| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 151.78% | 44.63% |
| Max Drawdown | -28.48% | -93.44% |
| Sharpe | 0.56 | 0.31 |
| Sortino | 0.99 | 0.46 |
| Payoff Ratio | 1.35 | 1.23 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.86 | 0.65 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 53.94 | 2.93 |
| Outlier Loss Ratio | 3.43 | 2.47 |
| Volatility (ann.) | 15.41% | 51.57% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.22 | 0.14 |
| Skew | 6.13 | 0.46 |
| Kurtosis | 142.11 | 11.06 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.46% | 0.98% |
| Expected Yearly % | 25.97% | 9.67% |
| Kelly Criterion | 8.83% | 9.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -4.4% |
| Expected Shortfall (cVaR) | -1.3% | -4.4% |
| Year | 12244511:SOLUSD | 12244511:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 22.57 | -0.25 | + |
| 2023 | 921.46 | 7.33 | 0.01 | - |
| 2024 | 85.41 | 37.88 | 0.44 | - |
| 2025 | -24.04 | 38.80 | -1.61 | + |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| MTD | 6.14% | -3.15% |
| 3M | 38.8% | -20.48% |
| 6M | 70.42% | -4.03% |
| YTD | 38.8% | -24.04% |
| 1Y | 91.76% | -16.95% |
| 3Y (ann.) | 32.88% | 14.76% |
| 5Y (ann.) | 34.72% | 12.65% |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Max Drawdown | -28.48% | -93.44% |
| Longest DD Days | 563.0 | 703.0 |
| Avg. Drawdown | -5.63% | -13.16% |
| Avg. Drawdown Days | 39.0 | 43.0 |
| Recovery Factor | 5.33 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2024-05-27 | -28.48 | 563 |
| 2024-08-02 | 2024-11-06 | -18.94 | 95 |
| 2022-04-10 | 2022-06-15 | -18.86 | 66 |
| 2022-09-24 | 2022-11-10 | -10.30 | 47 |
| 2022-07-08 | 2022-07-27 | -10.28 | 19 |
| 2022-02-18 | 2022-03-02 | -8.60 | 12 |
| 2022-06-21 | 2022-07-08 | -8.48 | 16 |
| 2022-06-16 | 2022-06-21 | -6.25 | 5 |
| 2025-02-04 | 2025-03-24 | -5.70 | 48 |
| 2022-03-02 | 2022-03-17 | -5.65 | 15 |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -7.61% | -26.94% |
| Best Week | 17.51% | 43.67% |
| Worst Week | -13.93% | -51.66% |
| Best Month | 23.62% | 140.02% |
| Worst Month | -17.05% | -56.44% |
| Best Year | 38.8% | 921.46% |
| Worst Year | 7.33% | -89.95% |
| Avg. Up Day | 1.9% | 2.02% |
| Avg. Down Day | -1.41% | -1.64% |
| Avg. Up Week | 6.12% | 13.54% |
| Avg. Down Week | -3.87% | -7.53% |
| Avg. Up Month | 9.09% | 31.44% |
| Avg. Down Month | -7.03% | -15.4% |
| Win Days % | 47.57% | 50.24% |
| Win Month % | 61.29% | 50.0% |
| Win Week % | 57.14% | 46.39% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |