| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 272.27% | 44.63% |
| Max Drawdown | -28.91% | -93.44% |
| Sharpe | 0.68 | 0.31 |
| Sortino | 1.18 | 0.46 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 2.58 | 1.08 |
| CPC Index | 0.85 | 0.64 |
| Tail Ratio | 1.93 | 1.03 |
| Outlier Win Ratio | 40.16 | 3.1 |
| Outlier Loss Ratio | 3.54 | 2.72 |
| Volatility (ann.) | 17.79% | 51.57% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.83 | 0.14 |
| Skew | 4.31 | 0.46 |
| Kurtosis | 86.04 | 11.06 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.52% | 0.98% |
| Expected Yearly % | 38.9% | 9.67% |
| Kelly Criterion | 10.65% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -4.4% |
| Expected Shortfall (cVaR) | -1.5% | -4.4% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 32.00 | -0.36 | + |
| 2023 | 921.46 | 48.16 | 0.05 | - |
| 2024 | 85.41 | 13.31 | 0.16 | - |
| 2025 | -24.04 | 67.98 | -2.83 | + |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| MTD | 10.79% | -3.15% |
| 3M | 67.98% | -20.48% |
| 6M | 117.18% | -4.03% |
| YTD | 67.98% | -24.04% |
| 1Y | 114.06% | -16.95% |
| 3Y (ann.) | 55.89% | 14.76% |
| 5Y (ann.) | 52.84% | 12.65% |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Max Drawdown | -28.91% | -93.44% |
| Longest DD Days | 309.0 | 703.0 |
| Avg. Drawdown | -6.15% | -13.16% |
| Avg. Drawdown Days | 29.0 | 43.0 |
| Recovery Factor | 9.42 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-10 | -28.91 | 100 |
| 2022-12-14 | 2023-10-20 | -21.36 | 309 |
| 2023-11-25 | 2024-03-28 | -17.26 | 124 |
| 2022-02-17 | 2022-03-19 | -16.85 | 30 |
| 2022-06-21 | 2022-07-28 | -15.77 | 36 |
| 2022-06-06 | 2022-06-14 | -13.27 | 7 |
| 2022-04-10 | 2022-06-06 | -13.12 | 56 |
| 2022-09-24 | 2022-11-10 | -11.52 | 47 |
| 2024-05-10 | 2024-07-16 | -9.43 | 67 |
| 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 | 38.62% | 140.02% |
| Worst Month | -21.33% | -56.44% |
| Best Year | 67.98% | 921.46% |
| Worst Year | 13.31% | -89.95% |
| Avg. Up Day | 1.87% | 2.0% |
| Avg. Down Day | -1.46% | -1.65% |
| Avg. Up Week | 8.18% | 12.47% |
| Avg. Down Week | -4.64% | -7.4% |
| Avg. Up Month | 11.5% | 37.31% |
| Avg. Down Month | -9.08% | -18.44% |
| Win Days % | 49.84% | 50.24% |
| Win Month % | 67.74% | 50.0% |
| Win Week % | 57.58% | 46.39% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |