| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 165.05% | 46.14% |
| Max Drawdown | -20.82% | -93.26% |
| Sharpe | 1.39 | 0.64 |
| Sortino | 2.97 | 0.99 |
| Payoff Ratio | 1.85 | 1.29 |
| Profit Factor | 2.0 | 1.1 |
| Common Sense Ratio | 1.06 | 1.37 |
| CPC Index | 1.84 | 0.69 |
| Tail Ratio | 0.53 | 1.24 |
| Outlier Win Ratio | 56.82 | 2.75 |
| Outlier Loss Ratio | 4.52 | 2.18 |
| Volatility (ann.) | 24.65% | 106.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.78 | 0.14 |
| Skew | 5.13 | 0.48 |
| Kurtosis | 62.13 | 7.07 |
| Expected Daily % | 0.09% | 0.03% |
| Expected Monthly % | 2.6% | 1.0% |
| Expected Yearly % | 27.59% | 9.95% |
| Kelly Criterion | 22.42% | 8.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.03% | -8.96% |
| Expected Shortfall (cVaR) | -2.03% | -8.96% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.71 | 71.91 | -0.80 | + |
| 2023 | 940.49 | 39.22 | 0.04 | - |
| 2024 | 85.92 | -8.33 | -0.10 | - |
| 2025 | -26.58 | 20.80 | -0.78 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 6.2% | 8.0% |
| 3M | 20.8% | -30.61% |
| 6M | 21.4% | -5.31% |
| YTD | 20.8% | -26.58% |
| 1Y | 11.45% | -19.94% |
| 3Y (ann.) | 34.69% | 14.99% |
| 5Y (ann.) | 37.01% | 13.04% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -20.82% | -93.26% |
| Longest DD Days | 311.0 | 704.0 |
| Avg. Drawdown | -5.64% | -17.83% |
| Avg. Drawdown Days | 79.0 | 69.0 |
| Recovery Factor | 7.93 | 0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-03-24 | -20.82 | 234 |
| 2022-03-21 | 2022-06-21 | -12.28 | 92 |
| 2022-12-16 | 2023-10-23 | -9.65 | 311 |
| 2022-02-19 | 2022-03-01 | -8.74 | 10 |
| 2023-11-24 | 2024-03-25 | -6.72 | 122 |
| 2024-03-27 | 2024-07-17 | -6.45 | 112 |
| 2022-09-25 | 2022-11-11 | -1.70 | 47 |
| 2022-07-10 | 2022-07-27 | -0.65 | 17 |
| 2022-03-18 | 2022-03-19 | -0.18 | 1 |
| 2022-07-07 | 2022-07-08 | -0.18 | 1 |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Best Day | 17.49% | 41.46% |
| Worst Day | -7.28% | -36.82% |
| Best Week | 17.28% | 42.44% |
| Worst Week | -11.97% | -46.51% |
| Best Month | 30.48% | 147.89% |
| Worst Month | -16.92% | -59.31% |
| Best Year | 71.91% | 940.49% |
| Worst Year | -8.33% | -89.71% |
| Avg. Up Day | 3.81% | 4.5% |
| Avg. Down Day | -2.05% | -3.48% |
| Avg. Up Week | 6.57% | 11.54% |
| Avg. Down Week | -3.52% | -8.9% |
| Avg. Up Month | 10.91% | 33.2% |
| Avg. Down Month | -4.94% | -15.31% |
| Win Days % | 49.59% | 48.67% |
| Win Month % | 53.33% | 47.37% |
| Win Week % | 55.56% | 54.27% |
| Win Quarter % | 69.23% | 61.54% |
| Win Year % | 75.0% | 50.0% |