| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 198.55% | 31.41% |
| Max Drawdown | -35.73% | -93.44% |
| Sharpe | 0.56 | 0.3 |
| Sortino | 0.93 | 0.44 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.58 | 1.08 |
| CPC Index | 0.77 | 0.62 |
| Tail Ratio | 1.26 | 1.03 |
| Outlier Win Ratio | 36.87 | 3.15 |
| Outlier Loss Ratio | 3.46 | 2.81 |
| Volatility (ann.) | 19.19% | 51.58% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.19 | 0.1 |
| Skew | 3.31 | 0.47 |
| Kurtosis | 60.15 | 11.07 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.92% | 0.72% |
| Expected Yearly % | 31.45% | 7.07% |
| Kelly Criterion | 7.94% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.4% |
| Expected Shortfall (cVaR) | -1.62% | -4.4% |
| Year | 12246319:SOLUSD | 12246319:solusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 21.82 | -0.24 | + |
| 2023 | 921.46 | 38.33 | 0.04 | - |
| 2024 | 85.41 | 24.83 | 0.29 | - |
| 2025 | -30.99 | 41.92 | -1.35 | + |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| MTD | -3.47% | -12.01% |
| 3M | 41.92% | -32.99% |
| 6M | 92.83% | -8.8% |
| YTD | 41.92% | -30.99% |
| 1Y | 84.23% | -27.36% |
| 3Y (ann.) | 37.7% | 13.7% |
| 5Y (ann.) | 42.42% | 9.23% |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Max Drawdown | -35.73% | -93.44% |
| Longest DD Days | 342.0 | 703.0 |
| Avg. Drawdown | -6.25% | -13.16% |
| Avg. Drawdown Days | 34.0 | 43.0 |
| Recovery Factor | 5.56 | 0.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-07-30 | -35.73 | 110 |
| 2022-12-14 | 2023-11-22 | -28.69 | 342 |
| 2024-03-30 | 2024-11-08 | -20.44 | 222 |
| 2022-02-18 | 2022-02-28 | -14.13 | 10 |
| 2024-02-18 | 2024-03-25 | -13.76 | 35 |
| 2022-09-27 | 2022-11-10 | -10.06 | 44 |
| 2025-01-19 | 2025-03-22 | -8.20 | 61 |
| 2022-07-30 | 2022-09-27 | -7.98 | 58 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| 2022-03-19 | 2022-03-23 | -5.29 | 3 |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 23.62% | 43.67% |
| Worst Week | -14.9% | -51.66% |
| Best Month | 44.94% | 140.02% |
| Worst Month | -17.14% | -56.44% |
| Best Year | 41.92% | 921.46% |
| Worst Year | 21.82% | -89.95% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.52% | -1.63% |
| Avg. Up Week | 7.0% | 14.51% |
| Avg. Down Week | -4.84% | -7.77% |
| Avg. Up Month | 12.7% | 27.35% |
| Avg. Down Month | -5.97% | -16.59% |
| Win Days % | 48.71% | 50.22% |
| Win Month % | 59.38% | 50.0% |
| Win Week % | 61.29% | 46.39% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |