| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 519.04% | 44.63% |
| Max Drawdown | -28.91% | -93.44% |
| Sharpe | 0.81 | 0.31 |
| Sortino | 1.41 | 0.46 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 1.97 | 1.08 |
| CPC Index | 0.85 | 0.63 |
| Tail Ratio | 1.46 | 1.03 |
| Outlier Win Ratio | 30.68 | 3.28 |
| Outlier Loss Ratio | 3.52 | 2.81 |
| Volatility (ann.) | 20.64% | 51.57% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.77 | 0.14 |
| Skew | 3.52 | 0.46 |
| Kurtosis | 55.49 | 11.06 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.91% | 0.98% |
| Expected Yearly % | 57.74% | 9.67% |
| Kelly Criterion | 11.52% | 8.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -4.4% |
| Expected Shortfall (cVaR) | -1.73% | -4.4% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 99.68 | -1.11 | + |
| 2023 | 921.46 | 62.87 | 0.07 | - |
| 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 | 111.19% | -4.03% |
| YTD | 67.98% | -24.04% |
| 1Y | 116.3% | -16.95% |
| 3Y (ann.) | 76.82% | 14.76% |
| 5Y (ann.) | 80.1% | 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 | -5.34% | -13.16% |
| Avg. Drawdown Days | 21.0 | 43.0 |
| Recovery Factor | 17.95 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-11 | -28.91 | 101 |
| 2022-12-14 | 2023-10-21 | -26.72 | 310 |
| 2023-11-25 | 2024-03-29 | -18.12 | 125 |
| 2022-02-17 | 2022-03-16 | -17.11 | 27 |
| 2022-06-21 | 2022-07-16 | -16.37 | 24 |
| 2022-04-10 | 2022-06-15 | -14.88 | 66 |
| 2024-05-10 | 2024-07-15 | -8.37 | 66 |
| 2022-09-27 | 2022-11-10 | -8.37 | 44 |
| 2024-11-12 | 2025-01-15 | -7.92 | 64 |
| 2022-09-24 | 2022-09-27 | -6.77 | 2 |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -7.61% | -26.94% |
| Best Week | 22.45% | 43.67% |
| Worst Week | -12.17% | -51.66% |
| Best Month | 38.62% | 140.02% |
| Worst Month | -21.33% | -56.44% |
| Best Year | 99.68% | 921.46% |
| Worst Year | 13.31% | -89.95% |
| Avg. Up Day | 1.87% | 1.96% |
| Avg. Down Day | -1.5% | -1.65% |
| Avg. Up Week | 9.59% | 13.08% |
| Avg. Down Week | -4.73% | -7.68% |
| Avg. Up Month | 15.54% | 37.31% |
| Avg. Down Month | -10.22% | -18.44% |
| Win Days % | 50.94% | 50.24% |
| Win Month % | 69.7% | 50.0% |
| Win Week % | 59.42% | 46.39% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |