| Metric | 12259372:solusd:triple_med_gx:lsma60_145 | 12259372:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 216.12% | 107.41% |
| Max Drawdown | -38.59% | -93.44% |
| Sharpe | 0.49 | 0.35 |
| Sortino | 0.82 | 0.52 |
| Payoff Ratio | 1.18 | 1.09 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.82 | 1.07 |
| CPC Index | 0.72 | 0.58 |
| Tail Ratio | 1.48 | 1.01 |
| Outlier Win Ratio | 34.98 | 3.16 |
| Outlier Loss Ratio | 3.03 | 2.82 |
| Volatility (ann.) | 20.82% | 50.11% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.99 | 0.24 |
| Skew | 3.59 | 0.48 |
| Kurtosis | 72.36 | 11.18 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.65% | 1.67% |
| Expected Yearly % | 33.34% | 20.01% |
| Kelly Criterion | 7.35% | 4.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.27% |
| Expected Shortfall (cVaR) | -1.76% | -4.27% |
| Year | 12259372:SOLUSD | 12259372:solusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.63 | 53.77 | -0.60 | + |
| 2023 | 921.46 | 64.70 | 0.07 | - |
| 2024 | 85.41 | 39.51 | 0.46 | - |
| 2025 | 5.60 | -10.53 | -1.88 | - |
| Metric | 12259372:solusd:triple_med_gx:lsma60_145 | 12259372:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.63% | 26.39% |
| 6M | 3.18% | 38.87% |
| YTD | -10.53% | 5.6% |
| 1Y | 11.94% | 47.35% |
| 3Y (ann.) | 25.78% | 84.92% |
| 5Y (ann.) | 38.25% | 22.79% |
| Metric | 12259372:solusd:triple_med_gx:lsma60_145 | 12259372:SOLUSD |
|---|---|---|
| Max Drawdown | -38.59% | -93.44% |
| Longest DD Days | 275.0 | 703.0 |
| Avg. Drawdown | -7.42% | -12.81% |
| Avg. Drawdown Days | 34.0 | 49.0 |
| Recovery Factor | 5.6 | 1.15 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-09-01 | -38.59 | 275 |
| 2022-11-11 | 2023-06-10 | -38.09 | 211 |
| 2024-04-01 | 2024-11-06 | -35.56 | 219 |
| 2022-06-20 | 2022-11-10 | -19.02 | 143 |
| 2024-01-05 | 2024-02-27 | -14.92 | 53 |
| 2023-07-27 | 2023-10-17 | -14.49 | 81 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2022-04-11 | 2022-05-13 | -10.12 | 32 |
| 2022-05-13 | 2022-05-15 | -9.83 | 1 |
| 2022-05-16 | 2022-06-20 | -8.69 | 35 |
| Metric | 12259372:solusd:triple_med_gx:lsma60_145 | 12259372:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.05% | 43.67% |
| Worst Week | -20.29% | -51.66% |
| Best Month | 34.76% | 140.02% |
| Worst Month | -12.97% | -56.44% |
| Best Year | 64.7% | 921.46% |
| Worst Year | -10.53% | -89.63% |
| Avg. Up Day | 1.99% | 2.0% |
| Avg. Down Day | -1.69% | -1.83% |
| Avg. Up Week | 9.1% | 12.62% |
| Avg. Down Week | -5.94% | -8.16% |
| Avg. Up Month | 15.09% | 30.08% |
| Avg. Down Month | -6.0% | -19.37% |
| Win Days % | 49.87% | 50.17% |
| Win Month % | 50.0% | 52.27% |
| Win Week % | 61.9% | 48.15% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |