| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 39.19% | -17.2% |
| Max Drawdown | -25.0% | -54.18% |
| Sharpe | 1.53 | 0.19 |
| Sortino | 2.94 | 0.28 |
| Payoff Ratio | 1.82 | 1.34 |
| Profit Factor | 1.82 | 1.03 |
| Common Sense Ratio | 5.72 | 0.95 |
| CPC Index | 1.71 | 0.65 |
| Tail Ratio | 3.15 | 0.93 |
| Outlier Win Ratio | 35.66 | 2.95 |
| Outlier Loss Ratio | 4.39 | 2.37 |
| Volatility (ann.) | 29.35% | 90.42% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.01 | -0.38 |
| Skew | 3.55 | 0.35 |
| Kurtosis | 38.11 | 3.25 |
| Expected Daily % | 0.11% | -0.06% |
| Expected Monthly % | 3.36% | -1.87% |
| Expected Yearly % | 17.98% | -9.0% |
| Kelly Criterion | 25.36% | 8.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.4% | -7.74% |
| Expected Shortfall (cVaR) | -2.4% | -7.74% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -0.55 | -0.04 | - |
| 2025 | -26.58 | 39.96 | -1.50 | + |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| MTD | 6.75% | 8.0% |
| 3M | 39.96% | -30.61% |
| 6M | 69.58% | -5.31% |
| YTD | 39.96% | -26.58% |
| 1Y | 39.19% | -17.2% |
| 3Y (ann.) | 50.34% | -20.76% |
| 5Y (ann.) | 50.34% | -20.76% |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Max Drawdown | -25.0% | -54.18% |
| Longest DD Days | 168.0 | 101.0 |
| Avg. Drawdown | -5.71% | -15.78% |
| Avg. Drawdown Days | 35.0 | 26.0 |
| Recovery Factor | 1.57 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-17 | -25.00 | 168 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| 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 | 15.28% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 13.54% | 25.06% |
| Worst Week | -15.22% | -26.95% |
| Best Month | 20.92% | 39.21% |
| Worst Month | -19.99% | -46.12% |
| Best Year | 39.96% | 12.78% |
| Worst Year | -0.55% | -26.58% |
| Avg. Up Day | 3.29% | 4.01% |
| Avg. Down Day | -1.81% | -2.98% |
| Avg. Up Week | 5.8% | 11.38% |
| Avg. Down Week | -3.84% | -6.22% |
| Avg. Up Month | 10.5% | 23.43% |
| Avg. Down Month | -10.87% | -23.51% |
| Win Days % | 51.85% | 47.3% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 57.89% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |