| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 281.68% | 58.65% |
| Max Drawdown | -28.73% | -93.44% |
| Sharpe | 0.73 | 0.33 |
| Sortino | 1.28 | 0.49 |
| Payoff Ratio | 1.4 | 1.32 |
| Profit Factor | 1.42 | 1.05 |
| Common Sense Ratio | 2.04 | 1.08 |
| CPC Index | 0.96 | 0.7 |
| Tail Ratio | 1.44 | 1.03 |
| Outlier Win Ratio | 46.28 | 3.06 |
| Outlier Loss Ratio | 3.5 | 2.65 |
| Volatility (ann.) | 16.83% | 51.57% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.89 | 0.17 |
| Skew | 4.56 | 0.46 |
| Kurtosis | 89.47 | 11.07 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.59% | 1.22% |
| Expected Yearly % | 39.77% | 12.23% |
| Kelly Criterion | 11.41% | 12.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -4.39% |
| Expected Shortfall (cVaR) | -1.42% | -4.39% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 54.52 | -0.61 | + |
| 2023 | 921.46 | 76.06 | 0.08 | - |
| 2024 | 85.41 | 1.49 | 0.02 | - |
| 2025 | -24.04 | 38.23 | -1.59 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 10.26% | -3.15% |
| 3M | 38.23% | -20.48% |
| 6M | 77.82% | -4.03% |
| YTD | 38.23% | -24.04% |
| 1Y | 45.89% | -16.95% |
| 3Y (ann.) | 55.14% | 14.76% |
| 5Y (ann.) | 54.19% | 16.09% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -28.73% | -93.44% |
| Longest DD Days | 305.0 | 703.0 |
| Avg. Drawdown | -4.61% | -12.31% |
| Avg. Drawdown Days | 24.0 | 40.0 |
| Recovery Factor | 9.8 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-01-15 | -28.73 | 295 |
| 2022-12-14 | 2023-10-16 | -19.33 | 305 |
| 2022-02-21 | 2022-03-19 | -14.79 | 26 |
| 2022-03-19 | 2022-06-18 | -14.23 | 91 |
| 2022-09-24 | 2022-11-10 | -12.72 | 47 |
| 2024-01-06 | 2024-03-24 | -8.61 | 78 |
| 2022-06-19 | 2022-06-19 | -8.56 | 0 |
| 2022-07-08 | 2022-07-27 | -6.96 | 19 |
| 2022-07-29 | 2022-09-23 | -6.33 | 56 |
| 2022-02-19 | 2022-02-21 | -6.06 | 1 |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 26.08% | 43.67% |
| Worst Week | -10.63% | -51.66% |
| Best Month | 34.67% | 140.02% |
| Worst Month | -18.37% | -56.44% |
| Best Year | 76.06% | 921.46% |
| Worst Year | 1.49% | -88.97% |
| Avg. Up Day | 2.05% | 2.13% |
| Avg. Down Day | -1.47% | -1.62% |
| Avg. Up Week | 8.08% | 13.63% |
| Avg. Down Week | -3.35% | -6.96% |
| Avg. Up Month | 10.27% | 38.17% |
| Avg. Down Month | -5.99% | -15.86% |
| Win Days % | 48.37% | 50.28% |
| Win Month % | 63.33% | 50.0% |
| Win Week % | 58.62% | 46.39% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |