| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 85.99% | -17.2% |
| Max Drawdown | -27.33% | -54.18% |
| Sharpe | 2.28 | 0.19 |
| Sortino | 5.08 | 0.28 |
| Payoff Ratio | 2.12 | 1.52 |
| Profit Factor | 2.29 | 1.03 |
| Common Sense Ratio | 11.5 | 0.95 |
| CPC Index | 2.63 | 0.74 |
| Tail Ratio | 5.03 | 0.93 |
| Outlier Win Ratio | 24.56 | 3.02 |
| Outlier Loss Ratio | 4.04 | 2.37 |
| Volatility (ann.) | 36.2% | 90.42% |
| R^2 | 0.18 | 0.18 |
| Calmar | 4.21 | -0.38 |
| Skew | 3.72 | 0.35 |
| Kurtosis | 29.42 | 3.25 |
| Expected Daily % | 0.21% | -0.06% |
| Expected Monthly % | 6.4% | -1.87% |
| Expected Yearly % | 36.38% | -9.0% |
| Kelly Criterion | 32.49% | 12.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.89% | -7.74% |
| Expected Shortfall (cVaR) | -2.89% | -7.74% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 14.90 | 1.17 | + |
| 2025 | -26.58 | 61.87 | -2.33 | + |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| MTD | 6.75% | 8.0% |
| 3M | 61.87% | -30.61% |
| 6M | 107.69% | -5.31% |
| YTD | 61.87% | -26.58% |
| 1Y | 85.99% | -17.2% |
| 3Y (ann.) | 114.94% | -20.76% |
| 5Y (ann.) | 114.94% | -20.76% |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Max Drawdown | -27.33% | -54.18% |
| Longest DD Days | 102.0 | 101.0 |
| Avg. Drawdown | -6.16% | -15.78% |
| Avg. Drawdown Days | 29.0 | 26.0 |
| Recovery Factor | 3.15 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-12 | -27.33 | 102 |
| 2024-11-13 | 2025-01-16 | -6.07 | 64 |
| 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 | 15.45% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 22.85% | 25.06% |
| Worst Week | -15.22% | -26.95% |
| Best Month | 38.62% | 39.21% |
| Worst Month | -19.99% | -46.12% |
| Best Year | 61.87% | 12.78% |
| Worst Year | 14.9% | -26.58% |
| Avg. Up Day | 4.17% | 4.51% |
| Avg. Down Day | -1.96% | -2.96% |
| Avg. Up Week | 8.03% | 10.46% |
| Avg. Down Week | -4.42% | -6.22% |
| Avg. Up Month | 17.52% | 23.43% |
| Avg. Down Month | -11.44% | -23.51% |
| Win Days % | 54.1% | 47.3% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 65.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |