| Metric | 12259350:solusd:triple_med_gx:lsma75_145 | 12259350:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 365.78% | 92.82% |
| Max Drawdown | -33.94% | -93.44% |
| Sharpe | 0.63 | 0.34 |
| Sortino | 1.04 | 0.51 |
| Payoff Ratio | 1.21 | 1.11 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 2.49 | 1.06 |
| CPC Index | 0.81 | 0.59 |
| Tail Ratio | 1.88 | 1.0 |
| Outlier Win Ratio | 36.14 | 3.11 |
| Outlier Loss Ratio | 3.07 | 2.77 |
| Volatility (ann.) | 20.56% | 50.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.59 | 0.22 |
| Skew | 2.8 | 0.47 |
| Kurtosis | 89.05 | 11.16 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.56% | 1.5% |
| Expected Yearly % | 46.91% | 17.84% |
| Kelly Criterion | 10.29% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -4.27% |
| Expected Shortfall (cVaR) | -1.73% | -4.27% |
| Year | 12259350:SOLUSD | 12259350:solusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | 53.29 | -0.59 | + |
| 2023 | 921.46 | 57.10 | 0.06 | - |
| 2024 | 85.41 | 69.31 | 0.81 | - |
| 2025 | 5.60 | 14.24 | 2.54 | + |
| Metric | 12259350:solusd:triple_med_gx:lsma75_145 | 12259350:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.15% | 26.39% |
| 6M | 9.1% | 38.87% |
| YTD | 14.24% | 5.6% |
| 1Y | 44.1% | 47.35% |
| 3Y (ann.) | 46.07% | 84.92% |
| 5Y (ann.) | 54.13% | 20.28% |
| Metric | 12259350:solusd:triple_med_gx:lsma75_145 | 12259350:SOLUSD |
|---|---|---|
| Max Drawdown | -33.94% | -93.44% |
| Longest DD Days | 339.0 | 703.0 |
| Avg. Drawdown | -6.05% | -13.63% |
| Avg. Drawdown Days | 27.0 | 53.0 |
| Recovery Factor | 10.78 | 0.99 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-10-16 | -33.94 | 339 |
| 2025-02-04 | 2025-05-08 | -29.52 | 93 |
| 2024-04-01 | 2024-08-08 | -26.16 | 129 |
| 2022-03-02 | 2022-05-15 | -24.01 | 74 |
| 2022-08-15 | 2022-11-10 | -14.52 | 87 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2024-11-29 | 2025-01-01 | -10.11 | 33 |
| 2025-05-14 | 2025-09-01 | -9.89 | 110 |
| 2024-09-10 | 2024-11-06 | -8.74 | 56 |
| 2022-05-16 | 2022-06-18 | -8.69 | 33 |
| Metric | 12259350:solusd:triple_med_gx:lsma75_145 | 12259350:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -17.86% | -26.94% |
| Best Week | 23.11% | 43.67% |
| Worst Week | -20.49% | -51.66% |
| Best Month | 33.88% | 140.02% |
| Worst Month | -20.49% | -56.44% |
| Best Year | 69.31% | 921.46% |
| Worst Year | 14.24% | -90.36% |
| Avg. Up Day | 2.0% | 2.01% |
| Avg. Down Day | -1.66% | -1.81% |
| Avg. Up Week | 8.64% | 13.25% |
| Avg. Down Week | -4.48% | -10.16% |
| Avg. Up Month | 12.07% | 29.54% |
| Avg. Down Month | -5.07% | -17.44% |
| Win Days % | 50.96% | 50.16% |
| Win Month % | 64.1% | 50.0% |
| Win Week % | 62.9% | 47.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |