| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 218.23% | 59.39% |
| Max Drawdown | -33.91% | -93.44% |
| Sharpe | 0.57 | 0.33 |
| Sortino | 0.93 | 0.49 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.68 | 1.09 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.35 | 1.03 |
| Outlier Win Ratio | 34.3 | 3.26 |
| Outlier Loss Ratio | 3.46 | 2.8 |
| Volatility (ann.) | 20.15% | 51.51% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.36 | 0.18 |
| Skew | 2.58 | 0.47 |
| Kurtosis | 58.81 | 11.29 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.18% | 1.27% |
| Expected Yearly % | 33.56% | 12.36% |
| Kelly Criterion | 8.07% | 10.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -4.39% |
| Expected Shortfall (cVaR) | -1.7% | -4.39% |
| Year | 12246562:SOLUSD | 12246562:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | -7.36 | 0.08 | + |
| 2023 | 921.46 | 76.37 | 0.08 | - |
| 2024 | 85.41 | 87.41 | 1.02 | + |
| 2025 | -24.04 | 3.93 | -0.16 | + |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.15% |
| 3M | 3.93% | -20.48% |
| 6M | 30.08% | -4.03% |
| YTD | 3.93% | -24.04% |
| 1Y | 59.4% | -16.95% |
| 3Y (ann.) | 44.64% | 14.76% |
| 5Y (ann.) | 46.12% | 16.5% |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Max Drawdown | -33.91% | -93.44% |
| Longest DD Days | 447.0 | 703.0 |
| Avg. Drawdown | -6.21% | -11.87% |
| Avg. Drawdown Days | 26.0 | 40.0 |
| Recovery Factor | 6.44 | 0.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-10-21 | -33.91 | 447 |
| 2024-06-05 | 2024-09-19 | -28.34 | 105 |
| 2022-04-10 | 2022-07-28 | -27.35 | 109 |
| 2025-01-19 | 2025-03-24 | -21.73 | 63 |
| 2024-03-26 | 2024-05-16 | -14.71 | 51 |
| 2024-01-11 | 2024-02-29 | -14.43 | 48 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-11-06 | -8.38 | 29 |
| 2024-03-01 | 2024-03-24 | -5.59 | 23 |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 23.6% | 43.67% |
| Worst Week | -12.96% | -51.66% |
| Best Month | 28.75% | 140.02% |
| Worst Month | -21.72% | -56.44% |
| Best Year | 87.41% | 921.46% |
| Worst Year | -7.36% | -88.92% |
| Avg. Up Day | 1.89% | 2.02% |
| Avg. Down Day | -1.51% | -1.63% |
| Avg. Up Week | 9.5% | 13.4% |
| Avg. Down Week | -5.15% | -8.0% |
| Avg. Up Month | 11.95% | 39.52% |
| Avg. Down Month | -6.16% | -22.87% |
| Win Days % | 48.89% | 50.28% |
| Win Month % | 62.5% | 48.65% |
| Win Week % | 56.9% | 46.63% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |