| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 325.82% | 44.63% |
| Max Drawdown | -26.12% | -93.44% |
| Sharpe | 0.74 | 0.31 |
| Sortino | 1.29 | 0.46 |
| Payoff Ratio | 1.36 | 1.25 |
| Profit Factor | 1.4 | 1.05 |
| Common Sense Ratio | 3.35 | 1.08 |
| CPC Index | 0.94 | 0.66 |
| Tail Ratio | 2.39 | 1.03 |
| Outlier Win Ratio | 41.68 | 3.1 |
| Outlier Loss Ratio | 3.51 | 2.72 |
| Volatility (ann.) | 17.83% | 51.57% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.28 | 0.14 |
| Skew | 4.0 | 0.46 |
| Kurtosis | 75.21 | 11.06 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.89% | 0.98% |
| Expected Yearly % | 43.65% | 9.67% |
| Kelly Criterion | 11.7% | 10.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -4.4% |
| Expected Shortfall (cVaR) | -1.5% | -4.4% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 72.27 | -0.80 | + |
| 2023 | 921.46 | 59.32 | 0.06 | - |
| 2024 | 85.41 | -0.53 | -0.01 | - |
| 2025 | -24.04 | 55.98 | -2.33 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 10.41% | -3.15% |
| 3M | 55.98% | -20.48% |
| 6M | 87.56% | -4.03% |
| YTD | 55.98% | -24.04% |
| 1Y | 61.8% | -16.95% |
| 3Y (ann.) | 58.38% | 14.76% |
| 5Y (ann.) | 59.61% | 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 | -5.19% | -13.16% |
| Avg. Drawdown Days | 26.0 | 43.0 |
| Recovery Factor | 12.47 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-16 | -26.12 | 166 |
| 2022-12-14 | 2023-10-23 | -20.79 | 312 |
| 2022-07-08 | 2022-07-28 | -15.28 | 19 |
| 2022-03-19 | 2022-06-19 | -14.23 | 92 |
| 2022-02-18 | 2022-02-28 | -12.78 | 10 |
| 2024-03-26 | 2024-07-15 | -12.25 | 111 |
| 2023-11-25 | 2024-03-25 | -10.51 | 121 |
| 2022-09-24 | 2022-09-27 | -6.77 | 2 |
| 2022-11-10 | 2022-11-10 | -6.21 | 0 |
| 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 | -12.47% | -51.66% |
| Best Month | 41.67% | 140.02% |
| Worst Month | -18.31% | -56.44% |
| Best Year | 72.27% | 921.46% |
| Worst Year | -0.53% | -89.95% |
| Avg. Up Day | 2.01% | 2.09% |
| Avg. Down Day | -1.48% | -1.67% |
| Avg. Up Week | 8.13% | 14.87% |
| Avg. Down Week | -3.75% | -7.86% |
| Avg. Up Month | 11.08% | 27.57% |
| Avg. Down Month | -5.05% | -18.39% |
| Win Days % | 49.06% | 50.24% |
| Win Month % | 63.33% | 50.0% |
| Win Week % | 57.38% | 46.39% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |