| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 65.18% | -17.2% |
| Max Drawdown | -25.88% | -54.18% |
| Sharpe | 1.85 | 0.19 |
| Sortino | 4.27 | 0.28 |
| Payoff Ratio | 2.14 | 1.16 |
| Profit Factor | 2.06 | 1.03 |
| Common Sense Ratio | 4.66 | 0.95 |
| CPC Index | 2.09 | 0.57 |
| Tail Ratio | 2.27 | 0.93 |
| Outlier Win Ratio | 27.92 | 3.12 |
| Outlier Loss Ratio | 4.12 | 2.27 |
| Volatility (ann.) | 36.9% | 90.42% |
| R^2 | 0.16 | 0.16 |
| Calmar | 3.31 | -0.38 |
| Skew | 4.53 | 0.35 |
| Kurtosis | 37.79 | 3.25 |
| Expected Daily % | 0.17% | -0.06% |
| Expected Monthly % | 5.15% | -1.87% |
| Expected Yearly % | 28.52% | -9.0% |
| Kelly Criterion | 22.79% | 1.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.99% | -7.74% |
| Expected Shortfall (cVaR) | -2.99% | -7.74% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 0.92 | 0.07 | - |
| 2025 | -26.58 | 63.68 | -2.40 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 8.31% | 8.0% |
| 3M | 63.68% | -30.61% |
| 6M | 90.44% | -5.31% |
| YTD | 63.68% | -26.58% |
| 1Y | 65.18% | -17.2% |
| 3Y (ann.) | 85.68% | -20.76% |
| 5Y (ann.) | 85.68% | -20.76% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -25.88% | -54.18% |
| Longest DD Days | 167.0 | 101.0 |
| Avg. Drawdown | -7.24% | -15.78% |
| Avg. Drawdown Days | 43.0 | 26.0 |
| Recovery Factor | 2.52 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-16 | -25.88 | 167 |
| 2025-02-02 | 2025-02-04 | -6.84 | 2 |
| 2024-06-02 | 2024-07-15 | -1.83 | 43 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| 2025-03-21 | 2025-03-22 | -0.18 | 1 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 17.57% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -12.03% | -26.95% |
| Best Month | 47.88% | 39.21% |
| Worst Month | -18.05% | -46.12% |
| Best Year | 63.68% | 12.78% |
| Worst Year | 0.92% | -26.58% |
| Avg. Up Day | 4.0% | 4.27% |
| Avg. Down Day | -1.87% | -3.67% |
| Avg. Up Week | 13.62% | 15.14% |
| Avg. Down Week | -4.95% | -4.61% |
| Avg. Up Month | 22.95% | 26.39% |
| Avg. Down Month | -7.83% | -21.56% |
| Win Days % | 47.37% | 47.3% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 47.06% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |