| Metric | 12259039:solusd:triple_med_gx:lsma55_145 | 12259039:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 206.93% | 75.78% |
| Max Drawdown | -46.06% | -93.44% |
| Sharpe | 0.45 | 0.33 |
| Sortino | 0.69 | 0.49 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.14 | 1.05 |
| Common Sense Ratio | 1.22 | 1.05 |
| CPC Index | 0.63 | 0.56 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 21.87 | 3.32 |
| Outlier Loss Ratio | 3.36 | 3.02 |
| Volatility (ann.) | 23.87% | 50.12% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.8 | 0.18 |
| Skew | 1.5 | 0.47 |
| Kurtosis | 28.09 | 11.13 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.58% | 1.29% |
| Expected Yearly % | 32.36% | 15.14% |
| Kelly Criterion | 4.87% | 3.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.03% | -4.27% |
| Expected Shortfall (cVaR) | -2.03% | -4.27% |
| Year | 12259039:SOLUSD | 12259039:solusd:triple_med_gx:lsma55_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | -7.44 | 0.08 | + |
| 2023 | 921.46 | 185.87 | 0.20 | - |
| 2024 | 85.41 | -11.44 | -0.13 | - |
| 2025 | 5.60 | 30.99 | 5.53 | + |
| Metric | 12259039:solusd:triple_med_gx:lsma55_145 | 12259039:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 26.22% | 26.39% |
| 6M | 44.03% | 38.87% |
| YTD | 30.99% | 5.6% |
| 1Y | 19.01% | 47.35% |
| 3Y (ann.) | 35.08% | 84.92% |
| 5Y (ann.) | 36.91% | 17.12% |
| Metric | 12259039:solusd:triple_med_gx:lsma55_145 | 12259039:SOLUSD |
|---|---|---|
| Max Drawdown | -46.06% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -7.12% | -14.32% |
| Avg. Drawdown Days | 27.0 | 56.0 |
| Recovery Factor | 4.49 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -46.06 | 518 |
| 2022-08-13 | 2023-03-12 | -41.16 | 211 |
| 2024-01-11 | 2024-02-28 | -23.27 | 48 |
| 2022-04-20 | 2022-06-15 | -20.85 | 56 |
| 2022-06-16 | 2022-07-18 | -15.70 | 32 |
| 2023-04-30 | 2023-06-17 | -15.13 | 47 |
| 2023-03-14 | 2023-04-11 | -11.71 | 27 |
| 2023-07-29 | 2023-08-29 | -10.98 | 30 |
| 2023-08-30 | 2023-10-19 | -10.59 | 50 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| Metric | 12259039:solusd:triple_med_gx:lsma55_145 | 12259039:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 37.48% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 37.48% | 140.02% |
| Worst Month | -22.01% | -56.44% |
| Best Year | 185.87% | 921.46% |
| Worst Year | -11.44% | -91.21% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.61% | -1.66% |
| Avg. Up Week | 9.11% | 11.07% |
| Avg. Down Week | -5.81% | -10.27% |
| Avg. Up Month | 12.0% | 37.5% |
| Avg. Down Month | -10.85% | -29.45% |
| Win Days % | 50.32% | 50.14% |
| Win Month % | 64.86% | 50.0% |
| Win Week % | 55.29% | 47.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |