| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 189.35% | 58.65% |
| Max Drawdown | -32.96% | -93.44% |
| Sharpe | 0.58 | 0.33 |
| Sortino | 0.99 | 0.49 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 2.46 | 1.08 |
| CPC Index | 0.81 | 0.67 |
| Tail Ratio | 1.89 | 1.03 |
| Outlier Win Ratio | 44.17 | 3.1 |
| Outlier Loss Ratio | 3.54 | 2.72 |
| Volatility (ann.) | 17.23% | 51.57% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.24 | 0.17 |
| Skew | 4.0 | 0.46 |
| Kurtosis | 80.66 | 11.07 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.84% | 1.22% |
| Expected Yearly % | 30.42% | 12.23% |
| Kelly Criterion | 7.48% | 10.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -4.39% |
| Expected Shortfall (cVaR) | -1.46% | -4.39% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 29.01 | -0.33 | + |
| 2023 | 921.46 | 97.52 | 0.11 | - |
| 2024 | 85.41 | -17.80 | -0.21 | - |
| 2025 | -24.04 | 38.13 | -1.59 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 12.4% | -3.15% |
| 3M | 38.13% | -20.48% |
| 6M | 63.02% | -4.03% |
| YTD | 38.13% | -24.04% |
| 1Y | 40.33% | -16.95% |
| 3Y (ann.) | 42.0% | 14.76% |
| 5Y (ann.) | 40.99% | 16.09% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -32.96% | -93.44% |
| Longest DD Days | 378.0 | 703.0 |
| Avg. Drawdown | -6.28% | -12.31% |
| Avg. Drawdown Days | 34.0 | 40.0 |
| Recovery Factor | 5.75 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2025-01-17 | -32.96 | 378 |
| 2022-12-14 | 2023-10-23 | -24.49 | 312 |
| 2022-02-21 | 2022-06-06 | -15.14 | 105 |
| 2022-06-06 | 2022-06-19 | -13.54 | 13 |
| 2022-07-08 | 2022-07-28 | -13.41 | 19 |
| 2022-09-24 | 2022-11-10 | -10.06 | 47 |
| 2023-11-11 | 2023-11-22 | -9.65 | 11 |
| 2022-07-29 | 2022-09-23 | -8.43 | 56 |
| 2025-01-17 | 2025-02-03 | -7.91 | 17 |
| 2022-02-19 | 2022-02-21 | -6.06 | 1 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 23.78% | 43.67% |
| Worst Week | -9.37% | -51.66% |
| Best Month | 25.05% | 140.02% |
| Worst Month | -19.34% | -56.44% |
| Best Year | 97.52% | 921.46% |
| Worst Year | -17.8% | -88.97% |
| Avg. Up Day | 1.99% | 2.06% |
| Avg. Down Day | -1.52% | -1.64% |
| Avg. Up Week | 7.96% | 14.91% |
| Avg. Down Week | -3.32% | -6.03% |
| Avg. Up Month | 9.29% | 36.72% |
| Avg. Down Month | -7.52% | -15.7% |
| Win Days % | 47.5% | 50.28% |
| Win Month % | 65.62% | 50.0% |
| Win Week % | 54.69% | 46.39% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |