| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 288.82% | 44.63% |
| Max Drawdown | -28.91% | -93.44% |
| Sharpe | 0.68 | 0.31 |
| Sortino | 1.17 | 0.46 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.99 | 1.08 |
| CPC Index | 0.84 | 0.64 |
| Tail Ratio | 1.51 | 1.03 |
| Outlier Win Ratio | 37.42 | 3.15 |
| Outlier Loss Ratio | 3.54 | 2.74 |
| Volatility (ann.) | 18.65% | 51.57% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.9 | 0.14 |
| Skew | 4.04 | 0.46 |
| Kurtosis | 75.56 | 11.06 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.64% | 0.98% |
| Expected Yearly % | 40.42% | 9.67% |
| Kelly Criterion | 10.01% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.4% |
| Expected Shortfall (cVaR) | -1.57% | -4.4% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 32.50 | -0.36 | + |
| 2023 | 921.46 | 49.44 | 0.05 | - |
| 2024 | 85.41 | 16.90 | 0.20 | - |
| 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 | 119.41% | -4.03% |
| YTD | 67.98% | -24.04% |
| 1Y | 118.77% | -16.95% |
| 3Y (ann.) | 58.52% | 14.76% |
| 5Y (ann.) | 55.0% | 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 | -5.85% | -13.16% |
| Avg. Drawdown Days | 28.0 | 43.0 |
| Recovery Factor | 9.99 | 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 | -24.06 | 310 |
| 2022-06-21 | 2022-07-29 | -18.88 | 37 |
| 2023-11-25 | 2024-03-28 | -16.48 | 124 |
| 2022-03-19 | 2022-06-15 | -16.29 | 88 |
| 2022-02-17 | 2022-03-18 | -15.45 | 29 |
| 2024-05-10 | 2024-07-15 | -8.37 | 66 |
| 2024-11-12 | 2025-01-15 | -7.92 | 64 |
| 2022-09-24 | 2022-09-27 | -6.77 | 2 |
| 2022-11-10 | 2022-11-10 | -6.73 | 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 | 24.2% | 43.67% |
| Worst Week | -14.43% | -51.66% |
| Best Month | 38.62% | 140.02% |
| Worst Month | -21.33% | -56.44% |
| Best Year | 67.98% | 921.46% |
| Worst Year | 16.9% | -89.95% |
| Avg. Up Day | 1.89% | 2.0% |
| Avg. Down Day | -1.47% | -1.65% |
| Avg. Up Week | 8.65% | 13.37% |
| Avg. Down Week | -5.36% | -8.04% |
| Avg. Up Month | 12.2% | 37.31% |
| Avg. Down Month | -9.84% | -18.44% |
| Win Days % | 49.5% | 50.24% |
| Win Month % | 67.74% | 50.0% |
| Win Week % | 59.09% | 46.39% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |