| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 196.2% | 46.14% |
| Max Drawdown | -28.07% | -93.26% |
| Sharpe | 1.17 | 0.64 |
| Sortino | 2.12 | 0.99 |
| Payoff Ratio | 1.43 | 1.23 |
| Profit Factor | 1.56 | 1.1 |
| Common Sense Ratio | 2.49 | 1.37 |
| CPC Index | 1.16 | 0.66 |
| Tail Ratio | 1.6 | 1.24 |
| Outlier Win Ratio | 36.34 | 2.99 |
| Outlier Loss Ratio | 3.34 | 2.49 |
| Volatility (ann.) | 34.98% | 106.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.5 | 0.14 |
| Skew | 2.88 | 0.48 |
| Kurtosis | 35.47 | 7.07 |
| Expected Daily % | 0.1% | 0.03% |
| Expected Monthly % | 2.9% | 1.0% |
| Expected Yearly % | 31.19% | 9.95% |
| Kelly Criterion | 19.15% | 6.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.9% | -8.96% |
| Expected Shortfall (cVaR) | -2.9% | -8.96% |
| Year | 12244511:SOLUSD | 12244511:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.71 | 0.49 | -0.01 | + |
| 2023 | 940.49 | 27.03 | 0.03 | - |
| 2024 | 85.92 | 55.57 | 0.65 | - |
| 2025 | -26.58 | 49.15 | -1.85 | + |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| MTD | 2.28% | 8.0% |
| 3M | 49.15% | -30.61% |
| 6M | 96.05% | -5.31% |
| YTD | 49.15% | -26.58% |
| 1Y | 132.06% | -19.94% |
| 3Y (ann.) | 45.39% | 14.99% |
| 5Y (ann.) | 42.01% | 13.04% |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Max Drawdown | -28.07% | -93.26% |
| Longest DD Days | 344.0 | 704.0 |
| Avg. Drawdown | -7.58% | -17.83% |
| Avg. Drawdown Days | 60.0 | 69.0 |
| Recovery Factor | 6.99 | 0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-16 | 2023-11-25 | -28.07 | 344 |
| 2022-02-19 | 2022-07-29 | -24.63 | 160 |
| 2024-08-03 | 2024-11-06 | -18.21 | 95 |
| 2023-11-26 | 2024-03-24 | -11.19 | 119 |
| 2024-05-13 | 2024-05-14 | -6.23 | 1 |
| 2022-09-25 | 2022-09-27 | -5.18 | 2 |
| 2024-05-15 | 2024-06-05 | -4.61 | 21 |
| 2022-07-30 | 2022-08-05 | -4.44 | 6 |
| 2024-12-01 | 2025-01-16 | -3.43 | 46 |
| 2025-03-08 | 2025-03-24 | -3.03 | 16 |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Best Day | 19.93% | 41.46% |
| Worst Day | -12.4% | -36.82% |
| Best Week | 25.11% | 42.44% |
| Worst Week | -15.07% | -46.51% |
| Best Month | 37.86% | 147.89% |
| Worst Month | -20.45% | -59.31% |
| Best Year | 55.57% | 940.49% |
| Worst Year | 0.49% | -89.71% |
| Avg. Up Day | 4.03% | 4.58% |
| Avg. Down Day | -2.83% | -3.73% |
| Avg. Up Week | 6.43% | 10.33% |
| Avg. Down Week | -5.77% | -9.37% |
| Avg. Up Month | 11.52% | 33.41% |
| Avg. Down Month | -6.95% | -13.97% |
| Win Days % | 52.49% | 48.67% |
| Win Month % | 63.64% | 47.37% |
| Win Week % | 63.33% | 54.27% |
| Win Quarter % | 61.54% | 61.54% |
| Win Year % | 100.0% | 50.0% |