| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 89.13% | -14.07% |
| Max Drawdown | -28.91% | -58.89% |
| Sharpe | 1.26 | 0.12 |
| Sortino | 2.17 | 0.17 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.63 | 1.02 |
| Common Sense Ratio | 5.7 | 1.04 |
| CPC Index | 1.1 | 0.58 |
| Tail Ratio | 3.49 | 1.02 |
| Outlier Win Ratio | 31.29 | 3.04 |
| Outlier Loss Ratio | 3.43 | 2.82 |
| Volatility (ann.) | 16.63% | 44.76% |
| R^2 | 0.14 | 0.14 |
| Calmar | 4.13 | -0.29 |
| Skew | 2.32 | 0.62 |
| Kurtosis | 40.99 | 8.48 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.58% | -1.5% |
| Expected Yearly % | 37.52% | -7.3% |
| Kelly Criterion | 20.21% | 5.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.84% |
| Expected Shortfall (cVaR) | -1.37% | -3.84% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 12.59 | 0.96 | - |
| 2025 | -24.04 | 67.98 | -2.83 | + |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| MTD | 10.79% | -3.15% |
| 3M | 67.98% | -20.48% |
| 6M | 117.18% | -4.03% |
| YTD | 67.98% | -24.04% |
| 1Y | 89.13% | -14.07% |
| 3Y (ann.) | 119.42% | -17.05% |
| 5Y (ann.) | 119.42% | -17.05% |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Max Drawdown | -28.91% | -58.89% |
| Longest DD Days | 100.0 | 101.0 |
| Avg. Drawdown | -4.09% | -11.63% |
| Avg. Drawdown Days | 15.0 | 17.0 |
| Recovery Factor | 3.08 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-10 | -28.91 | 100 |
| 2024-11-12 | 2025-01-15 | -7.92 | 64 |
| 2025-02-04 | 2025-03-23 | -5.70 | 47 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 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 |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 19.88% | 21.25% |
| Worst Week | -10.71% | -17.1% |
| Best Month | 38.62% | 41.15% |
| Worst Month | -21.33% | -36.08% |
| Best Year | 67.98% | 13.13% |
| Worst Year | 12.59% | -24.04% |
| Avg. Up Day | 1.66% | 1.76% |
| Avg. Down Day | -1.38% | -1.52% |
| Avg. Up Week | 9.59% | 12.9% |
| Avg. Down Week | -5.11% | -10.51% |
| Avg. Up Month | 18.83% | 22.87% |
| Avg. Down Month | -10.87% | -20.88% |
| Win Days % | 56.54% | 49.41% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 70.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |