| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 168.34% | 44.63% |
| Max Drawdown | -26.96% | -93.44% |
| Sharpe | 0.56 | 0.31 |
| Sortino | 0.97 | 0.46 |
| Payoff Ratio | 1.29 | 1.21 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 2.24 | 1.08 |
| CPC Index | 0.82 | 0.64 |
| Tail Ratio | 1.72 | 1.03 |
| Outlier Win Ratio | 46.23 | 2.97 |
| Outlier Loss Ratio | 3.5 | 2.64 |
| Volatility (ann.) | 16.56% | 51.57% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.39 | 0.14 |
| Skew | 5.14 | 0.46 |
| Kurtosis | 110.64 | 11.06 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.63% | 0.98% |
| Expected Yearly % | 27.99% | 9.67% |
| Kelly Criterion | 8.99% | 9.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -4.4% |
| Expected Shortfall (cVaR) | -1.4% | -4.4% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 40.47 | -0.45 | + |
| 2023 | 921.46 | 24.17 | 0.03 | - |
| 2024 | 85.41 | 5.92 | 0.07 | - |
| 2025 | -24.04 | 45.24 | -1.88 | + |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| MTD | 10.79% | -3.15% |
| 3M | 45.24% | -20.48% |
| 6M | 75.99% | -4.03% |
| YTD | 45.24% | -24.04% |
| 1Y | 61.0% | -16.95% |
| 3Y (ann.) | 36.39% | 14.76% |
| 5Y (ann.) | 37.51% | 12.65% |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Max Drawdown | -26.96% | -93.44% |
| Longest DD Days | 470.0 | 703.0 |
| Avg. Drawdown | -5.82% | -13.16% |
| Avg. Drawdown Days | 36.0 | 43.0 |
| Recovery Factor | 6.24 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -26.96 | 166 |
| 2022-12-14 | 2024-03-28 | -25.85 | 470 |
| 2022-06-06 | 2022-06-15 | -13.27 | 9 |
| 2022-04-10 | 2022-06-06 | -13.12 | 56 |
| 2022-06-21 | 2022-07-27 | -12.19 | 36 |
| 2022-02-17 | 2022-03-16 | -11.13 | 27 |
| 2024-03-30 | 2024-07-15 | -9.25 | 107 |
| 2022-09-24 | 2022-11-10 | -8.57 | 47 |
| 2025-02-04 | 2025-03-23 | -5.70 | 47 |
| 2022-06-20 | 2022-06-21 | -5.35 | 0 |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -7.61% | -26.94% |
| Best Week | 21.53% | 43.67% |
| Worst Week | -12.17% | -51.66% |
| Best Month | 29.44% | 140.02% |
| Worst Month | -21.33% | -56.44% |
| Best Year | 45.24% | 921.46% |
| Worst Year | 5.92% | -89.95% |
| Avg. Up Day | 1.86% | 2.01% |
| Avg. Down Day | -1.44% | -1.66% |
| Avg. Up Week | 6.27% | 13.08% |
| Avg. Down Week | -4.22% | -7.04% |
| Avg. Up Month | 8.71% | 37.59% |
| Avg. Down Month | -11.5% | -18.01% |
| Win Days % | 48.74% | 50.24% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 57.81% | 46.39% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |