| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 257.28% | 58.65% |
| Max Drawdown | -34.2% | -93.44% |
| Sharpe | 0.66 | 0.33 |
| Sortino | 1.14 | 0.49 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 2.37 | 1.08 |
| CPC Index | 0.84 | 0.67 |
| Tail Ratio | 1.78 | 1.03 |
| Outlier Win Ratio | 40.79 | 3.15 |
| Outlier Loss Ratio | 3.59 | 2.74 |
| Volatility (ann.) | 17.86% | 51.57% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.49 | 0.17 |
| Skew | 3.82 | 0.46 |
| Kurtosis | 71.81 | 11.07 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.41% | 1.22% |
| Expected Yearly % | 37.48% | 12.23% |
| Kelly Criterion | 8.67% | 10.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -4.39% |
| Expected Shortfall (cVaR) | -1.51% | -4.39% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 36.27 | -0.41 | + |
| 2023 | 921.46 | 116.98 | 0.13 | - |
| 2024 | 85.41 | -20.67 | -0.24 | - |
| 2025 | -24.04 | 52.32 | -2.18 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 12.4% | -3.15% |
| 3M | 52.32% | -20.48% |
| 6M | 76.41% | -4.03% |
| YTD | 52.32% | -24.04% |
| 1Y | 58.03% | -16.95% |
| 3Y (ann.) | 48.26% | 14.76% |
| 5Y (ann.) | 50.93% | 16.09% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -34.2% | -93.44% |
| Longest DD Days | 379.0 | 703.0 |
| Avg. Drawdown | -5.58% | -12.31% |
| Avg. Drawdown Days | 25.0 | 40.0 |
| Recovery Factor | 7.52 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2025-01-18 | -34.20 | 379 |
| 2022-12-14 | 2023-10-16 | -23.84 | 306 |
| 2022-07-08 | 2022-07-28 | -17.04 | 19 |
| 2022-09-24 | 2022-11-10 | -14.00 | 47 |
| 2022-03-19 | 2022-06-06 | -13.32 | 78 |
| 2022-06-06 | 2022-06-19 | -13.27 | 12 |
| 2022-02-21 | 2022-02-28 | -12.40 | 7 |
| 2023-11-11 | 2023-11-22 | -9.65 | 11 |
| 2022-07-29 | 2022-09-23 | -8.49 | 56 |
| 2025-02-02 | 2025-02-03 | -6.84 | 1 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 23.78% | 43.67% |
| Worst Week | -9.37% | -51.66% |
| Best Month | 32.61% | 140.02% |
| Worst Month | -19.34% | -56.44% |
| Best Year | 116.98% | 921.46% |
| Worst Year | -20.67% | -88.97% |
| Avg. Up Day | 1.97% | 2.04% |
| Avg. Down Day | -1.5% | -1.62% |
| Avg. Up Week | 7.69% | 13.96% |
| Avg. Down Week | -4.05% | -6.34% |
| Avg. Up Month | 10.85% | 36.72% |
| Avg. Down Month | -7.42% | -15.7% |
| Win Days % | 48.18% | 50.28% |
| Win Month % | 65.62% | 50.0% |
| Win Week % | 60.0% | 46.39% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |