| Metric | 12258144:solusd:triple_med_gx:lsma80_145 | 12258144:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 85.48% | 75.78% |
| Max Drawdown | -45.99% | -93.44% |
| Sharpe | 0.35 | 0.33 |
| Sortino | 0.55 | 0.49 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.15 | 1.05 |
| Common Sense Ratio | 1.36 | 1.05 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 41.86 | 3.03 |
| Outlier Loss Ratio | 3.5 | 2.73 |
| Volatility (ann.) | 15.89% | 50.12% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.41 | 0.18 |
| Skew | 1.75 | 0.47 |
| Kurtosis | 44.84 | 11.13 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.41% | 1.29% |
| Expected Yearly % | 16.7% | 15.14% |
| Kelly Criterion | 3.46% | 6.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -4.27% |
| Expected Shortfall (cVaR) | -1.35% | -4.27% |
| Year | 12258144:SOLUSD | 12258144:solusd:triple_med_gx:lsma80_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 61.22 | -0.67 | + |
| 2023 | 921.46 | 90.25 | 0.10 | - |
| 2024 | 85.41 | -15.08 | -0.18 | - |
| 2025 | 5.60 | -28.79 | -5.14 | - |
| Metric | 12258144:solusd:triple_med_gx:lsma80_145 | 12258144:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 2.88% | 26.39% |
| 6M | -15.58% | 38.87% |
| YTD | -28.79% | 5.6% |
| 1Y | -31.85% | 47.35% |
| 3Y (ann.) | 19.22% | 84.92% |
| 5Y (ann.) | 18.89% | 17.12% |
| Metric | 12258144:solusd:triple_med_gx:lsma80_145 | 12258144:SOLUSD |
|---|---|---|
| Max Drawdown | -45.99% | -93.44% |
| Longest DD Days | 592.0 | 703.0 |
| Avg. Drawdown | -6.13% | -14.32% |
| Avg. Drawdown Days | 37.0 | 56.0 |
| Recovery Factor | 1.86 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-09-01 | -45.99 | 592 |
| 2022-04-20 | 2022-09-27 | -17.22 | 159 |
| 2023-04-12 | 2023-12-01 | -17.20 | 232 |
| 2022-11-20 | 2022-11-23 | -15.92 | 3 |
| 2022-02-23 | 2022-02-25 | -12.36 | 2 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| 2024-01-12 | 2024-01-14 | -7.65 | 2 |
| 2023-12-04 | 2023-12-07 | -7.19 | 3 |
| 2024-01-14 | 2024-01-17 | -6.85 | 2 |
| Metric | 12258144:solusd:triple_med_gx:lsma80_145 | 12258144:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.18% | -26.94% |
| Best Week | 24.15% | 43.67% |
| Worst Week | -13.72% | -51.66% |
| Best Month | 24.15% | 140.02% |
| Worst Month | -15.65% | -56.44% |
| Best Year | 90.25% | 921.46% |
| Worst Year | -28.79% | -91.21% |
| Avg. Up Day | 1.71% | 1.73% |
| Avg. Down Day | -1.44% | -1.51% |
| Avg. Up Week | 7.55% | 12.74% |
| Avg. Down Week | -5.81% | -7.41% |
| Avg. Up Month | 9.52% | 40.81% |
| Avg. Down Month | -6.78% | -21.27% |
| Win Days % | 47.53% | 50.14% |
| Win Month % | 52.78% | 50.0% |
| Win Week % | 53.73% | 47.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |