| Metric | 12254739:solusd:triple_med_gx:lsma180_135 | 12254739:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 308.45% | 106.8% |
| Max Drawdown | -23.95% | -93.44% |
| Sharpe | 0.69 | 0.35 |
| Sortino | 1.18 | 0.52 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 3.06 | 1.07 |
| CPC Index | 0.85 | 0.59 |
| Tail Ratio | 2.22 | 1.01 |
| Outlier Win Ratio | 45.49 | 3.0 |
| Outlier Loss Ratio | 3.4 | 2.66 |
| Volatility (ann.) | 16.19% | 50.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.03 | 0.24 |
| Skew | 4.12 | 0.48 |
| Kurtosis | 92.61 | 11.18 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.25% | 1.67% |
| Expected Yearly % | 42.16% | 19.92% |
| Kelly Criterion | 10.77% | 5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -4.27% |
| Expected Shortfall (cVaR) | -1.36% | -4.27% |
| Year | 12254739:SOLUSD | 12254739:solusd:triple_med_gx:lsma180_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.66 | 69.47 | -0.77 | + |
| 2023 | 921.46 | 21.22 | 0.02 | - |
| 2024 | 85.41 | 83.32 | 0.98 | - |
| 2025 | 5.60 | 8.46 | 1.51 | + |
| Metric | 12254739:solusd:triple_med_gx:lsma180_135 | 12254739:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 2.82% | 26.39% |
| 6M | 10.26% | 38.87% |
| YTD | 8.46% | 5.6% |
| 1Y | 40.59% | 47.35% |
| 3Y (ann.) | 31.56% | 84.92% |
| 5Y (ann.) | 48.73% | 22.75% |
| Metric | 12254739:solusd:triple_med_gx:lsma180_135 | 12254739:SOLUSD |
|---|---|---|
| Max Drawdown | -23.95% | -93.44% |
| Longest DD Days | 267.0 | 703.0 |
| Avg. Drawdown | -5.11% | -13.13% |
| Avg. Drawdown Days | 28.0 | 51.0 |
| Recovery Factor | 12.88 | 1.14 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-09 | -23.95 | 156 |
| 2022-07-19 | 2023-04-13 | -19.57 | 267 |
| 2022-04-14 | 2022-06-15 | -16.61 | 62 |
| 2022-06-16 | 2022-07-15 | -14.27 | 29 |
| 2024-09-05 | 2024-11-06 | -12.40 | 62 |
| 2023-04-14 | 2023-11-26 | -11.63 | 226 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| 2024-01-06 | 2024-01-08 | -7.74 | 2 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| 2024-03-08 | 2024-03-30 | -7.62 | 21 |
| Metric | 12254739:solusd:triple_med_gx:lsma180_135 | 12254739:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 21.87% | 43.67% |
| Worst Week | -10.2% | -51.66% |
| Best Month | 25.14% | 140.02% |
| Worst Month | -16.9% | -56.44% |
| Best Year | 83.32% | 921.46% |
| Worst Year | 8.46% | -89.66% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.48% | -1.62% |
| Avg. Up Week | 6.6% | 13.46% |
| Avg. Down Week | -3.19% | -7.78% |
| Avg. Up Month | 12.4% | 28.4% |
| Avg. Down Month | -5.42% | -18.99% |
| Win Days % | 51.34% | 50.17% |
| Win Month % | 62.86% | 52.27% |
| Win Week % | 63.93% | 48.15% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |