| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 200.34% | 59.39% |
| Max Drawdown | -25.82% | -93.44% |
| Sharpe | 0.64 | 0.33 |
| Sortino | 1.11 | 0.49 |
| Payoff Ratio | 1.45 | 1.4 |
| Profit Factor | 1.41 | 1.05 |
| Common Sense Ratio | 0.0 | 1.09 |
| CPC Index | 0.97 | 0.74 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 53.25 | 2.98 |
| Outlier Loss Ratio | 3.43 | 2.49 |
| Volatility (ann.) | 16.15% | 51.51% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.68 | 0.18 |
| Skew | 4.36 | 0.47 |
| Kurtosis | 120.13 | 11.29 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 3.02% | 1.27% |
| Expected Yearly % | 31.64% | 12.36% |
| Kelly Criterion | 11.33% | 14.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -4.39% |
| Expected Shortfall (cVaR) | -1.36% | -4.39% |
| Year | 12246562:SOLUSD | 12246562:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 6.05 | -0.07 | + |
| 2023 | 921.46 | 45.77 | 0.05 | - |
| 2024 | 85.41 | 85.53 | 1.00 | + |
| 2025 | -24.04 | 4.72 | -0.20 | + |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.15% |
| 3M | 4.72% | -20.48% |
| 6M | 34.73% | -4.03% |
| YTD | 4.72% | -24.04% |
| 1Y | 72.21% | -16.95% |
| 3Y (ann.) | 44.54% | 14.76% |
| 5Y (ann.) | 43.38% | 16.5% |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Max Drawdown | -25.82% | -93.44% |
| Longest DD Days | 132.0 | 703.0 |
| Avg. Drawdown | -4.22% | -11.87% |
| Avg. Drawdown Days | 21.0 | 40.0 |
| Recovery Factor | 7.76 | 0.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-09-19 | -25.82 | 59 |
| 2025-01-19 | 2025-03-24 | -21.73 | 63 |
| 2022-03-19 | 2022-07-30 | -20.74 | 132 |
| 2024-01-09 | 2024-02-29 | -14.12 | 51 |
| 2024-04-01 | 2024-05-15 | -11.09 | 44 |
| 2022-12-16 | 2023-01-29 | -8.61 | 44 |
| 2022-08-08 | 2022-10-14 | -8.05 | 66 |
| 2023-10-21 | 2024-01-08 | -7.65 | 78 |
| 2022-10-14 | 2022-11-10 | -6.66 | 27 |
| 2023-01-29 | 2023-04-28 | -6.60 | 88 |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 22.96% | 43.67% |
| Worst Week | -10.87% | -51.66% |
| Best Month | 21.84% | 140.02% |
| Worst Month | -8.94% | -56.44% |
| Best Year | 85.53% | 921.46% |
| Worst Year | 4.72% | -88.92% |
| Avg. Up Day | 2.04% | 2.26% |
| Avg. Down Day | -1.4% | -1.62% |
| Avg. Up Week | 8.75% | 13.48% |
| Avg. Down Week | -4.85% | -8.34% |
| Avg. Up Month | 8.8% | 34.53% |
| Avg. Down Month | -6.06% | -25.45% |
| Win Days % | 47.45% | 50.28% |
| Win Month % | 70.0% | 48.65% |
| Win Week % | 63.27% | 46.63% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |