| Metric | 12254776:solusd:triple_med_gx:lsma90_135 | 12254776:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 378.25% | 103.51% |
| Max Drawdown | -44.64% | -93.44% |
| Sharpe | 0.55 | 0.35 |
| Sortino | 0.85 | 0.52 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 18.21 | 3.48 |
| Outlier Loss Ratio | 3.52 | 3.05 |
| Volatility (ann.) | 26.14% | 50.12% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.23 | 0.24 |
| Skew | 1.06 | 0.47 |
| Kurtosis | 26.08 | 11.11 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.62% | 1.63% |
| Expected Yearly % | 47.88% | 19.44% |
| Kelly Criterion | 5.27% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.21% | -4.27% |
| Expected Shortfall (cVaR) | -2.21% | -4.27% |
| Year | 12254776:SOLUSD | 12254776:solusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 11.03 | -0.12 | + |
| 2023 | 921.46 | 249.86 | 0.27 | - |
| 2024 | 85.41 | -10.66 | -0.12 | - |
| 2025 | 5.60 | 37.82 | 6.75 | + |
| Metric | 12254776:solusd:triple_med_gx:lsma90_135 | 12254776:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 12.6% | 26.39% |
| 6M | 37.85% | 38.87% |
| YTD | 37.82% | 5.6% |
| 1Y | 47.14% | 47.35% |
| 3Y (ann.) | 51.34% | 84.92% |
| 5Y (ann.) | 54.92% | 21.99% |
| Metric | 12254776:solusd:triple_med_gx:lsma90_135 | 12254776:SOLUSD |
|---|---|---|
| Max Drawdown | -44.64% | -93.44% |
| Longest DD Days | 499.0 | 703.0 |
| Avg. Drawdown | -7.04% | -13.81% |
| Avg. Drawdown Days | 28.0 | 54.0 |
| Recovery Factor | 8.47 | 1.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-08-13 | -44.64 | 499 |
| 2022-08-13 | 2023-02-20 | -37.10 | 190 |
| 2022-04-20 | 2022-05-15 | -25.88 | 25 |
| 2022-05-16 | 2022-08-05 | -19.85 | 81 |
| 2024-01-09 | 2024-02-29 | -16.77 | 50 |
| 2023-04-30 | 2023-06-22 | -16.26 | 52 |
| 2023-06-22 | 2023-09-05 | -12.17 | 75 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-04-14 | 2022-04-19 | -9.18 | 5 |
| 2022-03-02 | 2022-04-13 | -8.14 | 42 |
| Metric | 12254776:solusd:triple_med_gx:lsma90_135 | 12254776:SOLUSD |
|---|---|---|
| Best Day | 17.09% | 30.09% |
| Worst Day | -17.86% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 32.35% | 140.02% |
| Worst Month | -28.56% | -56.44% |
| Best Year | 249.86% | 921.46% |
| Worst Year | -10.66% | -89.82% |
| Avg. Up Day | 1.77% | 1.77% |
| Avg. Down Day | -1.56% | -1.61% |
| Avg. Up Week | 9.47% | 10.41% |
| Avg. Down Week | -5.72% | -8.92% |
| Avg. Up Month | 16.61% | 38.11% |
| Avg. Down Month | -9.3% | -24.97% |
| Win Days % | 49.62% | 50.14% |
| Win Month % | 57.5% | 52.27% |
| Win Week % | 56.44% | 48.17% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |