| Metric | 12258935:solusd:triple_med_gx:lsma95_145 | 12258935:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 302.25% | 75.78% |
| Max Drawdown | -46.79% | -93.44% |
| Sharpe | 0.51 | 0.33 |
| Sortino | 0.81 | 0.49 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.15 | 1.05 |
| Common Sense Ratio | 1.21 | 1.05 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 18.75 | 3.42 |
| Outlier Loss Ratio | 3.52 | 3.04 |
| Volatility (ann.) | 25.41% | 50.12% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.02 | 0.18 |
| Skew | 1.81 | 0.47 |
| Kurtosis | 26.54 | 11.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.21% | 1.29% |
| Expected Yearly % | 41.62% | 15.14% |
| Kelly Criterion | 5.3% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -4.27% |
| Expected Shortfall (cVaR) | -2.15% | -4.27% |
| Year | 12258935:SOLUSD | 12258935:solusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 44.80 | -0.49 | + |
| 2023 | 921.46 | 148.61 | 0.16 | - |
| 2024 | 85.41 | -8.35 | -0.10 | - |
| 2025 | 5.60 | 21.92 | 3.91 | + |
| Metric | 12258935:solusd:triple_med_gx:lsma95_145 | 12258935:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 5.93% | 26.39% |
| 6M | 25.97% | 38.87% |
| YTD | 21.92% | 5.6% |
| 1Y | 26.91% | 47.35% |
| 3Y (ann.) | 35.46% | 84.92% |
| 5Y (ann.) | 47.68% | 17.12% |
| Metric | 12258935:solusd:triple_med_gx:lsma95_145 | 12258935:SOLUSD |
|---|---|---|
| Max Drawdown | -46.79% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -8.15% | -14.32% |
| Avg. Drawdown Days | 33.0 | 56.0 |
| Recovery Factor | 6.46 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -46.79 | 518 |
| 2022-11-12 | 2023-01-03 | -29.48 | 52 |
| 2023-02-02 | 2023-02-20 | -21.51 | 17 |
| 2022-05-16 | 2022-06-15 | -18.86 | 30 |
| 2023-04-30 | 2023-12-02 | -18.65 | 216 |
| 2022-03-02 | 2022-05-13 | -17.13 | 71 |
| 2022-08-25 | 2022-11-12 | -17.09 | 78 |
| 2024-01-11 | 2024-02-28 | -13.26 | 48 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2023-12-09 | 2024-01-09 | -10.80 | 30 |
| Metric | 12258935:solusd:triple_med_gx:lsma95_145 | 12258935:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 32.52% | 140.02% |
| Worst Month | -28.56% | -56.44% |
| Best Year | 148.61% | 921.46% |
| Worst Year | -8.35% | -91.21% |
| Avg. Up Day | 1.77% | 1.77% |
| Avg. Down Day | -1.53% | -1.57% |
| Avg. Up Week | 8.48% | 9.88% |
| Avg. Down Week | -5.36% | -7.36% |
| Avg. Up Month | 13.83% | 39.23% |
| Avg. Down Month | -9.49% | -22.49% |
| Win Days % | 49.3% | 50.14% |
| Win Month % | 58.97% | 50.0% |
| Win Week % | 56.38% | 47.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |