| Metric | 12258296:solusd:triple_med_gx:lsma275_145 | 12258296:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 149.83% | 142.43% |
| Max Drawdown | -45.37% | -93.44% |
| Sharpe | 0.44 | 0.38 |
| Sortino | 0.74 | 0.56 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 36.59 | 3.1 |
| Outlier Loss Ratio | 3.38 | 2.78 |
| Volatility (ann.) | 18.84% | 50.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.66 | 0.31 |
| Skew | 3.49 | 0.49 |
| Kurtosis | 63.66 | 11.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.15% | 2.08% |
| Expected Yearly % | 25.72% | 24.78% |
| Kelly Criterion | 6.53% | 9.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -4.26% |
| Expected Shortfall (cVaR) | -1.6% | -4.26% |
| Year | 12258296:SOLUSD | 12258296:solusd:triple_med_gx:lsma275_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.88 | 28.15 | -0.32 | + |
| 2023 | 921.46 | 127.62 | 0.14 | - |
| 2024 | 85.41 | -20.25 | -0.24 | - |
| 2025 | 5.60 | 7.39 | 1.32 | + |
| Metric | 12258296:solusd:triple_med_gx:lsma275_145 | 12258296:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.06% | 26.39% |
| 6M | 17.76% | 38.87% |
| YTD | 7.39% | 5.6% |
| 1Y | 7.59% | 47.35% |
| 3Y (ann.) | 17.9% | 84.92% |
| 5Y (ann.) | 30.1% | 28.98% |
| Metric | 12258296:solusd:triple_med_gx:lsma275_145 | 12258296:SOLUSD |
|---|---|---|
| Max Drawdown | -45.37% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -5.22% | -10.56% |
| Avg. Drawdown Days | 31.0 | 40.0 |
| Recovery Factor | 3.3 | 1.52 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -45.37 | 518 |
| 2022-07-30 | 2023-01-27 | -33.63 | 180 |
| 2023-01-29 | 2023-07-26 | -18.61 | 178 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2024-01-05 | 2024-03-01 | -8.58 | 56 |
| 2024-03-01 | 2024-03-30 | -6.21 | 28 |
| 2022-06-20 | 2022-07-06 | -5.35 | 16 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| 2022-07-08 | 2022-07-16 | -5.02 | 7 |
| Metric | 12258296:solusd:triple_med_gx:lsma275_145 | 12258296:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.76% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 127.62% | 921.46% |
| Worst Year | -20.25% | -87.88% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.47% | -1.51% |
| Avg. Up Week | 9.9% | 14.21% |
| Avg. Down Week | -5.07% | -8.27% |
| Avg. Up Month | 12.83% | 38.49% |
| Avg. Down Month | -8.29% | -22.38% |
| Win Days % | 47.94% | 50.25% |
| Win Month % | 56.67% | 51.16% |
| Win Week % | 54.1% | 48.39% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |