| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 35.48% | -14.07% |
| Max Drawdown | -29.61% | -58.89% |
| Sharpe | 0.71 | 0.12 |
| Sortino | 1.14 | 0.17 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.37 | 1.02 |
| Common Sense Ratio | 3.63 | 1.04 |
| CPC Index | 0.82 | 0.55 |
| Tail Ratio | 2.65 | 1.02 |
| Outlier Win Ratio | 39.7 | 2.73 |
| Outlier Loss Ratio | 3.29 | 2.71 |
| Volatility (ann.) | 14.67% | 44.76% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.53 | -0.29 |
| Skew | 2.2 | 0.62 |
| Kurtosis | 58.42 | 8.48 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.08% | -1.5% |
| Expected Yearly % | 16.39% | -7.3% |
| Kelly Criterion | 11.46% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -3.84% |
| Expected Shortfall (cVaR) | -1.23% | -3.84% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -2.61 | -0.20 | - |
| 2025 | -24.04 | 39.11 | -1.63 | + |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| MTD | 10.79% | -3.15% |
| 3M | 39.11% | -20.48% |
| 6M | 72.05% | -4.03% |
| YTD | 39.11% | -24.04% |
| 1Y | 35.48% | -14.07% |
| 3Y (ann.) | 45.41% | -17.05% |
| 5Y (ann.) | 45.41% | -17.05% |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Max Drawdown | -29.61% | -58.89% |
| Longest DD Days | 183.0 | 101.0 |
| Avg. Drawdown | -4.97% | -11.63% |
| Avg. Drawdown Days | 28.0 | 17.0 |
| Recovery Factor | 1.2 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-16 | -29.61 | 183 |
| 2025-02-04 | 2025-03-23 | -5.70 | 47 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| 2024-06-02 | 2024-06-04 | -2.27 | 2 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-03-23 | 2025-03-24 | -1.46 | 0 |
| 2025-01-17 | 2025-02-03 | -1.33 | 16 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 15.27% | 21.25% |
| Worst Week | -9.55% | -17.1% |
| Best Month | 22.59% | 41.15% |
| Worst Month | -21.33% | -36.08% |
| Best Year | 39.11% | 13.13% |
| Worst Year | -2.61% | -24.04% |
| Avg. Up Day | 1.61% | 1.74% |
| Avg. Down Day | -1.42% | -1.58% |
| Avg. Up Week | 9.23% | 13.94% |
| Avg. Down Week | -4.14% | -10.51% |
| Avg. Up Month | 12.76% | 24.73% |
| Avg. Down Month | -21.33% | -21.18% |
| Win Days % | 52.98% | 49.41% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 55.56% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |