -4.6% | -13.81% |
| Avg. Drawdown Days | 28.0 | 58.0 |
| Recovery Factor | 6.25 | 0.43 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-19 | 2025-12-10 | -45.76 | 690 |
| 2023-05-06 | 2023-10-21 | -16.72 | 168 |
| 2022-03-02 | 2022-06-13 | -14.53 | 103 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2022-06-19 | 2022-06-19 | -8.56 | 0 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| 2023-12-04 | 2023-12-07 | -7.19 | 3 |
| 2024-01-14 | 2024-01-17 | -6.85 | 2 |
| 2022-09-30 | 2022-10-25 | -5.96 | 24 |
| Metric | 12254160:solusd:triple_med_gx:lsma85_135 | 12254160:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 23.33% | 43.67% |
| Worst Week | -15.59% | -51.66% |
| Best Month | 23.63% | 140.02% |
| Worst Month | -16.18% | -56.44% |
| Best Year | 161.48% | 921.46% |
| Worst Year | -22.69% | -89.82% |
| Avg. Up Day | 1.74% | 1.75% |
| Avg. Down Day | -1.38% | -1.48% |
| Avg. Up Week | 7.57% | 11.9% |
| Avg. Down Week | -3.97% | -7.04% |
| Avg. Up Month | 9.14% | 34.12% |
| Avg. Down Month | -8.65% | -22.59% |
| Win Days % | 48.99% | 50.11% |
| Win Month % | 65.0% | 53.19% |
| Win Week % | 52.5% | 47.32% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 50.0% | 50.0% |