| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 283.31% | 44.63% |
| Max Drawdown | -28.68% | -93.44% |
| Sharpe | 0.73 | 0.31 |
| Sortino | 1.3 | 0.46 |
| Payoff Ratio | 1.45 | 1.32 |
| Profit Factor | 1.42 | 1.05 |
| Common Sense Ratio | 1.77 | 1.08 |
| CPC Index | 0.98 | 0.69 |
| Tail Ratio | 1.24 | 1.03 |
| Outlier Win Ratio | 46.77 | 3.06 |
| Outlier Loss Ratio | 3.55 | 2.61 |
| Volatility (ann.) | 16.79% | 51.57% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.89 | 0.14 |
| Skew | 4.66 | 0.46 |
| Kurtosis | 90.9 | 11.06 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.6% | 0.98% |
| Expected Yearly % | 39.92% | 9.67% |
| Kelly Criterion | 11.52% | 12.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -4.4% |
| Expected Shortfall (cVaR) | -1.41% | -4.4% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 65.05 | -0.72 | + |
| 2023 | 921.46 | 72.01 | 0.08 | - |
| 2024 | 85.41 | 1.95 | 0.02 | - |
| 2025 | -24.04 | 32.43 | -1.35 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 10.41% | -3.15% |
| 3M | 32.43% | -20.48% |
| 6M | 70.36% | -4.03% |
| YTD | 32.43% | -24.04% |
| 1Y | 38.12% | -16.95% |
| 3Y (ann.) | 51.99% | 14.76% |
| 5Y (ann.) | 54.29% | 12.65% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -28.68% | -93.44% |
| Longest DD Days | 305.0 | 703.0 |
| Avg. Drawdown | -4.73% | -13.16% |
| Avg. Drawdown Days | 30.0 | 43.0 |
| Recovery Factor | 9.88 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-01-15 | -28.68 | 295 |
| 2022-12-14 | 2023-10-16 | -19.33 | 305 |
| 2022-03-19 | 2022-06-19 | -16.00 | 92 |
| 2022-09-24 | 2022-11-10 | -12.72 | 47 |
| 2023-11-25 | 2024-03-24 | -8.58 | 120 |
| 2022-02-18 | 2022-02-28 | -8.33 | 10 |
| 2022-07-08 | 2022-07-27 | -6.96 | 19 |
| 2022-07-29 | 2022-09-23 | -6.33 | 56 |
| 2022-06-20 | 2022-06-20 | -5.36 | 0 |
| 2022-06-20 | 2022-06-21 | -5.35 | 0 |
| 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 | -10.63% | -51.66% |
| Best Month | 31.98% | 140.02% |
| Worst Month | -18.31% | -56.44% |
| Best Year | 72.01% | 921.46% |
| Worst Year | 1.95% | -89.95% |
| Avg. Up Day | 2.06% | 2.14% |
| Avg. Down Day | -1.42% | -1.63% |
| Avg. Up Week | 7.39% | 13.86% |
| Avg. Down Week | -3.43% | -8.01% |
| Avg. Up Month | 9.08% | 36.1% |
| Avg. Down Month | -5.31% | -18.39% |
| Win Days % | 47.6% | 50.24% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 58.33% | 46.39% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |