| Metric | 12242519:solusd:triple_med_gx:lsma200_105 | 12242519:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 568.55% | 64.51% |
| Max Drawdown | -32.43% | -93.44% |
| Sharpe | 0.79 | 0.33 |
| Sortino | 1.35 | 0.48 |
| Payoff Ratio | 1.35 | 1.31 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 1.94 | 1.07 |
| CPC Index | 0.87 | 0.69 |
| Tail Ratio | 1.45 | 1.02 |
| Outlier Win Ratio | 31.03 | 3.3 |
| Outlier Loss Ratio | 3.6 | 2.86 |
| Volatility (ann.) | 20.47% | 50.71% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.34 | 0.17 |
| Skew | 2.96 | 0.48 |
| Kurtosis | 45.53 | 11.18 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.63% | 1.19% |
| Expected Yearly % | 60.8% | 13.25% |
| Kelly Criterion | 10.03% | 11.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -4.32% |
| Expected Shortfall (cVaR) | -1.72% | -4.32% |
| Year | 12242519:SOLUSD | 12242519:solusd:triple_med_gx:lsma200_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | 28.44 | -0.32 | + |
| 2023 | 921.46 | 188.42 | 0.20 | - |
| 2024 | 85.41 | -1.77 | -0.02 | - |
| 2025 | -20.42 | 83.73 | -4.10 | + |
| Metric | 12242519:solusd:triple_med_gx:lsma200_105 | 12242519:SOLUSD |
|---|---|---|
| MTD | -4.19% | -2.98% |
| 3M | 9.14% | 28.3% |
| 6M | 83.73% | -22.48% |
| YTD | 83.73% | -20.42% |
| 1Y | 131.57% | 6.8% |
| 3Y (ann.) | 75.81% | 65.07% |
| 5Y (ann.) | 75.73% | 15.92% |
| Metric | 12242519:solusd:triple_med_gx:lsma200_105 | 12242519:SOLUSD |
|---|---|---|
| Max Drawdown | -32.43% | -93.44% |
| Longest DD Days | 327.0 | 703.0 |
| Avg. Drawdown | -5.83% | -12.93% |
| Avg. Drawdown Days | 23.0 | 45.0 |
| Recovery Factor | 17.53 | 0.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2024-11-27 | -32.43 | 327 |
| 2022-12-14 | 2023-10-16 | -28.84 | 305 |
| 2025-04-04 | 2025-05-09 | -18.54 | 34 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-03-01 | 2022-06-06 | -14.77 | 97 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2022-06-06 | 2022-06-19 | -13.27 | 13 |
| 2022-09-27 | 2022-11-10 | -12.96 | 44 |
| 2023-11-11 | 2023-11-25 | -11.92 | 14 |
| 2022-07-29 | 2022-09-24 | -9.78 | 57 |
| Metric | 12242519:solusd:triple_med_gx:lsma200_105 | 12242519:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -14.4% | -51.66% |
| Best Month | 61.52% | 140.02% |
| Worst Month | -20.35% | -56.44% |
| Best Year | 188.42% | 921.46% |
| Worst Year | -1.77% | -89.08% |
| Avg. Up Day | 1.99% | 2.0% |
| Avg. Down Day | -1.48% | -1.53% |
| Avg. Up Week | 11.76% | 14.18% |
| Avg. Down Week | -4.51% | -6.52% |
| Avg. Up Month | 19.3% | 36.36% |
| Avg. Down Month | -6.55% | -17.74% |
| Win Days % | 48.32% | 50.08% |
| Win Month % | 55.26% | 50.0% |
| Win Week % | 54.67% | 46.93% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |