| Metric | 12254162:solusd:triple_med_gx:lsma95_135 | 12254162:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 164.27% | 96.54% |
| Max Drawdown | -43.62% | -93.44% |
| Sharpe | 0.56 | 0.34 |
| Sortino | 0.93 | 0.5 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.58 | 1.06 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 52.33 | 2.9 |
| Outlier Loss Ratio | 3.58 | 2.58 |
| Volatility (ann.) | 13.23% | 49.74% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.69 | 0.21 |
| Skew | 2.58 | 0.46 |
| Kurtosis | 45.46 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.18% | 1.51% |
| Expected Yearly % | 27.5% | 18.4% |
| Kelly Criterion | 7.28% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -4.24% |
| Expected Shortfall (cVaR) | -1.12% | -4.24% |
| Year | 12254162:SOLUSD | 12254162:solusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 102.83 | -1.14 | + |
| 2023 | 921.46 | 96.90 | 0.11 | - |
| 2024 | 85.41 | -24.60 | -0.29 | - |
| 2025 | 1.99 | -12.24 | -6.16 | - |
| Metric | 12254162:solusd:triple_med_gx:lsma95_135 | 12254162:SOLUSD |
|---|---|---|
| MTD | -3.8% | -7.75% |
| 3M | 6.88% | 17.41% |
| 6M | -4.17% | 52.72% |
| YTD | -12.24% | 1.99% |
| 1Y | -22.67% | 24.46% |
| 3Y (ann.) | 12.69% | 86.57% |
| 5Y (ann.) | 30.05% | 20.04% |
| Metric | 12254162:solusd:triple_med_gx:lsma95_135 | 12254162:SOLUSD |
|---|---|---|
| Max Drawdown | -43.62% | -93.44% |
| Longest DD Days | 637.0 | 703.0 |
| Avg. Drawdown | -5.42% | -13.81% |
| Avg. Drawdown Days | 44.0 | 55.0 |
| Recovery Factor | 3.77 | 1.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-10-16 | -43.62 | 637 |
| 2023-05-06 | 2023-12-07 | -18.05 | 215 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-03-02 | 2022-05-23 | -10.10 | 81 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2022-09-30 | 2022-10-27 | -6.13 | 26 |
| 2022-02-27 | 2022-02-28 | -5.68 | 1 |
| 2022-11-25 | 2023-01-03 | -4.84 | 39 |
| 2022-08-11 | 2022-08-12 | -4.74 | 1 |
| 2022-06-14 | 2022-07-14 | -4.51 | 30 |
| Metric | 12254162:solusd:triple_med_gx:lsma95_135 | 12254162:SOLUSD |
|---|---|---|
| Best Day | 8.9% | 30.09% |
| Worst Day | -7.69% | -26.94% |
| Best Week | 20.38% | 43.67% |
| Worst Week | -15.59% | -51.66% |
| Best Month | 20.38% | 140.02% |
| Worst Month | -14.61% | -56.44% |
| Best Year | 102.83% | 921.46% |
| Worst Year | -24.6% | -89.82% |
| Avg. Up Day | 1.68% | 1.69% |
| Avg. Down Day | -1.35% | -1.43% |
| Avg. Up Week | 7.43% | 12.29% |
| Avg. Down Week | -3.88% | -7.14% |
| Avg. Up Month | 9.36% | 33.03% |
| Avg. Down Month | -6.06% | -16.81% |
| Win Days % | 48.54% | 50.13% |
| Win Month % | 58.97% | 53.33% |
| Win Week % | 52.38% | 48.22% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 50.0% | 75.0% |