| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 259.92% | 44.63% |
| Max Drawdown | -27.02% | -93.44% |
| Sharpe | 0.69 | 0.31 |
| Sortino | 1.22 | 0.46 |
| Payoff Ratio | 1.35 | 1.25 |
| Profit Factor | 1.37 | 1.05 |
| Common Sense Ratio | 2.37 | 1.08 |
| CPC Index | 0.9 | 0.66 |
| Tail Ratio | 1.73 | 1.03 |
| Outlier Win Ratio | 42.71 | 2.99 |
| Outlier Loss Ratio | 3.63 | 2.65 |
| Volatility (ann.) | 17.1% | 51.57% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.89 | 0.14 |
| Skew | 5.05 | 0.46 |
| Kurtosis | 101.66 | 11.06 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.43% | 0.98% |
| Expected Yearly % | 37.74% | 9.67% |
| Kelly Criterion | 10.45% | 10.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -4.4% |
| Expected Shortfall (cVaR) | -1.44% | -4.4% |
| Year | 12244511:SOLUSD | 12244511:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 7.98 | -0.09 | + |
| 2023 | 921.46 | 36.59 | 0.04 | - |
| 2024 | 85.41 | 57.66 | 0.68 | - |
| 2025 | -24.04 | 54.79 | -2.28 | + |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| MTD | 6.14% | -3.15% |
| 3M | 54.79% | -20.48% |
| 6M | 103.81% | -4.03% |
| YTD | 54.79% | -24.04% |
| 1Y | 145.34% | -16.95% |
| 3Y (ann.) | 56.09% | 14.76% |
| 5Y (ann.) | 51.18% | 12.65% |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Max Drawdown | -27.02% | -93.44% |
| Longest DD Days | 376.0 | 703.0 |
| Avg. Drawdown | -4.72% | -13.16% |
| Avg. Drawdown Days | 30.0 | 43.0 |
| Recovery Factor | 9.62 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-11-22 | -27.02 | 376 |
| 2022-02-18 | 2022-07-28 | -25.09 | 160 |
| 2024-07-20 | 2024-11-06 | -19.21 | 108 |
| 2024-01-06 | 2024-03-23 | -13.48 | 76 |
| 2022-09-24 | 2022-11-10 | -8.06 | 47 |
| 2024-05-14 | 2024-06-04 | -7.59 | 21 |
| 2024-05-12 | 2024-05-13 | -6.23 | 1 |
| 2025-02-04 | 2025-03-24 | -5.70 | 48 |
| 2022-07-29 | 2022-07-30 | -4.49 | 1 |
| 2024-11-29 | 2025-01-15 | -4.02 | 47 |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -7.61% | -26.94% |
| Best Week | 21.33% | 43.67% |
| Worst Week | -13.93% | -51.66% |
| Best Month | 37.86% | 140.02% |
| Worst Month | -19.2% | -56.44% |
| Best Year | 57.66% | 921.46% |
| Worst Year | 7.98% | -89.95% |
| Avg. Up Day | 1.9% | 1.99% |
| Avg. Down Day | -1.41% | -1.59% |
| Avg. Up Week | 8.45% | 13.68% |
| Avg. Down Week | -4.96% | -8.5% |
| Avg. Up Month | 11.63% | 37.11% |
| Avg. Down Month | -6.32% | -16.05% |
| Win Days % | 48.56% | 50.24% |
| Win Month % | 65.62% | 50.0% |
| Win Week % | 59.38% | 46.39% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |