| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 46.78% | -14.07% |
| Max Drawdown | -27.61% | -58.89% |
| Sharpe | 0.89 | 0.12 |
| Sortino | 1.51 | 0.17 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 1.43 | 1.02 |
| Common Sense Ratio | 4.68 | 1.04 |
| CPC Index | 0.88 | 0.54 |
| Tail Ratio | 3.26 | 1.02 |
| Outlier Win Ratio | 36.56 | 2.79 |
| Outlier Loss Ratio | 3.64 | 2.71 |
| Volatility (ann.) | 14.46% | 44.76% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.19 | -0.29 |
| Skew | 3.09 | 0.62 |
| Kurtosis | 59.17 | 8.48 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.91% | -1.5% |
| Expected Yearly % | 21.15% | -7.3% |
| Kelly Criterion | 12.56% | 2.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -3.84% |
| Expected Shortfall (cVaR) | -1.21% | -3.84% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -3.63 | -0.28 | - |
| 2025 | -24.04 | 52.32 | -2.18 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 12.4% | -3.15% |
| 3M | 52.32% | -20.48% |
| 6M | 76.41% | -4.03% |
| YTD | 52.32% | -24.04% |
| 1Y | 46.78% | -14.07% |
| 3Y (ann.) | 60.52% | -17.05% |
| 5Y (ann.) | 60.52% | -17.05% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -27.61% | -58.89% |
| Longest DD Days | 183.0 | 101.0 |
| Avg. Drawdown | -4.68% | -11.63% |
| Avg. Drawdown Days | 23.0 | 17.0 |
| Recovery Factor | 1.69 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-16 | -27.61 | 183 |
| 2025-02-02 | 2025-02-03 | -6.84 | 1 |
| 2024-06-01 | 2024-07-14 | -3.24 | 43 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-03-23 | 2025-03-24 | -1.46 | 0 |
| 2025-03-22 | 2025-03-23 | -1.41 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2025-03-21 | 2025-03-21 | -0.97 | 0 |
| 2024-07-15 | 2024-07-15 | -0.25 | 0 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 22.14% | 21.25% |
| Worst Week | -7.54% | -17.1% |
| Best Month | 32.61% | 41.15% |
| Worst Month | -19.34% | -36.08% |
| Best Year | 52.32% | 13.13% |
| Worst Year | -3.63% | -24.04% |
| Avg. Up Day | 1.48% | 1.54% |
| Avg. Down Day | -1.28% | -1.45% |
| Avg. Up Week | 9.41% | 14.1% |
| Avg. Down Week | -4.96% | -8.26% |
| Avg. Up Month | 14.05% | 22.87% |
| Avg. Down Month | -10.59% | -16.74% |
| Win Days % | 53.14% | 49.41% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 64.71% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |