| Metric | 12254858:solusd:triple_med_gx:lsma180_135 | 12254858:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 202.55% | 78.47% |
| Max Drawdown | -23.27% | -93.44% |
| Sharpe | 0.59 | 0.34 |
| Sortino | 0.98 | 0.5 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | 2.66 | 1.07 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 2.04 | 1.02 |
| Outlier Win Ratio | 46.38 | 2.99 |
| Outlier Loss Ratio | 3.6 | 2.67 |
| Volatility (ann.) | 15.66% | 50.5% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.64 | 0.2 |
| Skew | 3.24 | 0.48 |
| Kurtosis | 79.93 | 11.22 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.67% | 1.39% |
| Expected Yearly % | 31.89% | 15.58% |
| Kelly Criterion | 8.26% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -4.3% |
| Expected Shortfall (cVaR) | -1.32% | -4.3% |
| Year | 12254858:SOLUSD | 12254858:solusd:triple_med_gx:lsma180_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.66 | 47.71 | -0.53 | + |
| 2023 | 921.46 | 34.52 | 0.04 | - |
| 2024 | 85.41 | 60.86 | 0.71 | - |
| 2025 | -8.87 | -5.34 | 0.60 | + |
| Metric | 12254858:solusd:triple_med_gx:lsma180_135 | 12254858:SOLUSD |
|---|---|---|
| MTD | 3.44% | 11.11% |
| 3M | 9.66% | 36.47% |
| 6M | -5.2% | -8.22% |
| YTD | -5.34% | -8.87% |
| 1Y | 13.88% | 7.09% |
| 3Y (ann.) | 24.72% | 63.14% |
| 5Y (ann.) | 38.23% | 18.46% |
| Metric | 12254858:solusd:triple_med_gx:lsma180_135 | 12254858:SOLUSD |
|---|---|---|
| Max Drawdown | -23.27% | -93.44% |
| Longest DD Days | 268.0 | 703.0 |
| Avg. Drawdown | -5.54% | -13.13% |
| Avg. Drawdown Days | 33.0 | 49.0 |
| Recovery Factor | 8.71 | 0.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-14 | -23.27 | 268 |
| 2025-03-07 | 2025-07-17 | -19.54 | 131 |
| 2022-06-16 | 2022-07-18 | -14.02 | 32 |
| 2023-04-14 | 2023-10-16 | -12.86 | 185 |
| 2022-03-02 | 2022-03-27 | -11.74 | 25 |
| 2023-10-21 | 2024-01-09 | -10.10 | 80 |
| 2024-06-05 | 2024-09-13 | -8.45 | 100 |
| 2024-12-05 | 2025-02-03 | -8.32 | 60 |
| 2024-11-06 | 2024-12-03 | -8.24 | 27 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12254858:solusd:triple_med_gx:lsma180_135 | 12254858:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 21.99% | 43.67% |
| Worst Week | -11.33% | -51.66% |
| Best Month | 18.19% | 140.02% |
| Worst Month | -14.65% | -56.44% |
| Best Year | 60.86% | 921.46% |
| Worst Year | -5.34% | -89.66% |
| Avg. Up Day | 1.7% | 1.71% |
| Avg. Down Day | -1.41% | -1.48% |
| Avg. Up Week | 5.33% | 13.53% |
| Avg. Down Week | -2.86% | -8.28% |
| Avg. Up Month | 7.99% | 33.38% |
| Avg. Down Month | -4.27% | -20.51% |
| Win Days % | 49.84% | 50.11% |
| Win Month % | 67.57% | 52.38% |
| Win Week % | 64.18% | 47.25% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 75.0% | 50.0% |