| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 380.32% | 58.65% |
| Max Drawdown | -26.17% | -93.44% |
| Sharpe | 0.8 | 0.33 |
| Sortino | 1.4 | 0.49 |
| Payoff Ratio | 1.33 | 1.26 |
| Profit Factor | 1.43 | 1.05 |
| Common Sense Ratio | 4.12 | 1.08 |
| CPC Index | 0.95 | 0.67 |
| Tail Ratio | 2.88 | 1.03 |
| Outlier Win Ratio | 41.45 | 3.13 |
| Outlier Loss Ratio | 3.46 | 2.72 |
| Volatility (ann.) | 17.78% | 51.57% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.53 | 0.17 |
| Skew | 4.04 | 0.46 |
| Kurtosis | 75.17 | 11.07 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.22% | 1.22% |
| Expected Yearly % | 48.04% | 12.23% |
| Kelly Criterion | 12.73% | 10.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -4.39% |
| Expected Shortfall (cVaR) | -1.49% | -4.39% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 79.18 | -0.89 | + |
| 2023 | 921.46 | 67.90 | 0.07 | - |
| 2024 | 85.41 | -1.93 | -0.02 | - |
| 2025 | -24.04 | 62.81 | -2.61 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 10.26% | -3.15% |
| 3M | 62.81% | -20.48% |
| 6M | 93.88% | -4.03% |
| YTD | 62.81% | -24.04% |
| 1Y | 69.25% | -16.95% |
| 3Y (ann.) | 62.72% | 14.76% |
| 5Y (ann.) | 66.09% | 16.09% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -26.17% | -93.44% |
| Longest DD Days | 308.0 | 703.0 |
| Avg. Drawdown | -5.06% | -12.31% |
| Avg. Drawdown Days | 21.0 | 40.0 |
| Recovery Factor | 14.53 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-16 | -26.17 | 166 |
| 2022-12-14 | 2023-10-19 | -21.21 | 308 |
| 2022-07-08 | 2022-07-28 | -15.28 | 19 |
| 2022-03-19 | 2022-06-06 | -13.42 | 78 |
| 2022-06-06 | 2022-06-19 | -13.27 | 13 |
| 2022-02-21 | 2022-02-28 | -12.40 | 7 |
| 2024-03-26 | 2024-07-15 | -12.25 | 111 |
| 2024-01-06 | 2024-03-25 | -10.35 | 79 |
| 2022-09-24 | 2022-09-27 | -6.77 | 2 |
| 2022-11-10 | 2022-11-10 | -6.21 | 0 |
| 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 | -12.47% | -51.66% |
| Best Month | 41.67% | 140.02% |
| Worst Month | -18.37% | -56.44% |
| Best Year | 79.18% | 921.46% |
| Worst Year | -1.93% | -88.97% |
| Avg. Up Day | 1.99% | 2.06% |
| Avg. Down Day | -1.5% | -1.64% |
| Avg. Up Week | 8.73% | 14.22% |
| Avg. Down Week | -3.75% | -6.86% |
| Avg. Up Month | 12.77% | 28.57% |
| Avg. Down Month | -5.13% | -16.45% |
| Win Days % | 50.26% | 50.28% |
| Win Month % | 61.29% | 50.0% |
| Win Week % | 59.32% | 46.39% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |