| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 97.55% | -14.07% |
| Max Drawdown | -27.17% | -58.89% |
| Sharpe | 1.38 | 0.12 |
| Sortino | 2.59 | 0.17 |
| Payoff Ratio | 1.3 | 1.2 |
| Profit Factor | 1.71 | 1.02 |
| Common Sense Ratio | 3.37 | 1.04 |
| CPC Index | 1.22 | 0.61 |
| Tail Ratio | 1.97 | 1.02 |
| Outlier Win Ratio | 31.5 | 3.05 |
| Outlier Loss Ratio | 3.65 | 2.69 |
| Volatility (ann.) | 16.15% | 44.76% |
| R^2 | 0.14 | 0.14 |
| Calmar | 4.84 | -0.29 |
| Skew | 3.33 | 0.62 |
| Kurtosis | 45.02 | 8.48 |
| Expected Daily % | 0.06% | -0.01% |
| Expected Monthly % | 7.05% | -1.5% |
| Expected Yearly % | 40.55% | -7.3% |
| Kelly Criterion | 19.83% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -3.84% |
| Expected Shortfall (cVaR) | -1.33% | -3.84% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 8.37 | 0.64 | - |
| 2025 | -24.04 | 82.29 | -3.42 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 12.4% | -3.15% |
| 3M | 82.29% | -20.48% |
| 6M | 117.12% | -4.03% |
| YTD | 82.29% | -24.04% |
| 1Y | 97.55% | -14.07% |
| 3Y (ann.) | 131.53% | -17.05% |
| 5Y (ann.) | 131.53% | -17.05% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -27.17% | -58.89% |
| Longest DD Days | 166.0 | 101.0 |
| Avg. Drawdown | -4.01% | -11.63% |
| Avg. Drawdown Days | 16.0 | 17.0 |
| Recovery Factor | 3.59 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -27.17 | 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 | 29.94% | 21.25% |
| Worst Week | -7.54% | -17.1% |
| Best Month | 58.7% | 41.15% |
| Worst Month | -19.34% | -36.08% |
| Best Year | 82.29% | 13.13% |
| Worst Year | 8.37% | -24.04% |
| Avg. Up Day | 1.64% | 1.7% |
| Avg. Down Day | -1.26% | -1.41% |
| Avg. Up Week | 17.4% | 16.18% |
| Avg. Down Week | -5.15% | -8.26% |
| Avg. Up Month | 32.9% | 27.05% |
| Avg. Down Month | -7.44% | -18.02% |
| Win Days % | 54.64% | 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% |