| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Time in Market | 99.0% | 98.0% |
| Cumulative Return | 199.09% | 48.24% |
| Max Drawdown | -30.96% | -89.88% |
| Sharpe | 3.68 | -2.31 |
| Sortino | 8.28 | -2.59 |
| Payoff Ratio | 7.39 | 1.89 |
| Profit Factor | 2.44 | 0.51 |
| Common Sense Ratio | 10.26 | 3.13 |
| CPC Index | 4.96 | 0.31 |
| Tail Ratio | 4.21 | 0.78 |
| Outlier Win Ratio | 253.6 | 2.05 |
| Outlier Loss Ratio | 2115.55 | 5.45 |
| Volatility (ann.) | 162.41% | 451.96% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.4 | 0.05 |
| Skew | 2.08 | -4.43 |
| Kurtosis | 10.59 | 34.83 |
| Expected Daily % | 1.31% | -0.25% |
| Expected Monthly % | 3.48% | -0.65% |
| Expected Yearly % | 31.51% | -5.11% |
| Kelly Criterion | 19.78% | -95.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -12.35% | -3573.42% |
| Expected Shortfall (cVaR) | -12.35% | -3241.16% |
| Year | 12246319:SOLUSD | 12246319:solusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.97 | 22.04 | -0.25 | + |
| 2023 | 411.67 | 38.33 | 0.09 | - |
| 2024 | 310.82 | 24.83 | 0.08 | - |
| 2025 | -41.39 | 41.92 | -1.01 | + |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| MTD | -3.47% | -32.73% |
| 3M | 41.92% | -41.39% |
| 6M | 88.13% | 6.55% |
| YTD | 41.92% | -41.39% |
| 1Y | 84.23% | 4.97% |
| 3Y (ann.) | 39.13% | -42.76% |
| 5Y (ann.) | 43.23% | -6.65% |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Max Drawdown | -30.96% | -89.88% |
| Longest DD Days | 314.0 | 689.0 |
| Avg. Drawdown | -5.46% | -36.22% |
| Avg. Drawdown Days | 49.0 | 156.0 |
| Recovery Factor | 6.43 | -0.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-07-30 | -30.96 | 111 |
| 2022-12-13 | 2023-10-24 | -19.54 | 314 |
| 2024-05-10 | 2024-11-11 | -15.57 | 185 |
| 2024-01-06 | 2024-03-31 | -6.55 | 85 |
| 2022-02-25 | 2022-03-02 | -4.20 | 4 |
| 2025-03-06 | 2025-03-07 | -3.47 | 1 |
| 2023-11-10 | 2023-11-10 | -0.18 | 0 |
| 2025-01-15 | 2025-01-19 | -0.18 | 4 |
| 2025-02-02 | 2025-02-03 | -0.18 | 0 |
| 2022-11-10 | 2022-11-10 | -0.18 | 0 |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Best Day | 45.2% | 5114.32% |
| Worst Day | -25.28% | -14947.48% |
| Best Week | 45.2% | 5114.32% |
| Worst Week | -25.41% | -2086.98% |
| Best Month | 44.94% | 1621.68% |
| Worst Month | -17.14% | -1130.77% |
| Best Year | 41.92% | 337.19% |
| Worst Year | 22.04% | -200.83% |
| Avg. Up Day | 16.49% | 75.5% |
| Avg. Down Day | -1.69% | -869.51% |
| Avg. Up Week | 16.42% | 272.86% |
| Avg. Down Week | -2.64% | -356.49% |
| Avg. Up Month | 20.94% | 422.65% |
| Avg. Down Month | -4.96% | -276.72% |
| Win Days % | 30.12% | 20.73% |
| Win Month % | 53.12% | 25.0% |
| Win Week % | 41.38% | 17.54% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 100.0% | 25.0% |