| Metric | 12291001:solusd:triple_med_gx:lsma105_110 | 12291001:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 40.46% | 88.11% |
| Max Drawdown | -12.18% | -93.44% |
| Sharpe | 0.4 | 0.34 |
| Sortino | 0.69 | 0.51 |
| Payoff Ratio | 1.61 | 1.38 |
| Profit Factor | 1.48 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.0 | 0.73 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 169.97 | 2.23 |
| Outlier Loss Ratio | 3.65 | 1.96 |
| Volatility (ann.) | 6.95% | 50.44% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.87 | 0.22 |
| Skew | 6.07 | 0.49 |
| Kurtosis | 220.36 | 11.39 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.81% | 1.52% |
| Expected Yearly % | 8.86% | 17.11% |
| Kelly Criterion | 5.8% | 14.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -4.3% |
| Expected Shortfall (cVaR) | -0.59% | -4.3% |
| Year | 12291001:SOLUSD | 12291001:solusd:triple_med_gx:lsma105_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | 11.84 | -0.13 | + |
| 2023 | 921.46 | 14.63 | 0.02 | - |
| 2024 | 85.41 | 13.85 | 0.16 | - |
| 2025 | -8.87 | -3.77 | 0.43 | + |
| Metric | 12291001:solusd:triple_med_gx:lsma105_110 | 12291001:SOLUSD |
|---|---|---|
| MTD | 0.73% | 11.11% |
| 3M | -2.19% | 36.47% |
| 6M | -7.78% | -8.22% |
| YTD | -3.77% | -8.87% |
| 1Y | 1.65% | 7.09% |
| 3Y (ann.) | 7.71% | 63.14% |
| 5Y (ann.) | 10.54% | 20.49% |
| Metric | 12291001:solusd:triple_med_gx:lsma105_110 | 12291001:SOLUSD |
|---|---|---|
| Max Drawdown | -12.18% | -93.44% |
| Longest DD Days | 549.0 | 703.0 |
| Avg. Drawdown | -1.93% | -12.93% |
| Avg. Drawdown Days | 42.0 | 47.0 |
| Recovery Factor | 3.32 | 0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-19 | 2023-10-20 | -12.18 | 549 |
| 2025-02-06 | 2025-07-17 | -8.62 | 160 |
| 2024-10-18 | 2024-11-27 | -4.34 | 39 |
| 2022-03-12 | 2022-03-15 | -4.29 | 3 |
| 2022-03-18 | 2022-03-18 | -2.08 | 0 |
| 2024-05-03 | 2024-05-03 | -1.92 | 0 |
| 2024-02-11 | 2024-02-12 | -1.83 | 1 |
| 2024-08-17 | 2024-10-11 | -0.67 | 55 |
| 2022-03-18 | 2022-04-18 | -0.57 | 30 |
| 2024-10-11 | 2024-10-18 | -0.37 | 6 |
| Metric | 12291001:solusd:triple_med_gx:lsma105_110 | 12291001:SOLUSD |
|---|---|---|
| Best Day | 9.38% | 30.09% |
| Worst Day | -6.5% | -26.94% |
| Best Week | 11.34% | 43.67% |
| Worst Week | -9.73% | -51.66% |
| Best Month | 17.35% | 140.02% |
| Worst Month | -9.73% | -56.44% |
| Best Year | 14.63% | 921.46% |
| Worst Year | -3.77% | -89.1% |
| Avg. Up Day | 1.91% | 1.98% |
| Avg. Down Day | -1.19% | -1.43% |
| Avg. Up Week | 3.52% | 9.33% |
| Avg. Down Week | -2.44% | -8.41% |
| Avg. Up Month | 4.93% | 32.05% |
| Avg. Down Month | -4.7% | -25.99% |
| Win Days % | 41.96% | 50.14% |
| Win Month % | 61.54% | 52.38% |
| Win Week % | 53.66% | 47.22% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 50.0% |