| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 166.44% | 69.59% |
| Max Drawdown | -25.82% | -93.44% |
| Sharpe | 0.58 | 0.34 |
| Sortino | 0.99 | 0.5 |
| Payoff Ratio | 1.42 | 1.37 |
| Profit Factor | 1.37 | 1.05 |
| Common Sense Ratio | 0.0 | 1.09 |
| CPC Index | 0.91 | 0.73 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 53.65 | 2.95 |
| Outlier Loss Ratio | 3.39 | 2.5 |
| Volatility (ann.) | 16.14% | 51.52% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.47 | 0.2 |
| Skew | 4.32 | 0.47 |
| Kurtosis | 120.51 | 11.29 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.68% | 1.44% |
| Expected Yearly % | 27.76% | 14.12% |
| Kelly Criterion | 9.93% | 14.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -4.39% |
| Expected Shortfall (cVaR) | -1.36% | -4.39% |
| Year | 12246558:SOLUSD | 12246558:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 0.44 | -0.01 | + |
| 2023 | 921.46 | 45.77 | 0.05 | - |
| 2024 | 85.41 | 73.78 | 0.86 | - |
| 2025 | -24.04 | 4.72 | -0.20 | + |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.15% |
| 3M | 4.72% | -20.48% |
| 6M | 34.73% | -4.03% |
| YTD | 4.72% | -24.04% |
| 1Y | 61.3% | -16.95% |
| 3Y (ann.) | 38.89% | 14.76% |
| 5Y (ann.) | 37.9% | 18.91% |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Max Drawdown | -25.82% | -93.44% |
| Longest DD Days | 304.0 | 703.0 |
| Avg. Drawdown | -4.74% | -11.3% |
| Avg. Drawdown Days | 29.0 | 38.0 |
| Recovery Factor | 6.45 | 0.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-05 | -25.82 | 106 |
| 2025-01-19 | 2025-03-24 | -21.73 | 63 |
| 2022-03-19 | 2022-07-30 | -20.74 | 132 |
| 2024-01-09 | 2024-02-29 | -14.12 | 51 |
| 2022-08-08 | 2023-06-09 | -12.91 | 304 |
| 2024-04-01 | 2024-05-15 | -11.09 | 44 |
| 2023-10-21 | 2024-01-08 | -7.65 | 78 |
| 2024-03-01 | 2024-03-25 | -6.60 | 23 |
| 2022-03-13 | 2022-03-18 | -4.17 | 5 |
| 2024-11-29 | 2025-01-18 | -4.02 | 49 |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 22.96% | 43.67% |
| Worst Week | -10.87% | -51.66% |
| Best Month | 21.84% | 140.02% |
| Worst Month | -8.94% | -56.44% |
| Best Year | 73.78% | 921.46% |
| Worst Year | 0.44% | -88.21% |
| Avg. Up Day | 2.03% | 2.25% |
| Avg. Down Day | -1.43% | -1.64% |
| Avg. Up Week | 8.01% | 13.48% |
| Avg. Down Week | -4.85% | -8.34% |
| Avg. Up Month | 8.33% | 34.53% |
| Avg. Down Month | -6.06% | -25.45% |
| Win Days % | 47.22% | 50.32% |
| Win Month % | 70.0% | 48.65% |
| Win Week % | 63.27% | 46.63% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |