| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 236.16% | 58.65% |
| Max Drawdown | -33.26% | -93.44% |
| Sharpe | 0.62 | 0.33 |
| Sortino | 1.05 | 0.49 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.92 | 1.08 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.49 | 1.03 |
| Outlier Win Ratio | 38.73 | 3.18 |
| Outlier Loss Ratio | 3.52 | 2.76 |
| Volatility (ann.) | 18.43% | 51.57% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.44 | 0.17 |
| Skew | 3.4 | 0.46 |
| Kurtosis | 64.55 | 11.07 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.24% | 1.22% |
| Expected Yearly % | 35.41% | 12.23% |
| Kelly Criterion | 7.88% | 9.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -4.39% |
| Expected Shortfall (cVaR) | -1.56% | -4.39% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 17.38 | -0.20 | + |
| 2023 | 921.46 | 101.43 | 0.11 | - |
| 2024 | 85.41 | -16.30 | -0.19 | - |
| 2025 | -24.04 | 69.86 | -2.91 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 12.4% | -3.15% |
| 3M | 69.86% | -20.48% |
| 6M | 97.64% | -4.03% |
| YTD | 69.86% | -24.04% |
| 1Y | 85.94% | -16.95% |
| 3Y (ann.) | 51.71% | 14.76% |
| 5Y (ann.) | 47.99% | 16.09% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -33.26% | -93.44% |
| Longest DD Days | 378.0 | 703.0 |
| Avg. Drawdown | -5.86% | -12.31% |
| Avg. Drawdown Days | 33.0 | 40.0 |
| Recovery Factor | 7.1 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2025-01-17 | -33.26 | 378 |
| 2022-12-14 | 2023-10-23 | -22.84 | 312 |
| 2022-07-08 | 2022-09-24 | -21.60 | 77 |
| 2022-02-21 | 2022-06-19 | -19.18 | 118 |
| 2023-11-11 | 2023-11-22 | -9.65 | 11 |
| 2022-09-24 | 2022-11-10 | -9.41 | 47 |
| 2025-02-02 | 2025-02-03 | -6.84 | 1 |
| 2022-02-19 | 2022-02-21 | -6.06 | 1 |
| 2022-06-20 | 2022-06-20 | -5.36 | 0 |
| 2022-06-20 | 2022-06-21 | -5.35 | 0 |
| 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 | -12.47% | -51.66% |
| Best Month | 47.88% | 140.02% |
| Worst Month | -19.34% | -56.44% |
| Best Year | 101.43% | 921.46% |
| Worst Year | -16.3% | -88.97% |
| Avg. Up Day | 1.96% | 2.02% |
| Avg. Down Day | -1.54% | -1.64% |
| Avg. Up Week | 9.38% | 15.59% |
| Avg. Down Week | -4.29% | -6.6% |
| Avg. Up Month | 13.97% | 42.06% |
| Avg. Down Month | -6.53% | -16.31% |
| Win Days % | 48.36% | 50.28% |
| Win Month % | 54.55% | 50.0% |
| Win Week % | 56.92% | 46.39% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |