| Metric | 12258930:solusd:triple_med_gx:lsma85_145 | 12258930:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 301.89% | 75.78% |
| Max Drawdown | -47.89% | -93.44% |
| Sharpe | 0.51 | 0.33 |
| Sortino | 0.81 | 0.49 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.15 | 1.05 |
| Common Sense Ratio | 1.22 | 1.05 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 19.55 | 3.38 |
| Outlier Loss Ratio | 3.47 | 3.02 |
| Volatility (ann.) | 24.97% | 50.12% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.99 | 0.18 |
| Skew | 1.66 | 0.47 |
| Kurtosis | 25.42 | 11.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.21% | 1.29% |
| Expected Yearly % | 41.59% | 15.14% |
| Kelly Criterion | 5.71% | 5.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.11% | -4.27% |
| Expected Shortfall (cVaR) | -2.11% | -4.27% |
| Year | 12258930:SOLUSD | 12258930:solusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 32.22 | -0.35 | + |
| 2023 | 921.46 | 146.95 | 0.16 | - |
| 2024 | 85.41 | -24.34 | -0.28 | - |
| 2025 | 5.60 | 62.69 | 11.19 | + |
| Metric | 12258930:solusd:triple_med_gx:lsma85_145 | 12258930:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 21.64% | 26.39% |
| 6M | 51.64% | 38.87% |
| YTD | 62.69% | 5.6% |
| 1Y | 38.46% | 47.35% |
| 3Y (ann.) | 39.19% | 84.92% |
| 5Y (ann.) | 47.65% | 17.12% |
| Metric | 12258930:solusd:triple_med_gx:lsma85_145 | 12258930:SOLUSD |
|---|---|---|
| Max Drawdown | -47.89% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -7.8% | -14.32% |
| Avg. Drawdown Days | 30.0 | 56.0 |
| Recovery Factor | 6.3 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -47.89 | 518 |
| 2022-10-25 | 2023-01-03 | -30.03 | 70 |
| 2023-02-02 | 2023-02-20 | -21.51 | 17 |
| 2023-04-30 | 2023-11-29 | -19.69 | 212 |
| 2022-08-25 | 2022-10-25 | -16.93 | 61 |
| 2022-05-16 | 2022-06-20 | -16.86 | 35 |
| 2022-04-20 | 2022-05-13 | -13.34 | 22 |
| 2024-01-11 | 2024-02-28 | -12.59 | 48 |
| 2023-03-14 | 2023-04-11 | -11.71 | 27 |
| 2022-03-02 | 2022-04-19 | -10.56 | 48 |
| Metric | 12258930:solusd:triple_med_gx:lsma85_145 | 12258930:SOLUSD |
|---|---|---|
| Best Day | 17.09% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 34.37% | 140.02% |
| Worst Month | -28.54% | -56.44% |
| Best Year | 146.95% | 921.46% |
| Worst Year | -24.34% | -91.21% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.55% | -1.59% |
| Avg. Up Week | 8.7% | 10.82% |
| Avg. Down Week | -5.99% | -8.18% |
| Avg. Up Month | 13.46% | 38.16% |
| Avg. Down Month | -9.94% | -23.08% |
| Win Days % | 49.62% | 50.14% |
| Win Month % | 63.16% | 50.0% |
| Win Week % | 57.14% | 47.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |