| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 65.34% | -17.2% |
| Max Drawdown | -24.53% | -54.18% |
| Sharpe | 1.87 | 0.19 |
| Sortino | 4.44 | 0.28 |
| Payoff Ratio | 1.94 | 1.31 |
| Profit Factor | 2.17 | 1.03 |
| Common Sense Ratio | 8.73 | 0.95 |
| CPC Index | 2.26 | 0.64 |
| Tail Ratio | 4.03 | 0.93 |
| Outlier Win Ratio | 29.93 | 3.12 |
| Outlier Loss Ratio | 3.8 | 2.37 |
| Volatility (ann.) | 36.4% | 90.42% |
| R^2 | 0.15 | 0.15 |
| Calmar | 3.5 | -0.38 |
| Skew | 4.84 | 0.35 |
| Kurtosis | 40.9 | 3.25 |
| Expected Daily % | 0.17% | -0.06% |
| Expected Monthly % | 5.16% | -1.87% |
| Expected Yearly % | 28.58% | -9.0% |
| Kelly Criterion | 30.04% | 7.07% |
| 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 | 3.21 | 0.25 | - |
| 2025 | -26.58 | 60.19 | -2.26 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 6.25% | 8.0% |
| 3M | 60.19% | -30.61% |
| 6M | 102.6% | -5.31% |
| YTD | 60.19% | -26.58% |
| 1Y | 65.34% | -17.2% |
| 3Y (ann.) | 85.9% | -20.76% |
| 5Y (ann.) | 85.9% | -20.76% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -24.53% | -54.18% |
| Longest DD Days | 120.0 | 101.0 |
| Avg. Drawdown | -6.21% | -15.78% |
| Avg. Drawdown Days | 38.0 | 26.0 |
| Recovery Factor | 2.66 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-30 | -24.53 | 120 |
| 2025-02-03 | 2025-02-04 | -4.98 | 1 |
| 2024-12-01 | 2025-01-16 | -3.60 | 46 |
| 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 | 17.78% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -12.03% | -26.95% |
| Best Month | 44.66% | 39.21% |
| Worst Month | -16.97% | -46.12% |
| Best Year | 60.19% | 12.78% |
| Worst Year | 3.21% | -26.58% |
| Avg. Up Day | 4.01% | 4.39% |
| Avg. Down Day | -2.07% | -3.35% |
| Avg. Up Week | 11.18% | 13.14% |
| Avg. Down Week | -4.6% | -5.95% |
| Avg. Up Month | 17.84% | 23.43% |
| Avg. Down Month | -7.47% | -21.56% |
| Win Days % | 53.85% | 47.3% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 55.56% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |