| Metric | 12258188:solusd:triple_med_gx:lsma275_145 | 12258188:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 133.52% | 142.43% |
| Max Drawdown | -47.94% | -93.44% |
| Sharpe | 0.41 | 0.38 |
| Sortino | 0.68 | 0.56 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 34.95 | 3.16 |
| Outlier Loss Ratio | 3.39 | 2.8 |
| Volatility (ann.) | 19.24% | 50.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.58 | 0.31 |
| Skew | 3.19 | 0.49 |
| Kurtosis | 58.54 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.99% | 2.08% |
| Expected Yearly % | 23.62% | 24.78% |
| Kelly Criterion | 5.06% | 8.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.26% |
| Expected Shortfall (cVaR) | -1.63% | -4.26% |
| Year | 12258188:SOLUSD | 12258188:solusd:triple_med_gx:lsma275_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 54.19 | -0.62 | + |
| 2023 | 921.46 | 73.45 | 0.08 | - |
| 2024 | 85.41 | -12.98 | -0.15 | - |
| 2025 | 5.60 | 0.34 | 0.06 | - |
| Metric | 12258188:solusd:triple_med_gx:lsma275_145 | 12258188:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.26% | 26.39% |
| 6M | 17.33% | 38.87% |
| YTD | 0.34% | 5.6% |
| 1Y | 10.43% | 47.35% |
| 3Y (ann.) | 5.0% | 84.92% |
| 5Y (ann.) | 27.6% | 28.98% |
| Metric | 12258188:solusd:triple_med_gx:lsma275_145 | 12258188:SOLUSD |
|---|---|---|
| Max Drawdown | -47.94% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.52% | -10.56% |
| Avg. Drawdown Days | 31.0 | 40.0 |
| Recovery Factor | 2.79 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -47.94 | 518 |
| 2022-10-06 | 2023-01-29 | -34.84 | 115 |
| 2022-07-30 | 2022-08-13 | -17.13 | 13 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-04-12 | 2023-10-19 | -14.86 | 189 |
| 2024-01-02 | 2024-03-01 | -14.22 | 58 |
| 2023-01-29 | 2023-04-12 | -13.79 | 72 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2023-10-20 | 2023-11-22 | -8.78 | 33 |
| 2022-06-20 | 2022-07-06 | -8.28 | 16 |
| Metric | 12258188:solusd:triple_med_gx:lsma275_145 | 12258188:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 37.48% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 49.93% | 140.02% |
| Worst Month | -20.72% | -56.44% |
| Best Year | 73.45% | 921.46% |
| Worst Year | -12.98% | -87.88% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.49% | -1.54% |
| Avg. Up Week | 9.84% | 12.65% |
| Avg. Down Week | -4.67% | -7.37% |
| Avg. Up Month | 15.67% | 39.26% |
| Avg. Down Month | -10.07% | -19.08% |
| Win Days % | 47.55% | 50.25% |
| Win Month % | 51.61% | 51.16% |
| Win Week % | 52.38% | 48.39% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |