| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 90.36% | -17.2% |
| Max Drawdown | -25.33% | -54.18% |
| Sharpe | 2.25 | 0.19 |
| Sortino | 5.48 | 0.28 |
| Payoff Ratio | 2.32 | 1.16 |
| Profit Factor | 2.35 | 1.03 |
| Common Sense Ratio | 6.39 | 0.95 |
| CPC Index | 2.59 | 0.57 |
| Tail Ratio | 2.71 | 0.93 |
| Outlier Win Ratio | 24.68 | 3.12 |
| Outlier Loss Ratio | 4.32 | 2.27 |
| Volatility (ann.) | 38.3% | 90.42% |
| R^2 | 0.14 | 0.14 |
| Calmar | 4.78 | -0.38 |
| Skew | 4.3 | 0.35 |
| Kurtosis | 33.34 | 3.25 |
| Expected Daily % | 0.22% | -0.06% |
| Expected Monthly % | 6.65% | -1.87% |
| Expected Yearly % | 37.97% | -9.0% |
| Kelly Criterion | 24.82% | 1.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.06% | -7.74% |
| Expected Shortfall (cVaR) | -3.06% | -7.74% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 8.37 | 0.66 | - |
| 2025 | -26.58 | 75.65 | -2.85 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 8.31% | 8.0% |
| 3M | 75.65% | -30.61% |
| 6M | 109.21% | -5.31% |
| YTD | 75.65% | -26.58% |
| 1Y | 90.36% | -17.2% |
| 3Y (ann.) | 121.18% | -20.76% |
| 5Y (ann.) | 121.18% | -20.76% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -25.33% | -54.18% |
| Longest DD Days | 167.0 | 101.0 |
| Avg. Drawdown | -7.13% | -15.78% |
| Avg. Drawdown Days | 43.0 | 26.0 |
| Recovery Factor | 3.57 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-16 | -25.33 | 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 | 17.78% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 34.26% | 25.06% |
| Worst Week | -12.03% | -26.95% |
| Best Month | 58.7% | 39.21% |
| Worst Month | -18.05% | -46.12% |
| Best Year | 75.65% | 12.78% |
| Worst Year | 8.37% | -26.58% |
| Avg. Up Day | 4.25% | 4.27% |
| Avg. Down Day | -1.83% | -3.67% |
| Avg. Up Week | 16.27% | 15.14% |
| Avg. Down Week | -4.95% | -4.61% |
| Avg. Up Month | 27.53% | 26.39% |
| Avg. Down Month | -7.83% | -21.56% |
| Win Days % | 47.46% | 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% |