| Metric | 12259038:solusd:triple_med_gx:lsma75_145 | 12259038:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 208.55% | 75.78% |
| Max Drawdown | -50.53% | -93.44% |
| Sharpe | 0.44 | 0.33 |
| Sortino | 0.69 | 0.49 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.14 | 1.05 |
| Common Sense Ratio | 1.21 | 1.05 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 20.58 | 3.33 |
| Outlier Loss Ratio | 3.39 | 3.04 |
| Volatility (ann.) | 24.45% | 50.12% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.73 | 0.18 |
| Skew | 1.46 | 0.47 |
| Kurtosis | 25.95 | 11.13 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.59% | 1.29% |
| Expected Yearly % | 32.54% | 15.14% |
| Kelly Criterion | 4.77% | 4.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.08% | -4.27% |
| Expected Shortfall (cVaR) | -2.08% | -4.27% |
| Year | 12259038:SOLUSD | 12259038:solusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 15.61 | -0.17 | + |
| 2023 | 921.46 | 191.83 | 0.21 | - |
| 2024 | 85.41 | -23.27 | -0.27 | - |
| 2025 | 5.60 | 19.19 | 3.43 | + |
| Metric | 12259038:solusd:triple_med_gx:lsma75_145 | 12259038:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 18.03% | 26.39% |
| 6M | 34.26% | 38.87% |
| YTD | 19.19% | 5.6% |
| 1Y | 6.16% | 47.35% |
| 3Y (ann.) | 31.82% | 84.92% |
| 5Y (ann.) | 37.11% | 17.12% |
| Metric | 12259038:solusd:triple_med_gx:lsma75_145 | 12259038:SOLUSD |
|---|---|---|
| Max Drawdown | -50.53% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -7.6% | -14.32% |
| Avg. Drawdown Days | 31.0 | 56.0 |
| Recovery Factor | 4.13 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -50.53 | 518 |
| 2022-10-25 | 2023-01-04 | -32.36 | 70 |
| 2023-02-02 | 2023-02-20 | -21.51 | 17 |
| 2023-04-30 | 2023-11-28 | -20.84 | 211 |
| 2022-04-20 | 2022-06-15 | -19.56 | 56 |
| 2024-01-11 | 2024-02-28 | -15.77 | 48 |
| 2022-08-21 | 2022-10-25 | -15.77 | 65 |
| 2022-06-16 | 2022-08-05 | -15.70 | 50 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12259038:solusd:triple_med_gx:lsma75_145 | 12259038:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 36.56% | 140.02% |
| Worst Month | -28.56% | -56.44% |
| Best Year | 191.83% | 921.46% |
| Worst Year | -23.27% | -91.21% |
| Avg. Up Day | 1.79% | 1.79% |
| Avg. Down Day | -1.6% | -1.64% |
| Avg. Up Week | 8.52% | 11.53% |
| Avg. Down Week | -7.22% | -9.76% |
| Avg. Up Month | 11.53% | 36.58% |
| Avg. Down Month | -11.45% | -25.37% |
| Win Days % | 49.69% | 50.14% |
| Win Month % | 65.79% | 50.0% |
| Win Week % | 60.92% | 47.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |