| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 286.46% | 46.14% |
| Max Drawdown | -27.33% | -93.26% |
| Sharpe | 1.38 | 0.64 |
| Sortino | 2.54 | 0.99 |
| Payoff Ratio | 1.53 | 1.38 |
| Profit Factor | 1.64 | 1.1 |
| Common Sense Ratio | 3.33 | 1.37 |
| CPC Index | 1.29 | 0.74 |
| Tail Ratio | 2.04 | 1.24 |
| Outlier Win Ratio | 32.36 | 3.03 |
| Outlier Loss Ratio | 3.71 | 2.53 |
| Volatility (ann.) | 36.25% | 106.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.0 | 0.14 |
| Skew | 2.59 | 0.48 |
| Kurtosis | 28.39 | 7.07 |
| Expected Daily % | 0.12% | 0.03% |
| Expected Monthly % | 3.62% | 1.0% |
| Expected Yearly % | 40.21% | 9.95% |
| Kelly Criterion | 19.75% | 11.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.98% | -8.96% |
| Expected Shortfall (cVaR) | -2.98% | -8.96% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.71 | 36.67 | -0.41 | + |
| 2023 | 940.49 | 49.44 | 0.05 | - |
| 2024 | 85.92 | 16.90 | 0.20 | - |
| 2025 | -26.58 | 61.87 | -2.33 | + |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| MTD | 6.75% | 8.0% |
| 3M | 61.87% | -30.61% |
| 6M | 111.42% | -5.31% |
| YTD | 61.87% | -26.58% |
| 1Y | 110.91% | -19.94% |
| 3Y (ann.) | 56.57% | 14.99% |
| 5Y (ann.) | 54.75% | 13.04% |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Max Drawdown | -27.33% | -93.26% |
| Longest DD Days | 309.0 | 704.0 |
| Avg. Drawdown | -7.9% | -17.83% |
| Avg. Drawdown Days | 52.0 | 69.0 |
| Recovery Factor | 10.48 | 0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-12 | -27.33 | 102 |
| 2022-12-16 | 2023-10-21 | -21.71 | 309 |
| 2022-06-22 | 2022-07-29 | -17.04 | 37 |
| 2023-11-26 | 2024-03-29 | -14.06 | 124 |
| 2022-02-19 | 2022-03-19 | -12.78 | 28 |
| 2022-03-21 | 2022-06-16 | -12.35 | 87 |
| 2024-05-11 | 2024-07-17 | -8.37 | 67 |
| 2024-11-13 | 2025-01-16 | -6.07 | 64 |
| 2022-09-25 | 2022-09-27 | -5.18 | 2 |
| 2022-07-30 | 2022-08-05 | -4.44 | 6 |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Best Day | 19.93% | 41.46% |
| Worst Day | -12.4% | -36.82% |
| Best Week | 22.85% | 42.44% |
| Worst Week | -15.22% | -46.51% |
| Best Month | 38.62% | 147.89% |
| Worst Month | -19.99% | -59.31% |
| Best Year | 61.87% | 940.49% |
| Worst Year | 16.9% | -89.71% |
| Avg. Up Day | 4.13% | 4.51% |
| Avg. Down Day | -2.7% | -3.27% |
| Avg. Up Week | 5.86% | 10.19% |
| Avg. Down Week | -6.29% | -8.48% |
| Avg. Up Month | 12.47% | 42.36% |
| Avg. Down Month | -10.08% | -16.33% |
| Win Days % | 51.46% | 48.67% |
| Win Month % | 69.7% | 47.37% |
| Win Week % | 69.35% | 54.27% |
| Win Quarter % | 84.62% | 61.54% |
| Win Year % | 100.0% | 50.0% |