| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 289.9% | 49.76% |
| Max Drawdown | -28.21% | -93.26% |
| Sharpe | 1.34 | 0.65 |
| Sortino | 2.52 | 1.0 |
| Payoff Ratio | 1.81 | 1.3 |
| Profit Factor | 1.63 | 1.1 |
| Common Sense Ratio | 2.94 | 1.37 |
| CPC Index | 1.33 | 0.7 |
| Tail Ratio | 1.81 | 1.24 |
| Outlier Win Ratio | 31.89 | 3.11 |
| Outlier Loss Ratio | 4.24 | 2.56 |
| Volatility (ann.) | 38.04% | 106.22% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.96 | 0.15 |
| Skew | 2.73 | 0.48 |
| Kurtosis | 26.93 | 7.06 |
| Expected Daily % | 0.12% | 0.04% |
| Expected Monthly % | 3.65% | 1.07% |
| Expected Yearly % | 40.52% | 10.62% |
| Kelly Criterion | 14.69% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.14% | -8.96% |
| Expected Shortfall (cVaR) | -3.14% | -8.96% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.46 | 23.59 | -0.26 | + |
| 2023 | 940.49 | 99.81 | 0.11 | - |
| 2024 | 85.92 | -10.12 | -0.12 | - |
| 2025 | -26.58 | 75.65 | -2.85 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 8.31% | 8.0% |
| 3M | 75.65% | -30.61% |
| 6M | 109.21% | -5.31% |
| YTD | 75.65% | -26.58% |
| 1Y | 106.49% | -19.94% |
| 3Y (ann.) | 58.39% | 14.99% |
| 5Y (ann.) | 55.26% | 13.95% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -28.21% | -93.26% |
| Longest DD Days | 377.0 | 704.0 |
| Avg. Drawdown | -7.29% | -17.12% |
| Avg. Drawdown Days | 63.0 | 65.0 |
| Recovery Factor | 10.28 | 0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2025-01-16 | -28.21 | 377 |
| 2022-12-16 | 2023-10-20 | -21.32 | 308 |
| 2022-07-10 | 2022-09-24 | -18.07 | 76 |
| 2022-02-22 | 2022-06-21 | -14.85 | 119 |
| 2025-02-02 | 2025-02-04 | -6.84 | 2 |
| 2022-02-20 | 2022-02-21 | -6.06 | 1 |
| 2022-09-25 | 2022-09-27 | -5.18 | 2 |
| 2022-06-22 | 2022-07-08 | -2.24 | 16 |
| 2022-09-28 | 2022-11-11 | -2.20 | 44 |
| 2023-11-22 | 2023-11-23 | -1.55 | 1 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 41.46% |
| Worst Day | -12.4% | -36.82% |
| Best Week | 34.26% | 42.44% |
| Worst Week | -14.41% | -46.51% |
| Best Month | 58.7% | 147.89% |
| Worst Month | -18.05% | -59.31% |
| Best Year | 99.81% | 940.49% |
| Worst Year | -10.12% | -89.46% |
| Avg. Up Day | 4.48% | 4.84% |
| Avg. Down Day | -2.47% | -3.72% |
| Avg. Up Week | 9.07% | 12.7% |
| Avg. Down Week | -5.71% | -8.21% |
| Avg. Up Month | 15.02% | 43.81% |
| Avg. Down Month | -6.75% | -16.25% |
| Win Days % | 45.02% | 48.71% |
| Win Month % | 58.82% | 47.37% |
| Win Week % | 56.45% | 54.27% |
| Win Quarter % | 69.23% | 61.54% |
| Win Year % | 75.0% | 50.0% |