| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 44.45% | -14.07% |
| Max Drawdown | -26.96% | -58.89% |
| Sharpe | 0.82 | 0.12 |
| Sortino | 1.32 | 0.17 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.41 | 1.02 |
| Common Sense Ratio | 5.93 | 1.04 |
| CPC Index | 0.85 | 0.53 |
| Tail Ratio | 4.21 | 1.02 |
| Outlier Win Ratio | 35.82 | 2.74 |
| Outlier Loss Ratio | 3.3 | 2.76 |
| Volatility (ann.) | 15.09% | 44.76% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.13 | -0.29 |
| Skew | 2.13 | 0.62 |
| Kurtosis | 54.64 | 8.48 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.75% | -1.5% |
| Expected Yearly % | 20.19% | -7.3% |
| Kelly Criterion | 13.84% | 1.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -3.84% |
| Expected Shortfall (cVaR) | -1.27% | -3.84% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -0.55 | -0.04 | - |
| 2025 | -24.04 | 45.24 | -1.88 | + |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| MTD | 10.79% | -3.15% |
| 3M | 45.24% | -20.48% |
| 6M | 75.99% | -4.03% |
| YTD | 45.24% | -24.04% |
| 1Y | 44.45% | -14.07% |
| 3Y (ann.) | 57.38% | -17.05% |
| 5Y (ann.) | 57.38% | -17.05% |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Max Drawdown | -26.96% | -58.89% |
| Longest DD Days | 166.0 | 101.0 |
| Avg. Drawdown | -3.96% | -11.63% |
| Avg. Drawdown Days | 19.0 | 17.0 |
| Recovery Factor | 1.65 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -26.96 | 166 |
| 2025-02-04 | 2025-03-23 | -5.70 | 47 |
| 2024-07-16 | 2024-08-02 | -4.14 | 16 |
| 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 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 17.08% | 21.25% |
| Worst Week | -9.55% | -17.1% |
| Best Month | 19.85% | 41.15% |
| Worst Month | -21.33% | -36.08% |
| Best Year | 45.24% | 13.13% |
| Worst Year | -0.55% | -24.04% |
| Avg. Up Day | 1.54% | 1.66% |
| Avg. Down Day | -1.42% | -1.57% |
| Avg. Up Week | 6.51% | 13.49% |
| Avg. Down Week | -4.31% | -10.51% |
| Avg. Up Month | 10.91% | 22.87% |
| Avg. Down Month | -21.33% | -21.18% |
| Win Days % | 55.09% | 49.41% |
| Win Month % | 77.78% | 50.0% |
| Win Week % | 68.42% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |