| Metric | 12256194:solusd:triple_med_gx:lsma85_140 | 12256194:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 157.55% | 70.88% |
| Max Drawdown | -60.21% | -93.44% |
| Sharpe | 0.47 | 0.32 |
| Sortino | 0.78 | 0.47 |
| Payoff Ratio | 1.3 | 1.22 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.46 | 1.05 |
| CPC Index | 0.74 | 0.64 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 41.3 | 2.99 |
| Outlier Loss Ratio | 3.5 | 2.7 |
| Volatility (ann.) | 16.62% | 49.73% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.48 | 0.17 |
| Skew | 3.07 | 0.46 |
| Kurtosis | 56.75 | 11.16 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.12% | 1.2% |
| Expected Yearly % | 26.68% | 14.33% |
| Kelly Criterion | 6.4% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -4.24% |
| Expected Shortfall (cVaR) | -1.41% | -4.24% |
| Year | 12256194:SOLUSD | 12256194:solusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 118.82 | -1.30 | + |
| 2023 | 921.46 | 129.55 | 0.14 | - |
| 2024 | 85.41 | -29.89 | -0.35 | - |
| 2025 | 1.99 | -26.87 | -13.53 | - |
| Metric | 12256194:solusd:triple_med_gx:lsma85_140 | 12256194:SOLUSD |
|---|---|---|
| MTD | -0.08% | -7.75% |
| 3M | 13.52% | 17.41% |
| 6M | -6.13% | 52.72% |
| YTD | -26.87% | 1.99% |
| 1Y | -30.08% | 24.46% |
| 3Y (ann.) | 16.44% | 86.57% |
| 5Y (ann.) | 29.17% | 15.6% |
| Metric | 12256194:solusd:triple_med_gx:lsma85_140 | 12256194:SOLUSD |
|---|---|---|
| Max Drawdown | -60.21% | -93.44% |
| Longest DD Days | 637.0 | 703.0 |
| Avg. Drawdown | -6.0% | -14.41% |
| Avg. Drawdown Days | 36.0 | 58.0 |
| Recovery Factor | 2.62 | 0.76 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-17 | 2025-10-16 | -60.21 | 637 |
| 2023-05-06 | 2023-12-08 | -21.55 | 216 |
| 2022-03-02 | 2022-06-20 | -14.52 | 109 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-09-06 | 2022-10-25 | -10.69 | 49 |
| 2022-10-25 | 2022-11-22 | -9.46 | 28 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| 2024-01-14 | 2024-01-17 | -6.85 | 2 |
| 2023-03-13 | 2023-03-13 | -5.41 | 0 |
| Metric | 12256194:solusd:triple_med_gx:lsma85_140 | 12256194:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 36.05% | 43.67% |
| Worst Week | -15.45% | -51.66% |
| Best Month | 36.05% | 140.02% |
| Worst Month | -15.25% | -56.44% |
| Best Year | 129.55% | 921.46% |
| Worst Year | -29.89% | -91.15% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.4% | -1.5% |
| Avg. Up Week | 8.97% | 12.88% |
| Avg. Down Week | -4.84% | -6.14% |
| Avg. Up Month | 10.61% | 36.28% |
| Avg. Down Month | -7.03% | -17.98% |
| Win Days % | 47.15% | 50.1% |
| Win Month % | 53.85% | 51.11% |
| Win Week % | 49.32% | 47.96% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 50.0% | 75.0% |