| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 88.19% | -14.07% |
| Max Drawdown | -28.91% | -58.89% |
| Sharpe | 1.21 | 0.12 |
| Sortino | 2.03 | 0.17 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.54 | 1.02 |
| Common Sense Ratio | 2.51 | 1.04 |
| CPC Index | 0.98 | 0.55 |
| Tail Ratio | 1.64 | 1.02 |
| Outlier Win Ratio | 27.83 | 3.04 |
| Outlier Loss Ratio | 3.42 | 2.85 |
| Volatility (ann.) | 17.32% | 44.76% |
| R^2 | 0.15 | 0.15 |
| Calmar | 4.08 | -0.29 |
| Skew | 2.01 | 0.62 |
| Kurtosis | 35.16 | 8.48 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.53% | -1.5% |
| Expected Yearly % | 37.18% | -7.3% |
| Kelly Criterion | 18.19% | 3.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -3.84% |
| Expected Shortfall (cVaR) | -1.43% | -3.84% |
| Year | 12242632:SOLUSD | 12242632:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 12.03 | 0.92 | - |
| 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 | 111.19% | -4.03% |
| YTD | 67.98% | -24.04% |
| 1Y | 88.19% | -14.07% |
| 3Y (ann.) | 118.08% | -17.05% |
| 5Y (ann.) | 118.08% | -17.05% |
| Metric | 12242632:solusd:triple_med_gx:lsma190_105 | 12242632:SOLUSD |
|---|---|---|
| Max Drawdown | -28.91% | -58.89% |
| Longest DD Days | 101.0 | 101.0 |
| Avg. Drawdown | -3.93% | -11.63% |
| Avg. Drawdown Days | 14.0 | 17.0 |
| Recovery Factor | 3.05 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-11 | -28.91 | 101 |
| 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 |
| 2024-07-16 | 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 |
| 2024-07-19 | 2024-07-20 | -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 | 22.45% | 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 | 12.03% | -24.04% |
| Avg. Up Day | 1.56% | 1.64% |
| Avg. Down Day | -1.38% | -1.5% |
| Avg. Up Week | 10.92% | 14.32% |
| Avg. Down Week | -5.11% | -10.51% |
| Avg. Up Month | 18.86% | 22.87% |
| Avg. Down Month | -10.87% | -20.88% |
| Win Days % | 56.7% | 49.41% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 65.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |