| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 243.37% | 58.65% |
| Max Drawdown | -27.58% | -93.44% |
| Sharpe | 0.69 | 0.33 |
| Sortino | 1.22 | 0.49 |
| Payoff Ratio | 1.4 | 1.31 |
| Profit Factor | 1.4 | 1.05 |
| Common Sense Ratio | 0.91 | 1.08 |
| CPC Index | 0.95 | 0.7 |
| Tail Ratio | 0.65 | 1.03 |
| Outlier Win Ratio | 48.89 | 3.04 |
| Outlier Loss Ratio | 3.49 | 2.63 |
| Volatility (ann.) | 16.46% | 51.57% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.78 | 0.17 |
| Skew | 4.81 | 0.46 |
| Kurtosis | 96.71 | 11.07 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.3% | 1.22% |
| Expected Yearly % | 36.13% | 12.23% |
| Kelly Criterion | 11.25% | 12.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -4.39% |
| Expected Shortfall (cVaR) | -1.39% | -4.39% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 51.33 | -0.58 | + |
| 2023 | 921.46 | 68.79 | 0.07 | - |
| 2024 | 85.41 | 0.15 | 0.00 | - |
| 2025 | -24.04 | 34.23 | -1.42 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 10.26% | -3.15% |
| 3M | 34.23% | -20.48% |
| 6M | 69.25% | -4.03% |
| YTD | 34.23% | -24.04% |
| 1Y | 39.34% | -16.95% |
| 3Y (ann.) | 50.04% | 14.76% |
| 5Y (ann.) | 49.01% | 16.09% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -27.58% | -93.44% |
| Longest DD Days | 305.0 | 703.0 |
| Avg. Drawdown | -4.64% | -12.31% |
| Avg. Drawdown Days | 32.0 | 40.0 |
| Recovery Factor | 8.82 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-01-15 | -27.58 | 295 |
| 2022-02-21 | 2022-06-20 | -17.56 | 119 |
| 2022-12-14 | 2023-10-16 | -14.92 | 305 |
| 2022-09-24 | 2022-11-10 | -12.25 | 47 |
| 2023-11-25 | 2024-03-25 | -9.28 | 120 |
| 2022-07-29 | 2022-09-23 | -6.36 | 56 |
| 2022-07-08 | 2022-07-27 | -6.22 | 19 |
| 2022-02-19 | 2022-02-21 | -6.06 | 1 |
| 2023-10-18 | 2023-10-23 | -5.75 | 4 |
| 2022-06-20 | 2022-06-21 | -5.35 | 0 |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 26.08% | 43.67% |
| Worst Week | -10.45% | -51.66% |
| Best Month | 31.98% | 140.02% |
| Worst Month | -18.37% | -56.44% |
| Best Year | 68.79% | 921.46% |
| Worst Year | 0.15% | -88.97% |
| Avg. Up Day | 2.03% | 2.12% |
| Avg. Down Day | -1.46% | -1.61% |
| Avg. Up Week | 7.98% | 13.36% |
| Avg. Down Week | -3.03% | -6.63% |
| Avg. Up Month | 9.07% | 35.51% |
| Avg. Down Month | -5.63% | -15.86% |
| Win Days % | 48.29% | 50.28% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 58.93% | 46.39% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |