| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 41.44% | -17.2% |
| Max Drawdown | -25.98% | -54.18% |
| Sharpe | 1.51 | 0.19 |
| Sortino | 3.07 | 0.28 |
| Payoff Ratio | 2.09 | 1.16 |
| Profit Factor | 1.77 | 1.03 |
| Common Sense Ratio | 2.57 | 0.95 |
| CPC Index | 1.64 | 0.56 |
| Tail Ratio | 1.45 | 0.93 |
| Outlier Win Ratio | 32.89 | 3.02 |
| Outlier Loss Ratio | 4.32 | 2.27 |
| Volatility (ann.) | 31.32% | 90.42% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.05 | -0.38 |
| Skew | 3.59 | 0.35 |
| Kurtosis | 32.67 | 3.25 |
| Expected Daily % | 0.12% | -0.06% |
| Expected Monthly % | 3.53% | -1.87% |
| Expected Yearly % | 18.93% | -9.0% |
| Kelly Criterion | 17.83% | 1.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.57% | -7.74% |
| Expected Shortfall (cVaR) | -2.57% | -7.74% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -3.63 | -0.28 | - |
| 2025 | -26.58 | 46.77 | -1.76 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 8.31% | 8.0% |
| 3M | 46.77% | -30.61% |
| 6M | 69.98% | -5.31% |
| YTD | 46.77% | -26.58% |
| 1Y | 41.44% | -17.2% |
| 3Y (ann.) | 53.35% | -20.76% |
| 5Y (ann.) | 53.35% | -20.76% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -25.98% | -54.18% |
| Longest DD Days | 183.0 | 101.0 |
| Avg. Drawdown | -8.71% | -15.78% |
| Avg. Drawdown Days | 57.0 | 26.0 |
| Recovery Factor | 1.59 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2025-01-17 | -25.98 | 183 |
| 2025-02-02 | 2025-02-04 | -6.84 | 2 |
| 2024-06-02 | 2024-07-15 | -1.83 | 43 |
| 2025-03-21 | 2025-03-22 | -0.18 | 1 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 15.28% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 18.2% | 25.06% |
| Worst Week | -12.03% | -26.95% |
| Best Month | 32.61% | 39.21% |
| Worst Month | -18.05% | -46.12% |
| Best Year | 46.77% | 12.78% |
| Worst Year | -3.63% | -26.58% |
| Avg. Up Day | 3.69% | 4.29% |
| Avg. Down Day | -1.77% | -3.71% |
| Avg. Up Week | 10.02% | 13.8% |
| Avg. Down Week | -4.75% | -4.61% |
| Avg. Up Month | 13.52% | 23.43% |
| Avg. Down Month | -7.51% | -21.56% |
| Win Days % | 44.44% | 47.3% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |