| Metric | 12256082:solusd:triple_med_gx:lsma85_140 | 12256082:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 110.24% | 76.94% |
| Max Drawdown | -46.54% | -93.44% |
| Sharpe | 0.42 | 0.33 |
| Sortino | 0.68 | 0.49 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.51 | 1.05 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 45.42 | 2.98 |
| Outlier Loss Ratio | 3.52 | 2.67 |
| Volatility (ann.) | 15.26% | 50.1% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.5 | 0.19 |
| Skew | 2.76 | 0.47 |
| Kurtosis | 53.28 | 11.14 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.7% | 1.31% |
| Expected Yearly % | 20.41% | 15.33% |
| Kelly Criterion | 5.14% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -4.27% |
| Expected Shortfall (cVaR) | -1.3% | -4.27% |
| Year | 12256082:SOLUSD | 12256082:solusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 55.78 | -0.61 | + |
| 2023 | 921.46 | 103.75 | 0.11 | - |
| 2024 | 85.41 | -16.80 | -0.20 | - |
| 2025 | 5.60 | -20.39 | -3.64 | - |
| Metric | 12256082:solusd:triple_med_gx:lsma85_140 | 12256082:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 8.01% | 26.39% |
| 6M | -5.71% | 38.87% |
| YTD | -20.39% | 5.6% |
| 1Y | -25.49% | 47.35% |
| 3Y (ann.) | 19.19% | 84.92% |
| 5Y (ann.) | 23.12% | 17.32% |
| Metric | 12256082:solusd:triple_med_gx:lsma85_140 | 12256082:SOLUSD |
|---|---|---|
| Max Drawdown | -46.54% | -93.44% |
| Longest DD Days | 592.0 | 703.0 |
| Avg. Drawdown | -6.27% | -14.41% |
| Avg. Drawdown Days | 39.0 | 56.0 |
| Recovery Factor | 2.37 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-09-01 | -46.54 | 592 |
| 2022-03-02 | 2022-07-18 | -22.19 | 138 |
| 2022-10-25 | 2022-11-23 | -14.87 | 28 |
| 2022-08-08 | 2022-10-25 | -14.28 | 78 |
| 2023-05-06 | 2023-08-29 | -12.45 | 115 |
| 2023-08-30 | 2023-12-07 | -12.30 | 99 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| 2024-01-14 | 2024-01-17 | -6.85 | 2 |
| 2023-05-03 | 2023-05-03 | -3.82 | 0 |
| Metric | 12256082:solusd:triple_med_gx:lsma85_140 | 12256082:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -7.79% | -26.94% |
| Best Week | 25.17% | 43.67% |
| Worst Week | -13.72% | -51.66% |
| Best Month | 28.43% | 140.02% |
| Worst Month | -15.57% | -56.44% |
| Best Year | 103.75% | 921.46% |
| Worst Year | -20.39% | -91.15% |
| Avg. Up Day | 1.7% | 1.72% |
| Avg. Down Day | -1.4% | -1.46% |
| Avg. Up Week | 8.88% | 12.92% |
| Avg. Down Week | -5.81% | -6.27% |
| Avg. Up Month | 12.02% | 43.64% |
| Avg. Down Month | -6.61% | -19.92% |
| Win Days % | 47.86% | 50.12% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 52.31% | 47.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |