| Metric | 12259099:solusd:triple_med_gx:lsma65_145 | 12259099:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 109.19% | 75.78% |
| Max Drawdown | -60.0% | -93.44% |
| Sharpe | 0.33 | 0.33 |
| Sortino | 0.51 | 0.49 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.1 | 1.05 |
| Common Sense Ratio | 1.12 | 1.05 |
| CPC Index | 0.6 | 0.56 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 21.62 | 3.33 |
| Outlier Loss Ratio | 3.39 | 3.07 |
| Volatility (ann.) | 24.19% | 50.12% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.38 | 0.18 |
| Skew | 1.48 | 0.47 |
| Kurtosis | 27.53 | 11.13 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.69% | 1.29% |
| Expected Yearly % | 20.26% | 15.14% |
| Kelly Criterion | 3.39% | 3.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.06% | -4.27% |
| Expected Shortfall (cVaR) | -2.06% | -4.27% |
| Year | 12259099:SOLUSD | 12259099:solusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | 18.01 | -0.20 | + |
| 2023 | 921.46 | 150.53 | 0.16 | - |
| 2024 | 85.41 | -25.01 | -0.29 | - |
| 2025 | 5.60 | -5.64 | -1.01 | - |
| Metric | 12259099:solusd:triple_med_gx:lsma65_145 | 12259099:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 19.65% | 26.39% |
| 6M | 16.73% | 38.87% |
| YTD | -5.64% | 5.6% |
| 1Y | -13.01% | 47.35% |
| 3Y (ann.) | 16.54% | 84.92% |
| 5Y (ann.) | 22.97% | 17.12% |
| Metric | 12259099:solusd:triple_med_gx:lsma65_145 | 12259099:SOLUSD |
|---|---|---|
| Max Drawdown | -60.0% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -8.44% | -14.32% |
| Avg. Drawdown Days | 32.0 | 56.0 |
| Recovery Factor | 1.82 | 0.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-09-01 | -60.00 | 518 |
| 2022-08-11 | 2023-01-03 | -30.35 | 145 |
| 2024-01-11 | 2024-02-28 | -23.27 | 48 |
| 2023-02-02 | 2023-02-20 | -21.51 | 17 |
| 2022-05-16 | 2022-06-15 | -16.70 | 30 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-06-22 | 2023-10-19 | -14.89 | 119 |
| 2022-04-20 | 2022-05-15 | -13.73 | 25 |
| 2023-04-12 | 2023-06-20 | -13.73 | 68 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| Metric | 12259099:solusd:triple_med_gx:lsma65_145 | 12259099: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 | -28.54% | -56.44% |
| Best Year | 150.53% | 921.46% |
| Worst Year | -25.01% | -91.21% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.61% | -1.66% |
| Avg. Up Week | 8.24% | 11.34% |
| Avg. Down Week | -5.46% | -9.33% |
| Avg. Up Month | 11.41% | 38.81% |
| Avg. Down Month | -10.73% | -25.71% |
| Win Days % | 49.58% | 50.14% |
| Win Month % | 63.16% | 50.0% |
| Win Week % | 51.11% | 47.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |