| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 206.84% | 44.63% |
| Max Drawdown | -31.7% | -93.44% |
| Sharpe | 0.6 | 0.31 |
| Sortino | 1.04 | 0.46 |
| Payoff Ratio | 1.3 | 1.21 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 2.27 | 1.08 |
| CPC Index | 0.82 | 0.64 |
| Tail Ratio | 1.74 | 1.03 |
| Outlier Win Ratio | 41.14 | 2.99 |
| Outlier Loss Ratio | 3.63 | 2.71 |
| Volatility (ann.) | 17.47% | 51.57% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.38 | 0.14 |
| Skew | 4.61 | 0.46 |
| Kurtosis | 94.29 | 11.06 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.99% | 0.98% |
| Expected Yearly % | 32.35% | 9.67% |
| Kelly Criterion | 8.58% | 9.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -4.4% |
| Expected Shortfall (cVaR) | -1.48% | -4.4% |
| Year | 12244511:SOLUSD | 12244511:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 0.31 | -0.00 | + |
| 2023 | 921.46 | 27.03 | 0.03 | - |
| 2024 | 85.41 | 55.57 | 0.65 | - |
| 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 | 103.46% | -4.03% |
| YTD | 54.79% | -24.04% |
| 1Y | 140.71% | -16.95% |
| 3Y (ann.) | 47.19% | 14.76% |
| 5Y (ann.) | 43.59% | 12.65% |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Max Drawdown | -31.7% | -93.44% |
| Longest DD Days | 499.0 | 703.0 |
| Avg. Drawdown | -5.63% | -13.16% |
| Avg. Drawdown Days | 35.0 | 43.0 |
| Recovery Factor | 6.52 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2024-03-24 | -31.70 | 499 |
| 2022-03-19 | 2022-07-29 | -25.63 | 131 |
| 2024-07-20 | 2024-11-06 | -19.21 | 108 |
| 2022-02-18 | 2022-03-19 | -13.04 | 29 |
| 2022-09-24 | 2022-09-27 | -6.77 | 2 |
| 2022-09-27 | 2022-11-10 | -6.73 | 44 |
| 2024-05-12 | 2024-05-13 | -6.23 | 1 |
| 2024-05-14 | 2024-06-04 | -6.16 | 21 |
| 2022-07-30 | 2022-09-24 | -6.03 | 55 |
| 2025-02-04 | 2025-03-24 | -5.70 | 48 |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -7.61% | -26.94% |
| Best Week | 25.51% | 43.67% |
| Worst Week | -13.93% | -51.66% |
| Best Month | 37.86% | 140.02% |
| Worst Month | -20.45% | -56.44% |
| Best Year | 55.57% | 921.46% |
| Worst Year | 0.31% | -89.95% |
| Avg. Up Day | 1.87% | 1.95% |
| Avg. Down Day | -1.44% | -1.61% |
| Avg. Up Week | 8.45% | 14.31% |
| Avg. Down Week | -5.23% | -8.5% |
| Avg. Up Month | 12.34% | 31.06% |
| Avg. Down Month | -6.62% | -16.05% |
| Win Days % | 48.31% | 50.24% |
| Win Month % | 59.38% | 50.0% |
| Win Week % | 57.81% | 46.39% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 50.0% |