| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 19.02% | -17.2% |
| Max Drawdown | -25.57% | -54.18% |
| Sharpe | 0.97 | 0.19 |
| Sortino | 1.6 | 0.28 |
| Payoff Ratio | 1.74 | 1.0 |
| Profit Factor | 1.42 | 1.03 |
| Common Sense Ratio | 3.91 | 0.95 |
| CPC Index | 1.08 | 0.49 |
| Tail Ratio | 2.75 | 0.93 |
| Outlier Win Ratio | 40.44 | 2.78 |
| Outlier Loss Ratio | 4.12 | 2.27 |
| Volatility (ann.) | 25.16% | 90.42% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.94 | -0.38 |
| Skew | 1.37 | 0.35 |
| Kurtosis | 20.14 | 3.25 |
| Expected Daily % | 0.06% | -0.06% |
| Expected Monthly % | 1.76% | -1.87% |
| Expected Yearly % | 9.09% | -9.0% |
| Kelly Criterion | 11.48% | -5.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.1% | -7.74% |
| Expected Shortfall (cVaR) | -2.1% | -7.74% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -11.45 | -0.90 | - |
| 2025 | -26.58 | 34.41 | -1.29 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 8.31% | 8.0% |
| 3M | 34.41% | -30.61% |
| 6M | 41.83% | -5.31% |
| YTD | 34.41% | -26.58% |
| 1Y | 19.02% | -17.2% |
| 3Y (ann.) | 23.94% | -20.76% |
| 5Y (ann.) | 23.94% | -20.76% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -25.57% | -54.18% |
| Longest DD Days | 247.0 | 101.0 |
| Avg. Drawdown | -13.7% | -15.78% |
| Avg. Drawdown Days | 145.0 | 26.0 |
| Recovery Factor | 0.74 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2025-03-22 | -25.57 | 247 |
| 2024-06-02 | 2024-07-15 | -1.83 | 43 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 9.69% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 18.2% | 25.06% |
| Worst Week | -12.03% | -26.95% |
| Best Month | 21.44% | 39.21% |
| Worst Month | -18.05% | -46.12% |
| Best Year | 34.41% | 12.78% |
| Worst Year | -11.45% | -26.58% |
| Avg. Up Day | 3.28% | 3.88% |
| Avg. Down Day | -1.88% | -3.87% |
| Avg. Up Week | 7.8% | 12.67% |
| Avg. Down Week | -5.6% | -5.57% |
| Avg. Up Month | 8.71% | 23.43% |
| Avg. Down Month | -9.94% | -20.94% |
| Win Days % | 43.75% | 47.3% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |