| Metric | 12259043:solusd:triple_med_gx:lsma80_145 | 12259043:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 164.46% | 75.78% |
| Max Drawdown | -54.17% | -93.44% |
| Sharpe | 0.4 | 0.33 |
| Sortino | 0.61 | 0.49 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.15 | 1.05 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 20.12 | 3.33 |
| Outlier Loss Ratio | 3.39 | 3.05 |
| Volatility (ann.) | 24.68% | 50.12% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.58 | 0.18 |
| Skew | 1.42 | 0.47 |
| Kurtosis | 24.96 | 11.13 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.23% | 1.29% |
| Expected Yearly % | 27.52% | 15.14% |
| Kelly Criterion | 4.18% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.1% | -4.27% |
| Expected Shortfall (cVaR) | -2.1% | -4.27% |
| Year | 12259043:SOLUSD | 12259043:solusd:triple_med_gx:lsma80_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 16.48 | -0.18 | + |
| 2023 | 921.46 | 211.36 | 0.23 | - |
| 2024 | 85.41 | -33.44 | -0.39 | - |
| 2025 | 5.60 | 9.56 | 1.71 | + |
| Metric | 12259043:solusd:triple_med_gx:lsma80_145 | 12259043:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 15.16% | 26.39% |
| 6M | 27.48% | 38.87% |
| YTD | 9.56% | 5.6% |
| 1Y | -4.65% | 47.35% |
| 3Y (ann.) | 27.29% | 84.92% |
| 5Y (ann.) | 31.31% | 17.12% |
| Metric | 12259043:solusd:triple_med_gx:lsma80_145 | 12259043:SOLUSD |
|---|---|---|
| Max Drawdown | -54.17% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -7.8% | -14.32% |
| Avg. Drawdown Days | 30.0 | 56.0 |
| Recovery Factor | 3.04 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -54.17 | 518 |
| 2022-10-25 | 2023-01-04 | -31.92 | 70 |
| 2024-01-11 | 2024-03-01 | -21.96 | 49 |
| 2023-02-02 | 2023-02-20 | -21.51 | 17 |
| 2022-04-20 | 2022-06-15 | -18.63 | 56 |
| 2022-08-25 | 2022-10-25 | -15.72 | 61 |
| 2022-06-16 | 2022-08-08 | -15.70 | 53 |
| 2023-04-12 | 2023-06-21 | -14.65 | 69 |
| 2023-06-22 | 2023-08-29 | -12.58 | 68 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| Metric | 12259043:solusd:triple_med_gx:lsma80_145 | 12259043:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.66% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 34.66% | 140.02% |
| Worst Month | -28.56% | -56.44% |
| Best Year | 211.36% | 921.46% |
| Worst Year | -33.44% | -91.21% |
| Avg. Up Day | 1.78% | 1.78% |
| Avg. Down Day | -1.6% | -1.65% |
| Avg. Up Week | 8.13% | 11.24% |
| Avg. Down Week | -7.22% | -10.38% |
| Avg. Up Month | 11.86% | 37.49% |
| Avg. Down Month | -10.0% | -25.38% |
| Win Days % | 49.57% | 50.14% |
| Win Month % | 57.89% | 50.0% |
| Win Week % | 61.54% | 47.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |