| Metric | 12258134:solusd:triple_med_gx:lsma290_145 | 12258134:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 115.12% | 146.51% |
| Max Drawdown | -47.72% | -93.44% |
| Sharpe | 0.38 | 0.38 |
| Sortino | 0.62 | 0.56 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 33.32 | 3.15 |
| Outlier Loss Ratio | 3.44 | 2.81 |
| Volatility (ann.) | 19.61% | 50.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.52 | 0.32 |
| Skew | 2.95 | 0.49 |
| Kurtosis | 55.91 | 11.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.8% | 2.12% |
| Expected Yearly % | 21.11% | 25.3% |
| Kelly Criterion | 5.13% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.26% |
| Expected Shortfall (cVaR) | -1.67% | -4.26% |
| Year | 12258134:SOLUSD | 12258134:solusd:triple_med_gx:lsma290_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 44.93 | -0.51 | + |
| 2023 | 921.46 | 81.52 | 0.09 | - |
| 2024 | 85.41 | -13.74 | -0.16 | - |
| 2025 | 5.60 | -5.20 | -0.93 | - |
| Metric | 12258134:solusd:triple_med_gx:lsma290_145 | 12258134:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -13.83% | 26.39% |
| 6M | 9.57% | 38.87% |
| YTD | -5.2% | 5.6% |
| 1Y | 5.86% | 47.35% |
| 3Y (ann.) | 0.98% | 84.92% |
| 5Y (ann.) | 24.69% | 29.68% |
| Metric | 12258134:solusd:triple_med_gx:lsma290_145 | 12258134:SOLUSD |
|---|---|---|
| Max Drawdown | -47.72% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.31% | -10.15% |
| Avg. Drawdown Days | 31.0 | 39.0 |
| Recovery Factor | 2.41 | 1.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -47.72 | 518 |
| 2022-07-30 | 2023-01-29 | -38.72 | 182 |
| 2024-01-02 | 2024-03-25 | -18.73 | 83 |
| 2022-04-10 | 2022-06-15 | -17.78 | 66 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-12 | -15.60 | 72 |
| 2023-04-23 | 2023-10-17 | -12.00 | 176 |
| 2023-11-20 | 2023-11-22 | -8.91 | 2 |
| 2022-07-05 | 2022-07-06 | -7.55 | 1 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| Metric | 12258134:solusd:triple_med_gx:lsma290_145 | 12258134:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.06% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 72.12% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 81.52% | 921.46% |
| Worst Year | -13.74% | -87.67% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.45% | -1.52% |
| Avg. Up Week | 10.35% | 13.31% |
| Avg. Down Week | -4.92% | -7.72% |
| Avg. Up Month | 17.83% | 43.22% |
| Avg. Down Month | -8.89% | -19.22% |
| Win Days % | 47.76% | 50.24% |
| Win Month % | 46.88% | 51.16% |
| Win Week % | 49.21% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |