| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 198.32% | 58.65% |
| Max Drawdown | -26.18% | -93.44% |
| Sharpe | 0.63 | 0.33 |
| Sortino | 1.1 | 0.49 |
| Payoff Ratio | 1.31 | 1.24 |
| Profit Factor | 1.37 | 1.05 |
| Common Sense Ratio | 0.45 | 1.08 |
| CPC Index | 0.87 | 0.66 |
| Tail Ratio | 0.33 | 1.03 |
| Outlier Win Ratio | 51.24 | 3.03 |
| Outlier Loss Ratio | 3.44 | 2.63 |
| Volatility (ann.) | 15.96% | 51.57% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.62 | 0.17 |
| Skew | 4.64 | 0.46 |
| Kurtosis | 101.19 | 11.07 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.92% | 1.22% |
| Expected Yearly % | 31.42% | 12.23% |
| Kelly Criterion | 8.84% | 10.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -4.39% |
| Expected Shortfall (cVaR) | -1.35% | -4.39% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 71.68 | -0.81 | + |
| 2023 | 921.46 | 69.64 | 0.08 | - |
| 2024 | 85.41 | -22.14 | -0.26 | - |
| 2025 | -24.04 | 31.55 | -1.31 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 8.12% | -3.15% |
| 3M | 31.55% | -20.48% |
| 6M | 35.66% | -4.03% |
| YTD | 31.55% | -24.04% |
| 1Y | 25.82% | -16.95% |
| 3Y (ann.) | 41.27% | 14.76% |
| 5Y (ann.) | 42.38% | 16.09% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -26.18% | -93.44% |
| Longest DD Days | 444.0 | 703.0 |
| Avg. Drawdown | -5.27% | -12.31% |
| Avg. Drawdown Days | 32.0 | 40.0 |
| Recovery Factor | 7.58 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2025-03-24 | -26.18 | 444 |
| 2022-06-06 | 2022-06-19 | -13.27 | 13 |
| 2022-04-10 | 2022-06-06 | -13.12 | 56 |
| 2022-02-21 | 2022-02-28 | -11.73 | 7 |
| 2022-07-08 | 2022-07-27 | -10.43 | 19 |
| 2023-11-11 | 2023-11-22 | -9.65 | 11 |
| 2022-12-14 | 2023-10-16 | -8.98 | 306 |
| 2022-10-11 | 2022-11-10 | -7.59 | 30 |
| 2023-10-18 | 2023-10-23 | -6.23 | 4 |
| 2022-08-03 | 2022-09-23 | -6.22 | 50 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 24.09% | 43.67% |
| Worst Week | -9.37% | -51.66% |
| Best Month | 25.44% | 140.02% |
| Worst Month | -18.0% | -56.44% |
| Best Year | 71.68% | 921.46% |
| Worst Year | -22.14% | -88.97% |
| Avg. Up Day | 2.03% | 2.12% |
| Avg. Down Day | -1.55% | -1.71% |
| Avg. Up Week | 7.74% | 15.11% |
| Avg. Down Week | -3.73% | -5.94% |
| Avg. Up Month | 10.47% | 39.64% |
| Avg. Down Month | -6.09% | -13.36% |
| Win Days % | 48.33% | 50.28% |
| Win Month % | 59.38% | 50.0% |
| Win Week % | 59.02% | 46.39% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |