| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 99.0% |
| Cumulative Return | 522.25% | 43.0% |
| Max Drawdown | -19.24% | -89.32% |
| Sharpe | 4.53 | -0.83 |
| Sortino | 13.09 | -1.16 |
| Payoff Ratio | 4.81 | 0.21 |
| Profit Factor | 2.91 | 0.79 |
| Common Sense Ratio | 7.09 | 0.2 |
| CPC Index | 7.51 | 0.1 |
| Tail Ratio | 2.44 | 0.65 |
| Outlier Win Ratio | 305.68 | 2.89 |
| Outlier Loss Ratio | 1925.16 | 6.14 |
| Volatility (ann.) | 153.0% | 375.91% |
| R^2 | 0.18 | 0.18 |
| Calmar | 4.27 | -0.05 |
| Skew | 2.46 | 0.18 |
| Kurtosis | 9.0 | 20.6 |
| Expected Daily % | 1.62% | NaN% |
| Expected Monthly % | 5.52% | NaN% |
| Expected Yearly % | 57.94% | NaN% |
| Kelly Criterion | 22.7% | -51.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.27% | -2677.09% |
| Expected Shortfall (cVaR) | -11.27% | -2749.63% |
| Year | 12242692:SOLUSD | 12242692:solusd:triple_med_gx:lsma230_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.85 | 47.58 | -0.55 | + |
| 2023 | 803.26 | 101.34 | 0.13 | - |
| 2024 | 109.18 | 58.75 | 0.54 | - |
| 2025 | -42.46 | 31.91 | -0.75 | + |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| MTD | -2.5% | -31.47% |
| 3M | 31.91% | -42.46% |
| 6M | 45.92% | -3.96% |
| YTD | 31.91% | -42.46% |
| 1Y | 67.83% | -3.85% |
| 3Y (ann.) | 77.86% | 52.95% |
| 5Y (ann.) | 82.13% | -31.19% |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Max Drawdown | -19.24% | -89.32% |
| Longest DD Days | 136.0 | 689.0 |
| Avg. Drawdown | -3.95% | -36.18% |
| Avg. Drawdown Days | 30.0 | 174.0 |
| Recovery Factor | 27.14 | -0.23 |
| Ulcer Index | 0.98 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-26 | -19.24 | 133 |
| 2024-08-02 | 2024-11-09 | -17.48 | 99 |
| 2022-03-24 | 2022-07-19 | -17.19 | 117 |
| 2023-06-11 | 2023-10-25 | -10.86 | 136 |
| 2024-11-11 | 2025-01-19 | -7.93 | 68 |
| 2025-02-03 | 2025-03-16 | -6.94 | 41 |
| 2024-02-17 | 2024-03-05 | -6.82 | 17 |
| 2024-06-02 | 2024-07-20 | -5.03 | 48 |
| 2022-10-14 | 2022-11-10 | -4.81 | 27 |
| 2022-03-10 | 2022-03-18 | -2.48 | 8 |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Best Day | 42.01% | 9120.78% |
| Worst Day | -17.55% | -8883.59% |
| Best Week | 42.01% | 9120.78% |
| Worst Week | -17.7% | -8883.59% |
| Best Month | 48.92% | 1037.4% |
| Worst Month | -17.84% | -5779.98% |
| Best Year | 101.34% | 14834.33% |
| Worst Year | 31.91% | -147.59% |
| Avg. Up Day | 16.39% | 1247.76% |
| Avg. Down Day | -1.16% | -600.79% |
| Avg. Up Week | 14.65% | 289.17% |
| Avg. Down Week | -2.53% | -918.02% |
| Avg. Up Month | 17.18% | 581.62% |
| Avg. Down Month | -6.26% | -673.41% |
| Win Days % | 30.97% | 25.89% |
| Win Month % | 57.58% | 15.15% |
| Win Week % | 44.29% | 27.54% |
| Win Quarter % | 61.54% | 23.08% |
| Win Year % | 100.0% | 25.0% |