| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 140.68% | 59.39% |
| Max Drawdown | -26.55% | -93.44% |
| Sharpe | 0.6 | 0.33 |
| Sortino | 1.0 | 0.49 |
| Payoff Ratio | 1.54 | 1.47 |
| Profit Factor | 1.43 | 1.05 |
| Common Sense Ratio | NaN | 1.09 |
| CPC Index | 1.02 | 0.78 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 68.66 | 2.89 |
| Outlier Loss Ratio | 3.58 | 2.36 |
| Volatility (ann.) | 13.6% | 51.51% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.26 | 0.18 |
| Skew | 3.59 | 0.47 |
| Kurtosis | 158.92 | 11.29 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.4% | 1.27% |
| Expected Yearly % | 24.55% | 12.36% |
| Kelly Criterion | 11.02% | 16.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -4.39% |
| Expected Shortfall (cVaR) | -1.15% | -4.39% |
| Year | 12246562:SOLUSD | 12246562:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 0.56 | -0.01 | + |
| 2023 | 921.46 | 47.02 | 0.05 | - |
| 2024 | 85.41 | 32.54 | 0.38 | - |
| 2025 | -24.04 | 22.83 | -0.95 | + |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.15% |
| 3M | 22.83% | -20.48% |
| 6M | 42.04% | -4.03% |
| YTD | 22.83% | -24.04% |
| 1Y | 37.15% | -16.95% |
| 3Y (ann.) | 35.01% | 14.76% |
| 5Y (ann.) | 33.34% | 16.5% |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Max Drawdown | -26.55% | -93.44% |
| Longest DD Days | 352.0 | 703.0 |
| Avg. Drawdown | -5.11% | -11.87% |
| Avg. Drawdown Days | 33.0 | 40.0 |
| Recovery Factor | 5.3 | 0.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-01-18 | -26.55 | 180 |
| 2022-03-19 | 2022-06-15 | -18.55 | 88 |
| 2022-06-16 | 2022-06-24 | -13.31 | 8 |
| 2022-08-08 | 2023-07-26 | -12.83 | 352 |
| 2022-06-25 | 2022-07-29 | -11.60 | 34 |
| 2024-01-09 | 2024-02-29 | -11.60 | 50 |
| 2025-02-04 | 2025-03-24 | -8.39 | 47 |
| 2024-04-01 | 2024-05-13 | -5.97 | 42 |
| 2024-05-14 | 2024-07-21 | -5.20 | 68 |
| 2022-07-29 | 2022-08-08 | -4.80 | 9 |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -23.69% | -51.66% |
| Best Month | 32.05% | 140.02% |
| Worst Month | -23.69% | -56.44% |
| Best Year | 47.02% | 921.46% |
| Worst Year | 0.56% | -88.92% |
| Avg. Up Day | 2.0% | 2.29% |
| Avg. Down Day | -1.3% | -1.57% |
| Avg. Up Week | 9.15% | 13.72% |
| Avg. Down Week | -4.2% | -7.61% |
| Avg. Up Month | 8.75% | 38.65% |
| Avg. Down Month | -7.77% | -25.45% |
| Win Days % | 45.98% | 50.28% |
| Win Month % | 66.67% | 48.65% |
| Win Week % | 58.33% | 46.63% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 50.0% |