| Metric | 12256195:solusd:triple_med_gx:lsma90_140 | 12256195:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 146.41% | 70.88% |
| Max Drawdown | -55.4% | -93.44% |
| Sharpe | 0.48 | 0.32 |
| Sortino | 0.8 | 0.47 |
| Payoff Ratio | 1.28 | 1.19 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.68 | 1.05 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 46.43 | 2.92 |
| Outlier Loss Ratio | 3.56 | 2.64 |
| Volatility (ann.) | 15.08% | 49.73% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.5 | 0.17 |
| Skew | 3.29 | 0.46 |
| Kurtosis | 65.53 | 11.16 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.02% | 1.2% |
| Expected Yearly % | 25.29% | 14.33% |
| Kelly Criterion | 7.39% | 8.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -4.24% |
| Expected Shortfall (cVaR) | -1.28% | -4.24% |
| Year | 12256195:SOLUSD | 12256195:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 113.07 | -1.24 | + |
| 2023 | 921.46 | 111.07 | 0.12 | - |
| 2024 | 85.41 | -26.48 | -0.31 | - |
| 2025 | 1.99 | -25.47 | -12.82 | - |
| Metric | 12256195:solusd:triple_med_gx:lsma90_140 | 12256195:SOLUSD |
|---|---|---|
| MTD | 1.15% | -7.75% |
| 3M | 12.02% | 17.41% |
| 6M | -1.88% | 52.72% |
| YTD | -25.47% | 1.99% |
| 1Y | -29.85% | 24.46% |
| 3Y (ann.) | 17.2% | 86.57% |
| 5Y (ann.) | 27.64% | 15.6% |
| Metric | 12256195:solusd:triple_med_gx:lsma90_140 | 12256195:SOLUSD |
|---|---|---|
| Max Drawdown | -55.4% | -93.44% |
| Longest DD Days | 637.0 | 703.0 |
| Avg. Drawdown | -5.8% | -14.41% |
| Avg. Drawdown Days | 38.0 | 58.0 |
| Recovery Factor | 2.64 | 0.76 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-10-16 | -55.40 | 637 |
| 2023-05-06 | 2023-12-04 | -14.07 | 212 |
| 2022-03-02 | 2022-06-20 | -13.77 | 109 |
| 2022-09-06 | 2022-10-25 | -12.09 | 49 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2022-10-25 | 2022-11-22 | -8.14 | 28 |
| 2023-12-04 | 2023-12-07 | -7.19 | 3 |
| 2024-01-14 | 2024-01-17 | -6.85 | 2 |
| 2022-02-26 | 2022-02-28 | -6.50 | 2 |
| Metric | 12256195:solusd:triple_med_gx:lsma90_140 | 12256195:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 24.09% | 43.67% |
| Worst Week | -15.45% | -51.66% |
| Best Month | 24.09% | 140.02% |
| Worst Month | -14.96% | -56.44% |
| Best Year | 113.07% | 921.46% |
| Worst Year | -26.48% | -91.15% |
| Avg. Up Day | 1.7% | 1.72% |
| Avg. Down Day | -1.33% | -1.45% |
| Avg. Up Week | 8.39% | 12.92% |
| Avg. Down Week | -4.09% | -6.38% |
| Avg. Up Month | 9.09% | 37.76% |
| Avg. Down Month | -6.78% | -17.86% |
| Win Days % | 48.05% | 50.1% |
| Win Month % | 56.41% | 51.11% |
| Win Week % | 50.0% | 47.96% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 50.0% | 75.0% |