| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 305.79% | 49.76% |
| Max Drawdown | -24.53% | -93.26% |
| Sharpe | 1.42 | 0.65 |
| Sortino | 2.73 | 1.0 |
| Payoff Ratio | 1.53 | 1.16 |
| Profit Factor | 1.76 | 1.1 |
| Common Sense Ratio | 4.72 | 1.37 |
| CPC Index | 1.42 | 0.62 |
| Tail Ratio | 2.69 | 1.24 |
| Outlier Win Ratio | 36.1 | 3.11 |
| Outlier Loss Ratio | 3.67 | 2.52 |
| Volatility (ann.) | 36.23% | 106.22% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.34 | 0.15 |
| Skew | 3.11 | 0.48 |
| Kurtosis | 32.05 | 7.06 |
| Expected Daily % | 0.12% | 0.04% |
| Expected Monthly % | 3.75% | 1.07% |
| Expected Yearly % | 41.93% | 10.62% |
| Kelly Criterion | 22.27% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.98% | -8.96% |
| Expected Shortfall (cVaR) | -2.98% | -8.96% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.46 | 44.26 | -0.49 | + |
| 2023 | 940.49 | 68.58 | 0.07 | - |
| 2024 | 85.92 | 4.16 | 0.05 | - |
| 2025 | -26.58 | 60.19 | -2.26 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 6.25% | 8.0% |
| 3M | 60.19% | -30.61% |
| 6M | 102.6% | -5.31% |
| YTD | 60.19% | -26.58% |
| 1Y | 76.87% | -19.94% |
| 3Y (ann.) | 59.57% | 14.99% |
| 5Y (ann.) | 57.28% | 13.95% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -24.53% | -93.26% |
| Longest DD Days | 306.0 | 704.0 |
| Avg. Drawdown | -6.48% | -17.12% |
| Avg. Drawdown Days | 44.0 | 65.0 |
| Recovery Factor | 12.47 | 0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-30 | -24.53 | 120 |
| 2022-12-16 | 2023-10-18 | -18.76 | 306 |
| 2022-02-22 | 2022-06-21 | -15.88 | 119 |
| 2024-03-27 | 2024-07-17 | -12.24 | 112 |
| 2022-07-10 | 2022-07-29 | -11.76 | 19 |
| 2024-01-06 | 2024-03-25 | -9.51 | 79 |
| 2022-09-28 | 2022-11-11 | -6.58 | 44 |
| 2022-02-20 | 2022-02-21 | -6.06 | 1 |
| 2022-09-25 | 2022-09-27 | -5.18 | 2 |
| 2025-02-03 | 2025-02-04 | -4.98 | 1 |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 41.46% |
| Worst Day | -12.4% | -36.82% |
| Best Week | 27.74% | 42.44% |
| Worst Week | -12.03% | -46.51% |
| Best Month | 44.66% | 147.89% |
| Worst Month | -16.97% | -59.31% |
| Best Year | 68.58% | 940.49% |
| Worst Year | 4.16% | -89.46% |
| Avg. Up Day | 4.28% | 4.68% |
| Avg. Down Day | -2.8% | -4.03% |
| Avg. Up Week | 8.33% | 11.45% |
| Avg. Down Week | -4.86% | -9.19% |
| Avg. Up Month | 13.79% | 33.4% |
| Avg. Down Month | -6.19% | -15.35% |
| Win Days % | 53.01% | 48.71% |
| Win Month % | 62.5% | 47.37% |
| Win Week % | 58.62% | 54.27% |
| Win Quarter % | 76.92% | 61.54% |
| Win Year % | 100.0% | 50.0% |