| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 27.5% | -17.2% |
| Max Drawdown | -23.17% | -54.18% |
| Sharpe | 1.23 | 0.19 |
| Sortino | 2.36 | 0.28 |
| Payoff Ratio | 1.83 | 1.39 |
| Profit Factor | 1.7 | 1.03 |
| Common Sense Ratio | 4.41 | 0.95 |
| CPC Index | 1.55 | 0.68 |
| Tail Ratio | 2.6 | 0.93 |
| Outlier Win Ratio | 42.2 | 2.82 |
| Outlier Loss Ratio | 4.23 | 2.37 |
| Volatility (ann.) | 27.29% | 90.42% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.51 | -0.38 |
| Skew | 4.08 | 0.35 |
| Kurtosis | 47.54 | 3.25 |
| Expected Daily % | 0.08% | -0.06% |
| Expected Monthly % | 2.46% | -1.87% |
| Expected Yearly % | 12.92% | -9.0% |
| Kelly Criterion | 22.71% | 9.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.26% | -7.74% |
| Expected Shortfall (cVaR) | -2.26% | -7.74% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 2.89 | 0.23 | - |
| 2025 | -26.58 | 23.92 | -0.90 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 6.39% | 8.0% |
| 3M | 23.92% | -30.61% |
| 6M | 56.25% | -5.31% |
| YTD | 23.92% | -26.58% |
| 1Y | 27.5% | -17.2% |
| 3Y (ann.) | 34.93% | -20.76% |
| 5Y (ann.) | 34.93% | -20.76% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -23.17% | -54.18% |
| Longest DD Days | 182.0 | 101.0 |
| Avg. Drawdown | -10.0% | -15.78% |
| Avg. Drawdown Days | 91.0 | 26.0 |
| Recovery Factor | 1.19 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2025-01-16 | -23.17 | 182 |
| 2025-02-03 | 2025-03-23 | -4.98 | 48 |
| 2024-06-02 | 2024-07-16 | -1.83 | 44 |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Best Day | 15.07% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 13.24% | 25.06% |
| Worst Week | -11.97% | -26.95% |
| Best Month | 18.43% | 39.21% |
| Worst Month | -16.92% | -46.12% |
| Best Year | 23.92% | 12.78% |
| Worst Year | 2.89% | -26.58% |
| Avg. Up Day | 3.41% | 3.9% |
| Avg. Down Day | -1.86% | -2.81% |
| Avg. Up Week | 7.85% | 13.8% |
| Avg. Down Week | -3.61% | -8.96% |
| Avg. Up Month | 10.83% | 23.43% |
| Avg. Down Month | -6.34% | -29.34% |
| Win Days % | 50.0% | 47.3% |
| Win Month % | 55.56% | 60.0% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |