| Metric | 12254780:solusd:triple_med_gx:lsma85_135 | 12254780:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 329.83% | 103.51% |
| Max Drawdown | -43.27% | -93.44% |
| Sharpe | 0.52 | 0.35 |
| Sortino | 0.81 | 0.52 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 18.8 | 3.47 |
| Outlier Loss Ratio | 3.47 | 3.05 |
| Volatility (ann.) | 25.9% | 50.12% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.16 | 0.24 |
| Skew | 1.06 | 0.47 |
| Kurtosis | 26.95 | 11.11 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.37% | 1.63% |
| Expected Yearly % | 43.99% | 19.44% |
| Kelly Criterion | 5.1% | 4.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -4.27% |
| Expected Shortfall (cVaR) | -2.19% | -4.27% |
| Year | 12254780:SOLUSD | 12254780:solusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 3.80 | -0.04 | + |
| 2023 | 921.46 | 237.35 | 0.26 | - |
| 2024 | 85.41 | -8.85 | -0.10 | - |
| 2025 | 5.60 | 34.67 | 6.19 | + |
| Metric | 12254780:solusd:triple_med_gx:lsma85_135 | 12254780:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 10.02% | 26.39% |
| 6M | 30.86% | 38.87% |
| YTD | 34.67% | 5.6% |
| 1Y | 46.23% | 47.35% |
| 3Y (ann.) | 46.8% | 84.92% |
| 5Y (ann.) | 50.36% | 21.99% |
| Metric | 12254780:solusd:triple_med_gx:lsma85_135 | 12254780:SOLUSD |
|---|---|---|
| Max Drawdown | -43.27% | -93.44% |
| Longest DD Days | 498.0 | 703.0 |
| Avg. Drawdown | -7.58% | -13.81% |
| Avg. Drawdown Days | 31.0 | 54.0 |
| Recovery Factor | 7.62 | 1.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-08-12 | -43.27 | 498 |
| 2022-08-13 | 2023-03-12 | -40.32 | 211 |
| 2022-04-20 | 2022-05-15 | -26.72 | 25 |
| 2023-04-30 | 2023-10-16 | -20.99 | 168 |
| 2022-05-16 | 2022-08-02 | -19.85 | 78 |
| 2024-01-09 | 2024-02-29 | -18.28 | 50 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-04-14 | 2022-04-19 | -9.18 | 5 |
| 2023-12-09 | 2024-01-08 | -8.30 | 30 |
| 2022-08-02 | 2022-08-08 | -8.00 | 5 |
| Metric | 12254780:solusd:triple_med_gx:lsma85_135 | 12254780:SOLUSD |
|---|---|---|
| Best Day | 17.09% | 30.09% |
| Worst Day | -17.86% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 34.2% | 140.02% |
| Worst Month | -26.8% | -56.44% |
| Best Year | 237.35% | 921.46% |
| Worst Year | -8.85% | -89.82% |
| Avg. Up Day | 1.78% | 1.78% |
| Avg. Down Day | -1.58% | -1.63% |
| Avg. Up Week | 8.85% | 10.4% |
| Avg. Down Week | -5.59% | -8.78% |
| Avg. Up Month | 15.15% | 36.35% |
| Avg. Down Month | -9.85% | -24.97% |
| Win Days % | 49.67% | 50.14% |
| Win Month % | 60.0% | 52.27% |
| Win Week % | 56.44% | 48.17% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |