| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 16.75% | -14.07% |
| Max Drawdown | -23.79% | -58.89% |
| Sharpe | 0.47 | 0.12 |
| Sortino | 0.7 | 0.17 |
| Payoff Ratio | 1.0 | 0.91 |
| Profit Factor | 1.24 | 1.02 |
| Common Sense Ratio | 4.07 | 1.04 |
| CPC Index | 0.64 | 0.46 |
| Tail Ratio | 3.29 | 1.02 |
| Outlier Win Ratio | 50.81 | 2.53 |
| Outlier Loss Ratio | 3.43 | 2.56 |
| Volatility (ann.) | 11.41% | 44.76% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.88 | -0.29 |
| Skew | 0.04 | 0.62 |
| Kurtosis | 45.05 | 8.48 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.56% | -1.5% |
| Expected Yearly % | 8.05% | -7.3% |
| Kelly Criterion | 3.76% | -6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -3.84% |
| Expected Shortfall (cVaR) | -0.97% | -3.84% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -11.25 | -0.86 | - |
| 2025 | -24.04 | 31.55 | -1.31 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 8.12% | -3.15% |
| 3M | 31.55% | -20.48% |
| 6M | 35.66% | -4.03% |
| YTD | 31.55% | -24.04% |
| 1Y | 16.75% | -14.07% |
| 3Y (ann.) | 21.05% | -17.05% |
| 5Y (ann.) | 21.05% | -17.05% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -23.79% | -58.89% |
| Longest DD Days | 249.0 | 101.0 |
| Avg. Drawdown | -6.24% | -11.63% |
| Avg. Drawdown Days | 58.0 | 17.0 |
| Recovery Factor | 0.7 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-03-23 | -23.79 | 249 |
| 2024-06-01 | 2024-07-14 | -3.24 | 43 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| 2025-03-23 | 2025-03-24 | -1.46 | 0 |
| 2024-07-15 | 2024-07-15 | -0.25 | 0 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 5.78% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 19.07% | 21.25% |
| Worst Week | -6.63% | -17.1% |
| Best Month | 19.07% | 41.15% |
| Worst Month | -18.0% | -36.08% |
| Best Year | 31.55% | 13.13% |
| Worst Year | -11.25% | -24.04% |
| Avg. Up Day | 1.35% | 1.44% |
| Avg. Down Day | -1.35% | -1.58% |
| Avg. Up Week | 8.5% | 12.56% |
| Avg. Down Week | -5.18% | -9.69% |
| Avg. Up Month | 11.37% | 16.78% |
| Avg. Down Month | -9.92% | -16.74% |
| Win Days % | 51.91% | 49.41% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 60.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |