| Metric | 12258249:solusd:triple_med_gx:lsma295_145 | 12258249:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 91.42% | 140.78% |
| Max Drawdown | -50.0% | -93.44% |
| Sharpe | 0.34 | 0.38 |
| Sortino | 0.53 | 0.56 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 34.32 | 3.16 |
| Outlier Loss Ratio | 3.36 | 2.8 |
| Volatility (ann.) | 19.63% | 50.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.41 | 0.31 |
| Skew | 2.39 | 0.49 |
| Kurtosis | 60.79 | 11.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.52% | 2.06% |
| Expected Yearly % | 17.62% | 24.57% |
| Kelly Criterion | 4.47% | 6.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.26% |
| Expected Shortfall (cVaR) | -1.67% | -4.26% |
| Year | 12258249:SOLUSD | 12258249:solusd:triple_med_gx:lsma295_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.96 | 45.69 | -0.52 | + |
| 2023 | 921.46 | 82.03 | 0.09 | - |
| 2024 | 85.41 | -28.57 | -0.33 | - |
| 2025 | 5.60 | 1.05 | 0.19 | - |
| Metric | 12258249:solusd:triple_med_gx:lsma295_145 | 12258249:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.99% | 26.39% |
| 6M | 17.69% | 38.87% |
| YTD | 1.05% | 5.6% |
| 1Y | 10.12% | 47.35% |
| 3Y (ann.) | 1.13% | 84.92% |
| 5Y (ann.) | 20.6% | 28.86% |
| Metric | 12258249:solusd:triple_med_gx:lsma295_145 | 12258249:SOLUSD |
|---|---|---|
| Max Drawdown | -50.0% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -7.16% | -10.7% |
| Avg. Drawdown Days | 38.0 | 41.0 |
| Recovery Factor | 1.83 | 1.51 |
| Ulcer Index | 1.06 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -50.00 | 518 |
| 2022-10-06 | 2023-01-29 | -34.24 | 115 |
| 2022-07-30 | 2022-08-13 | -17.13 | 13 |
| 2023-04-24 | 2023-10-20 | -15.84 | 178 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-11-25 | 2024-03-30 | -15.04 | 125 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2022-09-27 | 2022-10-04 | -6.78 | 7 |
| 2022-08-13 | 2022-09-27 | -5.92 | 44 |
| Metric | 12258249:solusd:triple_med_gx:lsma295_145 | 12258249:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 37.81% | 140.02% |
| Worst Month | -27.11% | -56.44% |
| Best Year | 82.03% | 921.46% |
| Worst Year | -28.57% | -87.96% |
| Avg. Up Day | 1.76% | 1.76% |
| Avg. Down Day | -1.49% | -1.54% |
| Avg. Up Week | 10.58% | 14.05% |
| Avg. Down Week | -5.2% | -8.08% |
| Avg. Up Month | 15.97% | 41.51% |
| Avg. Down Month | -8.25% | -19.02% |
| Win Days % | 48.27% | 50.23% |
| Win Month % | 45.45% | 51.16% |
| Win Week % | 52.38% | 48.65% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |