| Metric | 12259346:solusd:triple_med_gx:lsma65_145 | 12259346:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 258.83% | 92.82% |
| Max Drawdown | -36.02% | -93.44% |
| Sharpe | 0.53 | 0.34 |
| Sortino | 0.86 | 0.51 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 2.3 | 1.06 |
| CPC Index | 0.74 | 0.56 |
| Tail Ratio | 1.82 | 1.0 |
| Outlier Win Ratio | 35.15 | 3.12 |
| Outlier Loss Ratio | 3.06 | 2.79 |
| Volatility (ann.) | 20.89% | 50.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.2 | 0.22 |
| Skew | 2.51 | 0.47 |
| Kurtosis | 83.98 | 11.16 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.95% | 1.5% |
| Expected Yearly % | 37.63% | 17.84% |
| Kelly Criterion | 8.5% | 3.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -4.27% |
| Expected Shortfall (cVaR) | -1.77% | -4.27% |
| Year | 12259346:SOLUSD | 12259346:solusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | 43.65 | -0.48 | + |
| 2023 | 921.46 | 83.12 | 0.09 | - |
| 2024 | 85.41 | 50.00 | 0.59 | - |
| 2025 | 5.60 | -9.06 | -1.62 | - |
| Metric | 12259346:solusd:triple_med_gx:lsma65_145 | 12259346:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -9.91% | 26.39% |
| 6M | 1.84% | 38.87% |
| YTD | -9.06% | 5.6% |
| 1Y | 20.44% | 47.35% |
| 3Y (ann.) | 38.6% | 84.92% |
| 5Y (ann.) | 43.23% | 20.28% |
| Metric | 12259346:solusd:triple_med_gx:lsma65_145 | 12259346:SOLUSD |
|---|---|---|
| Max Drawdown | -36.02% | -93.44% |
| Longest DD Days | 178.0 | 703.0 |
| Avg. Drawdown | -6.74% | -13.63% |
| Avg. Drawdown Days | 29.0 | 53.0 |
| Recovery Factor | 7.19 | 0.99 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-10 | -36.02 | 162 |
| 2022-11-11 | 2023-04-28 | -34.79 | 168 |
| 2024-04-01 | 2024-08-08 | -27.99 | 129 |
| 2022-04-14 | 2022-05-15 | -23.67 | 31 |
| 2023-11-25 | 2024-02-26 | -15.54 | 92 |
| 2025-05-11 | 2025-09-01 | -12.85 | 113 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2022-05-16 | 2022-11-10 | -12.00 | 178 |
| 2023-04-30 | 2023-05-28 | -9.01 | 27 |
| 2024-08-09 | 2024-10-06 | -8.73 | 58 |
| Metric | 12259346:solusd:triple_med_gx:lsma65_145 | 12259346:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -17.86% | -26.94% |
| Best Week | 24.39% | 43.67% |
| Worst Week | -20.81% | -51.66% |
| Best Month | 35.06% | 140.02% |
| Worst Month | -20.81% | -56.44% |
| Best Year | 83.12% | 921.46% |
| Worst Year | -9.06% | -90.36% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.66% | -1.81% |
| Avg. Up Week | 8.42% | 12.49% |
| Avg. Down Week | -4.49% | -9.27% |
| Avg. Up Month | 12.6% | 28.9% |
| Avg. Down Month | -5.87% | -17.86% |
| Win Days % | 51.15% | 50.16% |
| Win Month % | 58.97% | 50.0% |
| Win Week % | 58.82% | 47.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |