| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 271.28% | 44.63% |
| Max Drawdown | -26.12% | -93.44% |
| Sharpe | 0.7 | 0.31 |
| Sortino | 1.21 | 0.46 |
| Payoff Ratio | 1.38 | 1.26 |
| Profit Factor | 1.38 | 1.05 |
| Common Sense Ratio | 3.01 | 1.08 |
| CPC Index | 0.92 | 0.67 |
| Tail Ratio | 2.18 | 1.03 |
| Outlier Win Ratio | 44.39 | 3.08 |
| Outlier Loss Ratio | 3.55 | 2.69 |
| Volatility (ann.) | 17.33% | 51.57% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.02 | 0.14 |
| Skew | 4.18 | 0.46 |
| Kurtosis | 81.64 | 11.06 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.51% | 0.98% |
| Expected Yearly % | 38.81% | 9.67% |
| Kelly Criterion | 10.76% | 10.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -4.4% |
| Expected Shortfall (cVaR) | -1.46% | -4.4% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 55.69 | -0.62 | + |
| 2023 | 921.46 | 60.09 | 0.07 | - |
| 2024 | 85.41 | 0.96 | 0.01 | - |
| 2025 | -24.04 | 47.54 | -1.98 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 10.41% | -3.15% |
| 3M | 47.54% | -20.48% |
| 6M | 80.27% | -4.03% |
| YTD | 47.54% | -24.04% |
| 1Y | 55.35% | -16.95% |
| 3Y (ann.) | 51.91% | 14.76% |
| 5Y (ann.) | 52.71% | 12.65% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -26.12% | -93.44% |
| Longest DD Days | 312.0 | 703.0 |
| Avg. Drawdown | -5.61% | -13.16% |
| Avg. Drawdown Days | 30.0 | 43.0 |
| Recovery Factor | 10.38 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -26.12 | 166 |
| 2022-12-14 | 2023-10-23 | -21.54 | 312 |
| 2022-02-18 | 2022-03-18 | -14.14 | 28 |
| 2022-06-06 | 2022-06-19 | -13.27 | 13 |
| 2022-04-10 | 2022-06-06 | -13.12 | 56 |
| 2024-03-26 | 2024-07-15 | -12.55 | 111 |
| 2022-07-08 | 2022-07-27 | -10.92 | 19 |
| 2023-11-25 | 2024-03-25 | -10.51 | 121 |
| 2022-09-24 | 2022-11-10 | -10.22 | 47 |
| 2022-06-20 | 2022-06-20 | -5.36 | 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 | 34.01% | 140.02% |
| Worst Month | -18.31% | -56.44% |
| Best Year | 60.09% | 921.46% |
| Worst Year | 0.96% | -89.95% |
| Avg. Up Day | 2.02% | 2.1% |
| Avg. Down Day | -1.46% | -1.66% |
| Avg. Up Week | 7.61% | 14.32% |
| Avg. Down Week | -3.58% | -7.77% |
| Avg. Up Month | 9.94% | 27.57% |
| Avg. Down Month | -5.23% | -18.39% |
| Win Days % | 48.2% | 50.24% |
| Win Month % | 63.33% | 50.0% |
| Win Week % | 59.02% | 46.39% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |