| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 510.84% | 103.59% |
| Max Drawdown | -28.57% | -93.44% |
| Sharpe | 0.73 | 0.35 |
| Sortino | 1.25 | 0.51 |
| Payoff Ratio | 1.33 | 1.25 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.92 | 1.06 |
| CPC Index | 0.86 | 0.66 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 32.7 | 3.18 |
| Outlier Loss Ratio | 3.49 | 2.8 |
| Volatility (ann.) | 19.38% | 49.77% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.24 | 0.23 |
| Skew | 3.17 | 0.47 |
| Kurtosis | 52.36 | 11.23 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.1% | 1.59% |
| Expected Yearly % | 57.21% | 19.45% |
| Kelly Criterion | 10.28% | 10.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.24% |
| Expected Shortfall (cVaR) | -1.63% | -4.24% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 73.92 | -0.82 | + |
| 2023 | 921.46 | 62.80 | 0.07 | - |
| 2024 | 85.41 | 33.90 | 0.40 | - |
| 2025 | 6.92 | 61.12 | 8.84 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -3.39% | 24.43% |
| 6M | 11.41% | 56.02% |
| YTD | 61.12% | 6.92% |
| 1Y | 126.55% | 36.69% |
| 3Y (ann.) | 52.02% | 87.68% |
| 5Y (ann.) | 64.01% | 21.46% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -28.57% | -93.44% |
| Longest DD Days | 330.0 | 703.0 |
| Avg. Drawdown | -5.57% | -13.4% |
| Avg. Drawdown Days | 26.0 | 51.0 |
| Recovery Factor | 17.88 | 1.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-11-10 | -28.57 | 330 |
| 2024-08-02 | 2024-11-10 | -26.11 | 100 |
| 2025-04-04 | 2025-05-10 | -18.54 | 36 |
| 2022-03-19 | 2022-06-20 | -17.85 | 92 |
| 2025-05-14 | 2025-10-14 | -15.88 | 153 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-02-18 | 2022-02-28 | -14.50 | 10 |
| 2022-09-27 | 2022-11-10 | -11.77 | 44 |
| 2024-05-10 | 2024-07-15 | -10.83 | 66 |
| 2025-01-19 | 2025-03-24 | -10.47 | 63 |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -14.32% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -17.48% | -56.44% |
| Best Year | 73.92% | 921.46% |
| Worst Year | 33.9% | -89.95% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.45% | -1.55% |
| Avg. Up Week | 7.83% | 13.43% |
| Avg. Down Week | -4.07% | -6.95% |
| Avg. Up Month | 14.67% | 24.92% |
| Avg. Down Month | -5.46% | -16.34% |
| Win Days % | 48.72% | 50.2% |
| Win Month % | 60.53% | 53.33% |
| Win Week % | 58.75% | 48.21% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |