| Metric | 12259061:solusd:triple_med_gx:lsma170_145 | 12259061:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 183.7% | 107.41% |
| Max Drawdown | -21.64% | -93.44% |
| Sharpe | 0.62 | 0.35 |
| Sortino | 1.05 | 0.52 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.48 | 1.06 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.97 | 0.6 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 69.4 | 2.75 |
| Outlier Loss Ratio | 2.91 | 2.4 |
| Volatility (ann.) | 13.33% | 50.11% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.58 | 0.24 |
| Skew | 4.64 | 0.48 |
| Kurtosis | 146.79 | 11.18 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.4% | 1.67% |
| Expected Yearly % | 29.78% | 20.01% |
| Kelly Criterion | 13.76% | 6.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -4.27% |
| Expected Shortfall (cVaR) | -1.13% | -4.27% |
| Year | 12259061:SOLUSD | 12259061:solusd:triple_med_gx:lsma170_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.63 | 42.92 | -0.48 | + |
| 2023 | 921.46 | 44.85 | 0.05 | - |
| 2024 | 85.41 | 52.07 | 0.61 | - |
| 2025 | 5.60 | -9.88 | -1.76 | - |
| Metric | 12259061:solusd:triple_med_gx:lsma170_145 | 12259061:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 0.0% | 26.39% |
| 6M | -11.72% | 38.87% |
| YTD | -9.88% | 5.6% |
| 1Y | -2.44% | 47.35% |
| 3Y (ann.) | 22.41% | 84.92% |
| 5Y (ann.) | 34.1% | 22.79% |
| Metric | 12259061:solusd:triple_med_gx:lsma170_145 | 12259061:SOLUSD |
|---|---|---|
| Max Drawdown | -21.64% | -93.44% |
| Longest DD Days | 266.0 | 703.0 |
| Avg. Drawdown | -3.28% | -12.81% |
| Avg. Drawdown Days | 24.0 | 49.0 |
| Recovery Factor | 8.49 | 1.15 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-09 | 2025-09-01 | -21.64 | 176 |
| 2022-07-19 | 2023-04-12 | -16.56 | 266 |
| 2022-06-16 | 2022-07-18 | -15.70 | 32 |
| 2022-04-15 | 2022-05-15 | -10.78 | 29 |
| 2023-04-30 | 2023-05-27 | -9.01 | 27 |
| 2022-02-26 | 2022-02-28 | -5.68 | 2 |
| 2024-09-10 | 2024-12-05 | -5.05 | 85 |
| 2025-01-06 | 2025-02-03 | -3.72 | 27 |
| 2022-03-01 | 2022-03-02 | -3.44 | 1 |
| 2023-10-18 | 2023-10-19 | -3.22 | 1 |
| Metric | 12259061:solusd:triple_med_gx:lsma170_145 | 12259061:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 14.92% | 43.67% |
| Worst Week | -11.22% | -51.66% |
| Best Month | 21.53% | 140.02% |
| Worst Month | -11.22% | -56.44% |
| Best Year | 52.07% | 921.46% |
| Worst Year | -9.88% | -89.63% |
| Avg. Up Day | 1.95% | 1.98% |
| Avg. Down Day | -1.57% | -1.74% |
| Avg. Up Week | 7.05% | 14.03% |
| Avg. Down Week | -4.58% | -9.86% |
| Avg. Up Month | 6.51% | 27.51% |
| Avg. Down Month | -6.31% | -15.9% |
| Win Days % | 52.14% | 50.17% |
| Win Month % | 80.65% | 52.27% |
| Win Week % | 73.81% | 48.15% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 75.0% | 75.0% |