| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 16.75% | -17.2% |
| Max Drawdown | -22.59% | -54.18% |
| Sharpe | 0.91 | 0.19 |
| Sortino | 1.53 | 0.28 |
| Payoff Ratio | 1.96 | 0.81 |
| Profit Factor | 1.44 | 1.03 |
| Common Sense Ratio | 4.05 | 0.95 |
| CPC Index | 1.15 | 0.4 |
| Tail Ratio | 2.81 | 0.93 |
| Outlier Win Ratio | 49.03 | 2.88 |
| Outlier Loss Ratio | 4.5 | 2.27 |
| Volatility (ann.) | 23.96% | 90.42% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.93 | -0.38 |
| Skew | 1.67 | 0.35 |
| Kurtosis | 24.64 | 3.25 |
| Expected Daily % | 0.05% | -0.06% |
| Expected Monthly % | 1.56% | -1.87% |
| Expected Yearly % | 8.05% | -9.0% |
| Kelly Criterion | 10.16% | -17.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.0% | -7.74% |
| Expected Shortfall (cVaR) | -2.0% | -7.74% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -11.25 | -0.88 | - |
| 2025 | -26.58 | 31.55 | -1.19 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 8.12% | 8.0% |
| 3M | 31.55% | -30.61% |
| 6M | 35.66% | -5.31% |
| YTD | 31.55% | -26.58% |
| 1Y | 16.75% | -17.2% |
| 3Y (ann.) | 21.05% | -20.76% |
| 5Y (ann.) | 21.05% | -20.76% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -22.59% | -54.18% |
| Longest DD Days | 232.0 | 101.0 |
| Avg. Drawdown | -12.21% | -15.78% |
| Avg. Drawdown Days | 138.0 | 26.0 |
| Recovery Factor | 0.74 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-03-22 | -22.59 | 232 |
| 2024-06-02 | 2024-07-15 | -1.83 | 43 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 9.69% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 19.07% | 25.06% |
| Worst Week | -12.03% | -26.95% |
| Best Month | 19.07% | 39.21% |
| Worst Month | -18.0% | -46.12% |
| Best Year | 31.55% | 12.78% |
| Worst Year | -11.25% | -26.58% |
| Avg. Up Day | 3.4% | 3.22% |
| Avg. Down Day | -1.73% | -3.95% |
| Avg. Up Week | 10.61% | 10.1% |
| Avg. Down Week | -5.2% | -5.57% |
| Avg. Up Month | 10.56% | 19.49% |
| Avg. Down Month | -9.92% | -20.94% |
| Win Days % | 40.48% | 47.3% |
| Win Month % | 55.56% | 60.0% |
| Win Week % | 42.86% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |