| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 262.2% | 44.63% |
| Max Drawdown | -27.54% | -93.44% |
| Sharpe | 0.71 | 0.31 |
| Sortino | 1.27 | 0.46 |
| Payoff Ratio | 1.45 | 1.31 |
| Profit Factor | 1.43 | 1.05 |
| Common Sense Ratio | 0.83 | 1.08 |
| CPC Index | 0.99 | 0.69 |
| Tail Ratio | 0.58 | 1.03 |
| Outlier Win Ratio | 48.69 | 3.03 |
| Outlier Loss Ratio | 3.51 | 2.57 |
| Volatility (ann.) | 16.48% | 51.57% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.87 | 0.14 |
| Skew | 4.86 | 0.46 |
| Kurtosis | 96.98 | 11.06 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.44% | 0.98% |
| Expected Yearly % | 37.95% | 9.67% |
| Kelly Criterion | 11.77% | 12.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -4.4% |
| Expected Shortfall (cVaR) | -1.39% | -4.4% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 63.40 | -0.70 | + |
| 2023 | 921.46 | 69.21 | 0.08 | - |
| 2024 | 85.41 | 1.87 | 0.02 | - |
| 2025 | -24.04 | 28.60 | -1.19 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 10.41% | -3.15% |
| 3M | 28.6% | -20.48% |
| 6M | 62.15% | -4.03% |
| YTD | 28.6% | -24.04% |
| 1Y | 33.58% | -16.95% |
| 3Y (ann.) | 48.87% | 14.76% |
| 5Y (ann.) | 51.49% | 12.65% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -27.54% | -93.44% |
| Longest DD Days | 295.0 | 703.0 |
| Avg. Drawdown | -4.87% | -13.16% |
| Avg. Drawdown Days | 31.0 | 43.0 |
| Recovery Factor | 9.52 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-01-15 | -27.54 | 295 |
| 2022-03-19 | 2022-06-20 | -17.83 | 92 |
| 2022-12-14 | 2023-04-26 | -14.92 | 132 |
| 2022-09-24 | 2022-11-10 | -12.25 | 47 |
| 2023-04-26 | 2023-10-16 | -11.48 | 172 |
| 2023-11-25 | 2024-03-24 | -8.58 | 120 |
| 2022-02-18 | 2022-02-28 | -8.33 | 10 |
| 2023-10-18 | 2023-10-23 | -6.43 | 4 |
| 2022-07-29 | 2022-09-23 | -6.36 | 56 |
| 2022-07-08 | 2022-07-27 | -6.22 | 19 |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 26.08% | 43.67% |
| Worst Week | -10.45% | -51.66% |
| Best Month | 31.98% | 140.02% |
| Worst Month | -18.31% | -56.44% |
| Best Year | 69.21% | 921.46% |
| Worst Year | 1.87% | -89.95% |
| Avg. Up Day | 2.04% | 2.13% |
| Avg. Down Day | -1.41% | -1.63% |
| Avg. Up Week | 7.67% | 13.79% |
| Avg. Down Week | -3.12% | -7.7% |
| Avg. Up Month | 8.97% | 34.54% |
| Avg. Down Month | -5.0% | -18.39% |
| Win Days % | 47.8% | 50.24% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 56.9% | 46.39% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |