| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 78.34% | 59.39% |
| Max Drawdown | -28.78% | -93.44% |
| Sharpe | 0.35 | 0.33 |
| Sortino | 0.56 | 0.49 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.44 | 1.09 |
| CPC Index | 0.69 | 0.67 |
| Tail Ratio | 1.23 | 1.03 |
| Outlier Win Ratio | 43.74 | 3.05 |
| Outlier Loss Ratio | 3.39 | 2.73 |
| Volatility (ann.) | 18.07% | 51.51% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.73 | 0.18 |
| Skew | 2.72 | 0.47 |
| Kurtosis | 82.94 | 11.29 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.58% | 1.27% |
| Expected Yearly % | 15.56% | 12.36% |
| Kelly Criterion | 4.48% | 10.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.39% |
| Expected Shortfall (cVaR) | -1.54% | -4.39% |
| Year | 12246562:SOLUSD | 12246562:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | -19.97 | 0.22 | + |
| 2023 | 921.46 | 25.81 | 0.03 | - |
| 2024 | 85.41 | 70.42 | 0.82 | - |
| 2025 | -24.04 | 3.93 | -0.16 | + |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.15% |
| 3M | 3.93% | -20.48% |
| 6M | 26.81% | -4.03% |
| YTD | 3.93% | -24.04% |
| 1Y | 52.3% | -16.95% |
| 3Y (ann.) | 20.13% | 14.76% |
| 5Y (ann.) | 20.87% | 16.5% |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Max Drawdown | -28.78% | -93.44% |
| Longest DD Days | 580.0 | 703.0 |
| Avg. Drawdown | -6.83% | -11.87% |
| Avg. Drawdown Days | 43.0 | 40.0 |
| Recovery Factor | 2.72 | 0.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-19 | 2023-10-21 | -28.78 | 580 |
| 2024-06-05 | 2024-09-19 | -28.13 | 105 |
| 2025-01-19 | 2025-03-24 | -21.73 | 63 |
| 2024-03-26 | 2024-05-16 | -14.79 | 50 |
| 2024-01-11 | 2024-02-29 | -12.91 | 48 |
| 2023-10-23 | 2024-01-09 | -10.45 | 77 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2024-03-01 | 2024-03-25 | -6.50 | 23 |
| 2024-01-09 | 2024-01-11 | -5.24 | 2 |
| 2023-10-21 | 2023-10-23 | -4.77 | 1 |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 23.6% | 43.67% |
| Worst Week | -12.12% | -51.66% |
| Best Month | 23.67% | 140.02% |
| Worst Month | -15.84% | -56.44% |
| Best Year | 70.42% | 921.46% |
| Worst Year | -19.97% | -88.92% |
| Avg. Up Day | 1.95% | 2.13% |
| Avg. Down Day | -1.53% | -1.69% |
| Avg. Up Week | 8.05% | 13.73% |
| Avg. Down Week | -5.25% | -7.92% |
| Avg. Up Month | 9.08% | 31.34% |
| Avg. Down Month | -5.54% | -22.43% |
| Win Days % | 46.51% | 50.28% |
| Win Month % | 51.61% | 48.65% |
| Win Week % | 51.85% | 46.63% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |