| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 30.55% | -17.2% |
| Max Drawdown | -28.25% | -54.18% |
| Sharpe | 1.31 | 0.19 |
| Sortino | 2.57 | 0.28 |
| Payoff Ratio | 2.05 | 1.29 |
| Profit Factor | 1.7 | 1.03 |
| Common Sense Ratio | 4.37 | 0.95 |
| CPC Index | 1.67 | 0.63 |
| Tail Ratio | 2.57 | 0.93 |
| Outlier Win Ratio | 39.81 | 2.91 |
| Outlier Loss Ratio | 4.33 | 2.3 |
| Volatility (ann.) | 27.84% | 90.42% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.38 | -0.38 |
| Skew | 4.01 | 0.35 |
| Kurtosis | 43.86 | 3.25 |
| Expected Daily % | 0.09% | -0.06% |
| Expected Monthly % | 2.7% | -1.87% |
| Expected Yearly % | 14.26% | -9.0% |
| Kelly Criterion | 22.48% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.3% | -7.74% |
| Expected Shortfall (cVaR) | -2.3% | -7.74% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -2.61 | -0.20 | - |
| 2025 | -26.58 | 34.05 | -1.28 | + |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| MTD | 6.75% | 8.0% |
| 3M | 34.05% | -30.61% |
| 6M | 65.79% | -5.31% |
| YTD | 34.05% | -26.58% |
| 1Y | 30.55% | -17.2% |
| 3Y (ann.) | 38.92% | -20.76% |
| 5Y (ann.) | 38.92% | -20.76% |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Max Drawdown | -28.25% | -54.18% |
| Longest DD Days | 183.0 | 101.0 |
| Avg. Drawdown | -7.58% | -15.78% |
| Avg. Drawdown Days | 47.0 | 26.0 |
| Recovery Factor | 1.08 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2025-01-17 | -28.25 | 183 |
| 2024-07-16 | 2024-07-17 | -1.08 | 1 |
| 2024-06-02 | 2024-06-05 | -0.82 | 3 |
| 2025-03-22 | 2025-03-23 | -0.18 | 1 |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Best Day | 15.07% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 13.3% | 25.06% |
| Worst Week | -15.22% | -26.95% |
| Best Month | 22.59% | 39.21% |
| Worst Month | -19.99% | -46.12% |
| Best Year | 34.05% | 12.78% |
| Worst Year | -2.61% | -26.58% |
| Avg. Up Day | 3.62% | 3.98% |
| Avg. Down Day | -1.77% | -3.1% |
| Avg. Up Week | 5.64% | 10.35% |
| Avg. Down Week | -4.52% | -7.13% |
| Avg. Up Month | 11.26% | 21.25% |
| Avg. Down Month | -19.99% | -24.23% |
| Win Days % | 47.92% | 47.3% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 57.89% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |