| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 330.52% | 58.65% |
| Max Drawdown | -26.17% | -93.44% |
| Sharpe | 0.74 | 0.33 |
| Sortino | 1.26 | 0.49 |
| Payoff Ratio | 1.31 | 1.24 |
| Profit Factor | 1.38 | 1.05 |
| Common Sense Ratio | 3.44 | 1.08 |
| CPC Index | 0.9 | 0.66 |
| Tail Ratio | 2.49 | 1.03 |
| Outlier Win Ratio | 40.37 | 3.15 |
| Outlier Loss Ratio | 3.42 | 2.74 |
| Volatility (ann.) | 18.27% | 51.57% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.3 | 0.17 |
| Skew | 3.71 | 0.46 |
| Kurtosis | 69.09 | 11.07 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.92% | 1.22% |
| Expected Yearly % | 44.04% | 12.23% |
| Kelly Criterion | 11.11% | 10.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.39% |
| Expected Shortfall (cVaR) | -1.54% | -4.39% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 47.49 | -0.53 | + |
| 2023 | 921.46 | 68.58 | 0.07 | - |
| 2024 | 85.41 | 4.16 | 0.05 | - |
| 2025 | -24.04 | 66.24 | -2.75 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 10.26% | -3.15% |
| 3M | 66.24% | -20.48% |
| 6M | 110.25% | -4.03% |
| YTD | 66.24% | -24.04% |
| 1Y | 83.55% | -16.95% |
| 3Y (ann.) | 61.37% | 14.76% |
| 5Y (ann.) | 60.31% | 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 | -5.73% | -12.31% |
| Avg. Drawdown Days | 25.0 | 40.0 |
| Recovery Factor | 12.63 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-29 | -26.17 | 118 |
| 2022-12-14 | 2023-10-21 | -21.64 | 310 |
| 2022-06-06 | 2022-06-20 | -16.83 | 13 |
| 2022-02-21 | 2022-03-19 | -15.41 | 26 |
| 2022-07-08 | 2022-07-28 | -14.03 | 19 |
| 2022-03-19 | 2022-06-06 | -13.42 | 78 |
| 2024-03-26 | 2024-07-15 | -12.24 | 111 |
| 2022-09-27 | 2022-11-10 | -12.22 | 44 |
| 2024-01-06 | 2024-03-25 | -10.35 | 79 |
| 2025-01-19 | 2025-03-23 | -9.76 | 62 |
| 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 | -11.18% | -51.66% |
| Best Month | 44.66% | 140.02% |
| Worst Month | -18.37% | -56.44% |
| Best Year | 68.58% | 921.46% |
| Worst Year | 4.16% | -88.97% |
| Avg. Up Day | 2.0% | 2.07% |
| Avg. Down Day | -1.54% | -1.67% |
| Avg. Up Week | 9.05% | 14.14% |
| Avg. Down Week | -3.92% | -6.56% |
| Avg. Up Month | 12.48% | 28.57% |
| Avg. Down Month | -5.24% | -16.45% |
| Win Days % | 49.67% | 50.28% |
| Win Month % | 61.29% | 50.0% |
| Win Week % | 57.63% | 46.39% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |