| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 200.12% | 156.38% |
| Max Drawdown | -51.02% | -92.06% |
| Sharpe | 2.81 | 2.54 |
| Sortino | 5.4 | 4.6 |
| Payoff Ratio | 3.62 | 1.41 |
| Profit Factor | 1.76 | 1.49 |
| Common Sense Ratio | 3.53 | 2.8 |
| CPC Index | 1.61 | 1.06 |
| Tail Ratio | 2.0 | 1.88 |
| Outlier Win Ratio | 3.03 | 2.73 |
| Outlier Loss Ratio | 10.39 | 2.66 |
| Volatility (ann.) | 186.75% | 342.81% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.9 | 0.41 |
| Skew | 1.02 | 0.93 |
| Kurtosis | 5.14 | 4.5 |
| Expected Daily % | 0.99% | 0.84% |
| Expected Monthly % | 3.49% | 2.99% |
| Expected Yearly % | 31.62% | 26.54% |
| Kelly Criterion | 4.58% | 15.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -14.64% | -27.13% |
| Expected Shortfall (cVaR) | -14.64% | -27.13% |
| Year | 12226961:SOLUSD | 12226961:solusd:triple_med_gx:lsma245_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.73 | -31.78 | 0.36 | + |
| 2023 | 1021.76 | 375.94 | 0.37 | - |
| 2024 | 129.94 | 13.23 | 0.10 | - |
| 2025 | -11.81 | -18.37 | 1.56 | - |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| MTD | -17.77% | -17.71% |
| 3M | -8.51% | 17.95% |
| 6M | -23.28% | 24.48% |
| YTD | -18.37% | -11.81% |
| 1Y | -3.14% | 115.27% |
| 3Y (ann.) | 45.84% | 38.16% |
| 5Y (ann.) | 45.84% | 38.16% |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Max Drawdown | -51.02% | -92.06% |
| Longest DD Days | 253.0 | 697.0 |
| Avg. Drawdown | -10.89% | -34.32% |
| Avg. Drawdown Days | 70.0 | 191.0 |
| Recovery Factor | 3.92 | 1.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-17 | 2023-04-12 | -51.02 | 237 |
| 2024-05-25 | 2025-02-02 | -27.33 | 253 |
| 2022-04-06 | 2022-07-19 | -23.79 | 103 |
| 2023-11-18 | 2024-03-28 | -15.24 | 130 |
| 2023-04-20 | 2023-07-03 | -9.65 | 73 |
| 2023-07-20 | 2023-10-01 | -9.06 | 72 |
| 2022-03-14 | 2022-03-28 | -4.46 | 13 |
| 2023-07-10 | 2023-07-13 | -0.18 | 3 |
| 2022-07-24 | 2022-07-31 | -0.18 | 6 |
| 2023-10-09 | 2023-10-16 | -0.18 | 7 |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Best Day | 44.11% | 84.49% |
| Worst Day | -35.31% | -58.69% |
| Best Week | 43.85% | 84.49% |
| Worst Week | -35.31% | -63.49% |
| Best Month | 99.86% | 156.81% |
| Worst Month | -35.42% | -55.23% |
| Best Year | 375.94% | 1021.76% |
| Worst Year | -31.78% | -88.73% |
| Avg. Up Day | 13.77% | 14.27% |
| Avg. Down Day | -3.8% | -10.1% |
| Avg. Up Week | 15.27% | 20.46% |
| Avg. Down Week | -5.25% | -12.03% |
| Avg. Up Month | 29.01% | 48.08% |
| Avg. Down Month | -9.4% | -17.87% |
| Win Days % | 25.23% | 50.45% |
| Win Month % | 40.62% | 50.0% |
| Win Week % | 30.86% | 50.62% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 50.0% | 50.0% |