| Metric | 12287168:solusd:triple_med_gx:lsma145_100 | 12287168:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 100.02% | 92.46% |
| Max Drawdown | -34.39% | -93.44% |
| Sharpe | 0.38 | 0.35 |
| Sortino | 0.65 | 0.51 |
| Payoff Ratio | 1.22 | 1.09 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 0.76 | 1.08 |
| CPC Index | 0.71 | 0.58 |
| Tail Ratio | 0.63 | 1.02 |
| Outlier Win Ratio | 46.62 | 2.97 |
| Outlier Loss Ratio | 2.94 | 2.77 |
| Volatility (ann.) | 17.48% | 50.42% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.66 | 0.23 |
| Skew | 4.9 | 0.49 |
| Kurtosis | 92.11 | 11.39 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.66% | 1.57% |
| Expected Yearly % | 18.92% | 17.78% |
| Kelly Criterion | 6.31% | 4.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -4.29% |
| Expected Shortfall (cVaR) | -1.49% | -4.29% |
| Year | 12287168:SOLUSD | 12287168:solusd:triple_med_gx:lsma145_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | -2.89 | 0.03 | + |
| 2023 | 921.46 | 38.98 | 0.04 | - |
| 2024 | 85.41 | 18.69 | 0.22 | - |
| 2025 | -8.87 | 24.87 | -2.81 | + |
| Metric | 12287168:solusd:triple_med_gx:lsma145_100 | 12287168:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -3.98% | 36.47% |
| 6M | 24.87% | -8.22% |
| YTD | 24.87% | -8.87% |
| 1Y | 28.8% | 7.09% |
| 3Y (ann.) | 17.08% | 63.14% |
| 5Y (ann.) | 22.68% | 21.29% |
| Metric | 12287168:solusd:triple_med_gx:lsma145_100 | 12287168:SOLUSD |
|---|---|---|
| Max Drawdown | -34.39% | -93.44% |
| Longest DD Days | 552.0 | 703.0 |
| Avg. Drawdown | -9.73% | -12.56% |
| Avg. Drawdown Days | 62.0 | 45.0 |
| Recovery Factor | 2.91 | 0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-12-20 | -34.39 | 552 |
| 2022-03-02 | 2022-03-30 | -21.89 | 28 |
| 2022-04-01 | 2022-06-15 | -21.67 | 75 |
| 2025-05-14 | 2025-07-17 | -17.61 | 64 |
| 2024-08-02 | 2024-12-20 | -15.92 | 140 |
| 2024-04-15 | 2024-08-02 | -13.11 | 109 |
| 2024-12-21 | 2025-01-18 | -10.69 | 28 |
| 2025-03-01 | 2025-04-08 | -8.57 | 38 |
| 2025-04-08 | 2025-04-09 | -7.33 | 1 |
| 2022-03-31 | 2022-04-01 | -5.19 | 1 |
| Metric | 12287168:solusd:triple_med_gx:lsma145_100 | 12287168:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -7.61% | -26.94% |
| Best Week | 30.52% | 43.67% |
| Worst Week | -13.15% | -51.66% |
| Best Month | 24.4% | 140.02% |
| Worst Month | -14.88% | -56.44% |
| Best Year | 38.98% | 921.46% |
| Worst Year | -2.89% | -88.85% |
| Avg. Up Day | 2.08% | 2.09% |
| Avg. Down Day | -1.71% | -1.92% |
| Avg. Up Week | 9.95% | 18.02% |
| Avg. Down Week | -4.72% | -10.36% |
| Avg. Up Month | 11.6% | 31.95% |
| Avg. Down Month | -6.71% | -27.68% |
| Win Days % | 48.59% | 50.15% |
| Win Month % | 63.33% | 52.38% |
| Win Week % | 51.06% | 47.51% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 75.0% | 50.0% |