| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 240.83% | 44.63% |
| Max Drawdown | -28.91% | -93.44% |
| Sharpe | 0.67 | 0.31 |
| Sortino | 1.16 | 0.46 |
| Payoff Ratio | 1.28 | 1.2 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 3.1 | 1.08 |
| CPC Index | 0.87 | 0.64 |
| Tail Ratio | 2.29 | 1.03 |
| Outlier Win Ratio | 43.67 | 3.01 |
| Outlier Loss Ratio | 3.49 | 2.65 |
| Volatility (ann.) | 16.91% | 51.57% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.68 | 0.14 |
| Skew | 4.91 | 0.46 |
| Kurtosis | 102.43 | 11.06 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.28% | 0.98% |
| Expected Yearly % | 35.87% | 9.67% |
| Kelly Criterion | 11.02% | 8.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -4.4% |
| Expected Shortfall (cVaR) | -1.42% | -4.4% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 58.43 | -0.65 | + |
| 2023 | 921.46 | 30.54 | 0.03 | - |
| 2024 | 85.41 | 7.43 | 0.09 | - |
| 2025 | -24.04 | 53.40 | -2.22 | + |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| MTD | 10.79% | -3.15% |
| 3M | 53.4% | -20.48% |
| 6M | 86.42% | -4.03% |
| YTD | 53.4% | -24.04% |
| 1Y | 80.62% | -16.95% |
| 3Y (ann.) | 45.4% | 14.76% |
| 5Y (ann.) | 48.55% | 12.65% |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Max Drawdown | -28.91% | -93.44% |
| Longest DD Days | 343.0 | 703.0 |
| Avg. Drawdown | -5.19% | -13.16% |
| Avg. Drawdown Days | 23.0 | 43.0 |
| Recovery Factor | 8.33 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -28.91 | 166 |
| 2022-12-14 | 2023-11-22 | -22.89 | 343 |
| 2024-01-05 | 2024-03-25 | -14.63 | 79 |
| 2022-06-06 | 2022-06-14 | -13.27 | 7 |
| 2022-04-10 | 2022-06-06 | -13.12 | 56 |
| 2022-06-21 | 2022-07-28 | -12.75 | 36 |
| 2022-02-17 | 2022-03-02 | -11.13 | 12 |
| 2022-09-24 | 2022-11-10 | -10.16 | 47 |
| 2024-05-10 | 2024-06-04 | -8.37 | 25 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 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 | 36.53% | 140.02% |
| Worst Month | -21.33% | -56.44% |
| Best Year | 58.43% | 921.46% |
| Worst Year | 7.43% | -89.95% |
| Avg. Up Day | 1.86% | 2.0% |
| Avg. Down Day | -1.45% | -1.66% |
| Avg. Up Week | 7.01% | 12.93% |
| Avg. Down Week | -4.23% | -7.18% |
| Avg. Up Month | 9.52% | 37.59% |
| Avg. Down Month | -10.72% | -18.01% |
| Win Days % | 50.0% | 50.24% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 57.81% | 46.39% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |