| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 165.79% | 44.63% |
| Max Drawdown | -21.41% | -93.44% |
| Sharpe | 0.6 | 0.31 |
| Sortino | 1.08 | 0.46 |
| Payoff Ratio | 1.53 | 1.34 |
| Profit Factor | 1.43 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.0 | 0.71 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 61.83 | 2.9 |
| Outlier Loss Ratio | 3.31 | 2.38 |
| Volatility (ann.) | 14.89% | 51.57% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.73 | 0.14 |
| Skew | 5.69 | 0.46 |
| Kurtosis | 132.67 | 11.06 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.61% | 0.98% |
| Expected Yearly % | 27.68% | 9.67% |
| Kelly Criterion | 10.17% | 13.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -4.4% |
| Expected Shortfall (cVaR) | -1.26% | -4.4% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 72.38 | -0.80 | + |
| 2023 | 921.46 | 39.22 | 0.04 | - |
| 2024 | 85.41 | -8.33 | -0.10 | - |
| 2025 | -24.04 | 20.80 | -0.87 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 6.2% | -3.15% |
| 3M | 20.8% | -20.48% |
| 6M | 21.4% | -4.03% |
| YTD | 20.8% | -24.04% |
| 1Y | 11.45% | -16.95% |
| 3Y (ann.) | 34.69% | 14.76% |
| 5Y (ann.) | 37.09% | 12.65% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -21.41% | -93.44% |
| Longest DD Days | 313.0 | 703.0 |
| Avg. Drawdown | -5.05% | -13.16% |
| Avg. Drawdown Days | 44.0 | 43.0 |
| Recovery Factor | 7.74 | 0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-03-24 | -21.41 | 233 |
| 2022-03-19 | 2022-06-19 | -14.77 | 92 |
| 2022-12-14 | 2023-10-23 | -13.95 | 313 |
| 2022-02-18 | 2022-02-28 | -9.76 | 10 |
| 2022-09-24 | 2022-11-10 | -9.19 | 47 |
| 2023-11-23 | 2024-03-24 | -8.21 | 122 |
| 2024-03-26 | 2024-07-15 | -7.38 | 111 |
| 2022-06-20 | 2022-07-27 | -5.69 | 36 |
| 2022-06-20 | 2022-06-20 | -5.36 | 0 |
| 2023-11-11 | 2023-11-22 | -4.03 | 11 |
| 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 | -8.94% | -51.66% |
| Best Month | 30.48% | 140.02% |
| Worst Month | -17.46% | -56.44% |
| Best Year | 72.38% | 921.46% |
| Worst Year | -8.33% | -89.95% |
| Avg. Up Day | 2.18% | 2.31% |
| Avg. Down Day | -1.43% | -1.72% |
| Avg. Up Week | 7.59% | 16.11% |
| Avg. Down Week | -3.04% | -7.62% |
| Avg. Up Month | 9.54% | 28.12% |
| Avg. Down Month | -5.06% | -16.77% |
| Win Days % | 45.72% | 50.24% |
| Win Month % | 56.67% | 50.0% |
| Win Week % | 50.88% | 46.39% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |