| Metric | 12258821:solusd:triple_med_gx:lsma90_145 | 12258821:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 494.04% | 75.78% |
| Max Drawdown | -47.03% | -93.44% |
| Sharpe | 0.62 | 0.33 |
| Sortino | 1.01 | 0.49 |
| Payoff Ratio | 1.18 | 1.12 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.29 | 1.05 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 19.13 | 3.43 |
| Outlier Loss Ratio | 3.45 | 2.96 |
| Volatility (ann.) | 25.29% | 50.12% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.38 | 0.18 |
| Skew | 2.1 | 0.47 |
| Kurtosis | 28.81 | 11.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.13% | 1.29% |
| Expected Yearly % | 56.12% | 15.14% |
| Kelly Criterion | 7.0% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.13% | -4.27% |
| Expected Shortfall (cVaR) | -2.13% | -4.27% |
| Year | 12258821:SOLUSD | 12258821:solusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 20.34 | -0.22 | + |
| 2023 | 921.46 | 125.79 | 0.14 | - |
| 2024 | 85.41 | 29.17 | 0.34 | - |
| 2025 | 5.60 | 69.24 | 12.36 | + |
| Metric | 12258821:solusd:triple_med_gx:lsma90_145 | 12258821:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 26.79% | 26.39% |
| 6M | 69.88% | 38.87% |
| YTD | 69.24% | 5.6% |
| 1Y | 97.81% | 47.35% |
| 3Y (ann.) | 55.62% | 84.92% |
| 5Y (ann.) | 64.73% | 17.12% |
| Metric | 12258821:solusd:triple_med_gx:lsma90_145 | 12258821:SOLUSD |
|---|---|---|
| Max Drawdown | -47.03% | -93.44% |
| Longest DD Days | 402.0 | 703.0 |
| Avg. Drawdown | -6.54% | -14.32% |
| Avg. Drawdown Days | 25.0 | 56.0 |
| Recovery Factor | 10.51 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-05-08 | -47.03 | 402 |
| 2022-08-25 | 2023-03-10 | -39.31 | 197 |
| 2022-05-16 | 2022-07-17 | -16.70 | 62 |
| 2023-06-22 | 2023-12-02 | -15.22 | 163 |
| 2023-04-12 | 2023-06-21 | -15.13 | 70 |
| 2025-05-14 | 2025-08-07 | -14.78 | 85 |
| 2022-04-20 | 2022-05-13 | -12.44 | 22 |
| 2024-01-11 | 2024-02-26 | -11.85 | 46 |
| 2023-03-14 | 2023-04-11 | -11.71 | 27 |
| 2022-05-13 | 2022-05-15 | -9.83 | 1 |
| Metric | 12258821:solusd:triple_med_gx:lsma90_145 | 12258821:SOLUSD |
|---|---|---|
| Best Day | 17.09% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -18.76% | -51.66% |
| Best Month | 32.85% | 140.02% |
| Worst Month | -27.12% | -56.44% |
| Best Year | 125.79% | 921.46% |
| Worst Year | 20.34% | -91.21% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.52% | -1.61% |
| Avg. Up Week | 8.63% | 11.04% |
| Avg. Down Week | -6.06% | -9.23% |
| Avg. Up Month | 12.53% | 37.73% |
| Avg. Down Month | -9.11% | -26.32% |
| Win Days % | 49.62% | 50.14% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 59.38% | 47.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |