| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 301.58% | 58.65% |
| Max Drawdown | -26.17% | -93.44% |
| Sharpe | 0.74 | 0.33 |
| Sortino | 1.28 | 0.49 |
| Payoff Ratio | 1.34 | 1.26 |
| Profit Factor | 1.4 | 1.05 |
| Common Sense Ratio | 3.64 | 1.08 |
| CPC Index | 0.93 | 0.67 |
| Tail Ratio | 2.6 | 1.03 |
| Outlier Win Ratio | 43.92 | 3.09 |
| Outlier Loss Ratio | 3.49 | 2.69 |
| Volatility (ann.) | 17.28% | 51.57% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.17 | 0.17 |
| Skew | 4.21 | 0.46 |
| Kurtosis | 81.65 | 11.07 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.73% | 1.22% |
| Expected Yearly % | 41.56% | 12.23% |
| Kelly Criterion | 11.47% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -4.39% |
| Expected Shortfall (cVaR) | -1.45% | -4.39% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 53.77 | -0.60 | + |
| 2023 | 921.46 | 68.71 | 0.07 | - |
| 2024 | 85.41 | 0.51 | 0.01 | - |
| 2025 | -24.04 | 54.01 | -2.25 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 10.26% | -3.15% |
| 3M | 54.01% | -20.48% |
| 6M | 88.16% | -4.03% |
| YTD | 54.01% | -24.04% |
| 1Y | 64.09% | -16.95% |
| 3Y (ann.) | 56.57% | 14.76% |
| 5Y (ann.) | 56.75% | 16.09% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -26.17% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -5.32% | -12.31% |
| Avg. Drawdown Days | 25.0 | 40.0 |
| Recovery Factor | 11.52 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -26.17 | 166 |
| 2022-12-14 | 2023-10-21 | -22.03 | 310 |
| 2022-02-21 | 2022-02-28 | -13.61 | 7 |
| 2022-03-19 | 2022-06-06 | -13.42 | 78 |
| 2022-06-06 | 2022-06-19 | -13.27 | 13 |
| 2024-03-26 | 2024-07-15 | -12.55 | 111 |
| 2022-07-08 | 2022-07-27 | -10.92 | 19 |
| 2024-01-06 | 2024-03-25 | -10.35 | 79 |
| 2022-09-24 | 2022-11-10 | -10.22 | 47 |
| 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 | 68.71% | 921.46% |
| Worst Year | 0.51% | -88.97% |
| Avg. Up Day | 1.99% | 2.06% |
| Avg. Down Day | -1.49% | -1.63% |
| Avg. Up Week | 8.35% | 14.14% |
| Avg. Down Week | -3.51% | -6.76% |
| Avg. Up Month | 11.12% | 28.57% |
| Avg. Down Month | -5.9% | -15.86% |
| Win Days % | 49.37% | 50.28% |
| Win Month % | 63.33% | 50.0% |
| Win Week % | 59.32% | 46.39% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |