| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 71.42% | -14.07% |
| Max Drawdown | -27.71% | -58.89% |
| Sharpe | 1.15 | 0.12 |
| Sortino | 2.06 | 0.17 |
| Payoff Ratio | 1.24 | 1.15 |
| Profit Factor | 1.57 | 1.02 |
| Common Sense Ratio | 2.93 | 1.04 |
| CPC Index | 1.04 | 0.58 |
| Tail Ratio | 1.87 | 1.02 |
| Outlier Win Ratio | 32.99 | 2.93 |
| Outlier Loss Ratio | 3.62 | 2.69 |
| Volatility (ann.) | 15.41% | 44.76% |
| R^2 | 0.12 | 0.12 |
| Calmar | 3.41 | -0.29 |
| Skew | 3.12 | 0.62 |
| Kurtosis | 49.01 | 8.48 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.54% | -1.5% |
| Expected Yearly % | 30.93% | -7.3% |
| Kelly Criterion | 16.35% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -3.84% |
| Expected Shortfall (cVaR) | -1.28% | -3.84% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 0.92 | 0.07 | - |
| 2025 | -24.04 | 69.86 | -2.91 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 12.4% | -3.15% |
| 3M | 69.86% | -20.48% |
| 6M | 97.64% | -4.03% |
| YTD | 69.86% | -24.04% |
| 1Y | 71.42% | -14.07% |
| 3Y (ann.) | 94.36% | -17.05% |
| 5Y (ann.) | 94.36% | -17.05% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -27.71% | -58.89% |
| Longest DD Days | 166.0 | 101.0 |
| Avg. Drawdown | -4.05% | -11.63% |
| Avg. Drawdown Days | 16.0 | 17.0 |
| Recovery Factor | 2.58 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -27.71 | 166 |
| 2025-02-02 | 2025-02-03 | -6.84 | 1 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 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 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-03-22 | 2025-03-23 | -1.41 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 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 | 47.88% | 41.15% |
| Worst Month | -19.34% | -36.08% |
| Best Year | 69.86% | 13.13% |
| Worst Year | 0.92% | -24.04% |
| Avg. Up Day | 1.58% | 1.64% |
| Avg. Down Day | -1.28% | -1.43% |
| Avg. Up Week | 14.69% | 16.18% |
| Avg. Down Week | -5.15% | -8.26% |
| Avg. Up Month | 26.81% | 27.05% |
| Avg. Down Month | -7.44% | -18.02% |
| Win Days % | 53.72% | 49.41% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 58.82% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |