| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 102.41% | -14.07% |
| Max Drawdown | -19.21% | -58.89% |
| Sharpe | 1.52 | 0.12 |
| Sortino | 2.77 | 0.17 |
| Payoff Ratio | 1.39 | 1.18 |
| Profit Factor | 1.93 | 1.02 |
| Common Sense Ratio | 8.23 | 1.04 |
| CPC Index | 1.53 | 0.59 |
| Tail Ratio | 4.27 | 1.02 |
| Outlier Win Ratio | 33.43 | 2.82 |
| Outlier Loss Ratio | 3.6 | 2.58 |
| Volatility (ann.) | 15.02% | 44.76% |
| R^2 | 0.12 | 0.12 |
| Calmar | 7.21 | -0.29 |
| Skew | 3.06 | 0.62 |
| Kurtosis | 54.56 | 8.48 |
| Expected Daily % | 0.06% | -0.01% |
| Expected Monthly % | 7.31% | -1.5% |
| Expected Yearly % | 42.27% | -7.3% |
| Kelly Criterion | 26.04% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -3.84% |
| Expected Shortfall (cVaR) | -1.23% | -3.84% |
| Year | 12244511:SOLUSD | 12244511:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 30.76 | 2.34 | + |
| 2025 | -24.04 | 54.79 | -2.28 | + |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| MTD | 6.14% | -3.15% |
| 3M | 54.79% | -20.48% |
| 6M | 103.46% | -4.03% |
| YTD | 54.79% | -24.04% |
| 1Y | 102.41% | -14.07% |
| 3Y (ann.) | 138.57% | -17.05% |
| 5Y (ann.) | 138.57% | -17.05% |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Max Drawdown | -19.21% | -58.89% |
| Longest DD Days | 108.0 | 101.0 |
| Avg. Drawdown | -2.75% | -11.63% |
| Avg. Drawdown Days | 13.0 | 17.0 |
| Recovery Factor | 5.33 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-06 | -19.21 | 108 |
| 2025-02-04 | 2025-03-24 | -5.70 | 48 |
| 2024-11-29 | 2025-01-15 | -4.02 | 47 |
| 2024-11-28 | 2024-11-29 | -2.89 | 1 |
| 2024-07-18 | 2024-07-19 | -2.15 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-07-19 | 2024-07-20 | -1.46 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2024-06-02 | 2024-06-03 | -1.35 | 0 |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 25.51% | 21.25% |
| Worst Week | -9.55% | -17.1% |
| Best Month | 37.86% | 41.15% |
| Worst Month | -14.25% | -36.08% |
| Best Year | 54.79% | 13.13% |
| Worst Year | 30.76% | -24.04% |
| Avg. Up Day | 1.65% | 1.74% |
| Avg. Down Day | -1.19% | -1.47% |
| Avg. Up Week | 10.54% | 13.36% |
| Avg. Down Week | -3.01% | -8.92% |
| Avg. Up Month | 19.77% | 22.87% |
| Avg. Down Month | -7.33% | -20.88% |
| Win Days % | 56.97% | 49.41% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 66.67% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |