| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 318.23% | 44.63% |
| Max Drawdown | -28.91% | -93.44% |
| Sharpe | 0.71 | 0.31 |
| Sortino | 1.23 | 0.46 |
| Payoff Ratio | 1.29 | 1.22 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 2.3 | 1.08 |
| CPC Index | 0.86 | 0.64 |
| Tail Ratio | 1.71 | 1.03 |
| Outlier Win Ratio | 37.93 | 3.15 |
| Outlier Loss Ratio | 3.53 | 2.74 |
| Volatility (ann.) | 18.53% | 51.57% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.03 | 0.14 |
| Skew | 4.13 | 0.46 |
| Kurtosis | 77.4 | 11.06 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.84% | 0.98% |
| Expected Yearly % | 43.01% | 9.67% |
| Kelly Criterion | 10.86% | 9.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -4.4% |
| Expected Shortfall (cVaR) | -1.56% | -4.4% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 38.75 | -0.43 | + |
| 2023 | 921.46 | 49.41 | 0.05 | - |
| 2024 | 85.41 | 20.09 | 0.24 | - |
| 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 | 115.53% | -4.03% |
| YTD | 67.98% | -24.04% |
| 1Y | 121.84% | -16.95% |
| 3Y (ann.) | 62.33% | 14.76% |
| 5Y (ann.) | 58.69% | 12.65% |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Max Drawdown | -28.91% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -5.66% | -13.16% |
| Avg. Drawdown Days | 27.0 | 43.0 |
| Recovery Factor | 11.01 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-11 | -28.91 | 100 |
| 2022-12-14 | 2023-10-21 | -25.29 | 310 |
| 2022-02-17 | 2022-03-18 | -15.45 | 29 |
| 2023-11-25 | 2024-03-25 | -15.43 | 120 |
| 2022-06-21 | 2022-07-28 | -15.28 | 36 |
| 2022-03-19 | 2022-06-14 | -14.78 | 86 |
| 2024-05-10 | 2024-07-15 | -8.37 | 66 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| 2024-11-12 | 2025-01-15 | -7.92 | 64 |
| 2022-09-24 | 2022-11-10 | -7.92 | 47 |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -7.61% | -26.94% |
| Best Week | 21.81% | 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 | 20.09% | -89.95% |
| Avg. Up Day | 1.89% | 2.01% |
| Avg. Down Day | -1.47% | -1.65% |
| Avg. Up Week | 8.78% | 13.37% |
| Avg. Down Week | -5.0% | -8.04% |
| Avg. Up Month | 11.43% | 36.8% |
| Avg. Down Month | -9.43% | -18.44% |
| Win Days % | 49.85% | 50.24% |
| Win Month % | 70.97% | 50.0% |
| Win Week % | 59.09% | 46.39% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 50.0% |