| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 52.46% | -17.2% |
| Max Drawdown | -24.53% | -54.18% |
| Sharpe | 1.61 | 0.19 |
| Sortino | 3.75 | 0.28 |
| Payoff Ratio | 2.02 | 1.35 |
| Profit Factor | 1.95 | 1.03 |
| Common Sense Ratio | 3.76 | 0.95 |
| CPC Index | 1.93 | 0.66 |
| Tail Ratio | 1.93 | 0.93 |
| Outlier Win Ratio | 31.56 | 3.12 |
| Outlier Loss Ratio | 3.93 | 2.37 |
| Volatility (ann.) | 36.06% | 90.42% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.78 | -0.38 |
| Skew | 4.89 | 0.35 |
| Kurtosis | 41.57 | 3.25 |
| Expected Daily % | 0.14% | -0.06% |
| Expected Monthly % | 4.31% | -1.87% |
| Expected Yearly % | 23.48% | -9.0% |
| Kelly Criterion | 23.79% | 8.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.95% | -7.74% |
| Expected Shortfall (cVaR) | -2.95% | -7.74% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -2.82 | -0.22 | - |
| 2025 | -26.58 | 56.88 | -2.14 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 6.25% | 8.0% |
| 3M | 56.88% | -30.61% |
| 6M | 86.82% | -5.31% |
| YTD | 56.88% | -26.58% |
| 1Y | 52.46% | -17.2% |
| 3Y (ann.) | 68.21% | -20.76% |
| 5Y (ann.) | 68.21% | -20.76% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -24.53% | -54.18% |
| Longest DD Days | 168.0 | 101.0 |
| Avg. Drawdown | -6.73% | -15.78% |
| Avg. Drawdown Days | 46.0 | 26.0 |
| Recovery Factor | 2.14 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-17 | -24.53 | 168 |
| 2025-02-03 | 2025-02-04 | -4.98 | 1 |
| 2024-06-02 | 2024-07-16 | -1.83 | 44 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| 2025-03-08 | 2025-03-23 | -0.88 | 15 |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399: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 | 41.67% | 39.21% |
| Worst Month | -16.97% | -46.12% |
| Best Year | 56.88% | 12.78% |
| Worst Year | -2.82% | -26.58% |
| Avg. Up Day | 4.18% | 4.52% |
| Avg. Down Day | -2.07% | -3.35% |
| Avg. Up Week | 9.82% | 13.14% |
| Avg. Down Week | -4.6% | -5.95% |
| Avg. Up Month | 15.79% | 23.43% |
| Avg. Down Month | -7.47% | -21.56% |
| Win Days % | 49.02% | 47.3% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 55.56% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |