| Metric | 12258305:solusd:triple_med_gx:lsma290_145 | 12258305:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 93.3% | 146.51% |
| Max Drawdown | -55.31% | -93.44% |
| Sharpe | 0.34 | 0.38 |
| Sortino | 0.54 | 0.56 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 34.98 | 3.15 |
| Outlier Loss Ratio | 3.35 | 2.8 |
| Volatility (ann.) | 19.58% | 50.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.38 | 0.32 |
| Skew | 2.58 | 0.49 |
| Kurtosis | 62.27 | 11.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.54% | 2.12% |
| Expected Yearly % | 17.91% | 25.3% |
| Kelly Criterion | 4.63% | 8.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.26% |
| Expected Shortfall (cVaR) | -1.67% | -4.26% |
| Year | 12258305:SOLUSD | 12258305:solusd:triple_med_gx:lsma290_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.67 | 30.90 | -0.35 | + |
| 2023 | 921.46 | 127.68 | 0.14 | - |
| 2024 | 85.41 | -37.40 | -0.44 | - |
| 2025 | 5.60 | 3.60 | 0.64 | - |
| Metric | 12258305:solusd:triple_med_gx:lsma290_145 | 12258305:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -9.35% | 26.39% |
| 6M | 15.8% | 38.87% |
| YTD | 3.6% | 5.6% |
| 1Y | 3.42% | 47.35% |
| 3Y (ann.) | 5.22% | 84.92% |
| 5Y (ann.) | 20.91% | 29.68% |
| Metric | 12258305:solusd:triple_med_gx:lsma290_145 | 12258305:SOLUSD |
|---|---|---|
| Max Drawdown | -55.31% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -5.77% | -10.15% |
| Avg. Drawdown Days | 28.0 | 39.0 |
| Recovery Factor | 1.69 | 1.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -55.31 | 518 |
| 2022-08-13 | 2023-01-04 | -32.85 | 143 |
| 2022-07-30 | 2022-08-13 | -17.13 | 13 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-12 | -14.78 | 72 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2024-01-05 | 2024-03-31 | -9.88 | 86 |
| 2023-05-06 | 2023-07-27 | -8.55 | 82 |
| 2022-06-20 | 2022-07-06 | -5.35 | 16 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| Metric | 12258305:solusd:triple_med_gx:lsma290_145 | 12258305: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 | 38.76% | 140.02% |
| Worst Month | -27.19% | -56.44% |
| Best Year | 127.68% | 921.46% |
| Worst Year | -37.4% | -87.67% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.48% | -1.52% |
| Avg. Up Week | 10.21% | 14.17% |
| Avg. Down Week | -4.34% | -8.35% |
| Avg. Up Month | 17.94% | 48.56% |
| Avg. Down Month | -8.63% | -20.66% |
| Win Days % | 47.63% | 50.24% |
| Win Month % | 41.94% | 51.16% |
| Win Week % | 50.0% | 48.65% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |