| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 61.18% | -17.2% |
| Max Drawdown | -17.74% | -54.18% |
| Sharpe | 2.37 | 0.19 |
| Sortino | 6.02 | 0.28 |
| Payoff Ratio | 1.74 | 1.25 |
| Profit Factor | 3.01 | 1.03 |
| Common Sense Ratio | inf | 0.95 |
| CPC Index | 3.4 | 0.61 |
| Tail Ratio | inf | 0.93 |
| Outlier Win Ratio | 38.65 | 2.85 |
| Outlier Loss Ratio | 3.61 | 2.04 |
| Volatility (ann.) | 26.13% | 90.42% |
| R^2 | 0.13 | 0.13 |
| Calmar | 4.52 | -0.38 |
| Skew | 5.43 | 0.35 |
| Kurtosis | 55.25 | 3.25 |
| Expected Daily % | 0.16% | -0.06% |
| Expected Monthly % | 4.89% | -1.87% |
| Expected Yearly % | 26.96% | -9.0% |
| Kelly Criterion | 44.9% | 5.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.08% | -7.74% |
| Expected Shortfall (cVaR) | -2.08% | -7.74% |
| Year | 12244511:SOLUSD | 12244511:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 20.51 | 1.60 | + |
| 2025 | -26.58 | 33.75 | -1.27 | + |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| MTD | 2.28% | 8.0% |
| 3M | 33.75% | -30.61% |
| 6M | 64.21% | -5.31% |
| YTD | 33.75% | -26.58% |
| 1Y | 61.18% | -17.2% |
| 3Y (ann.) | 80.15% | -20.76% |
| 5Y (ann.) | 80.15% | -20.76% |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Max Drawdown | -17.74% | -54.18% |
| Longest DD Days | 95.0 | 101.0 |
| Avg. Drawdown | -7.29% | -15.78% |
| Avg. Drawdown Days | 52.0 | 26.0 |
| Recovery Factor | 3.45 | -0.32 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-11-06 | -17.74 | 95 |
| 2025-03-08 | 2025-03-24 | -3.03 | 16 |
| 2024-12-01 | 2025-01-16 | -1.08 | 46 |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Best Day | 15.28% | 20.8% |
| Worst Day | -5.39% | -18.74% |
| Best Week | 14.74% | 25.06% |
| Worst Week | -9.95% | -26.95% |
| Best Month | 23.62% | 39.21% |
| Worst Month | -12.79% | -46.12% |
| Best Year | 33.75% | 12.78% |
| Worst Year | 20.51% | -26.58% |
| Avg. Up Day | 3.34% | 4.67% |
| Avg. Down Day | -1.92% | -3.73% |
| Avg. Up Week | 6.89% | 11.88% |
| Avg. Down Week | -4.94% | -6.65% |
| Avg. Up Month | 12.06% | 23.43% |
| Avg. Down Month | -6.94% | -23.51% |
| Win Days % | 65.0% | 47.3% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 72.22% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |