| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 27.01% | -17.2% |
| Max Drawdown | -27.16% | -54.18% |
| Sharpe | 1.18 | 0.19 |
| Sortino | 2.28 | 0.28 |
| Payoff Ratio | 1.97 | 1.41 |
| Profit Factor | 1.63 | 1.03 |
| Common Sense Ratio | 3.97 | 0.95 |
| CPC Index | 1.5 | 0.69 |
| Tail Ratio | 2.43 | 0.93 |
| Outlier Win Ratio | 41.76 | 2.95 |
| Outlier Loss Ratio | 4.23 | 2.37 |
| Volatility (ann.) | 28.28% | 90.42% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.26 | -0.38 |
| Skew | 4.0 | 0.35 |
| Kurtosis | 43.84 | 3.25 |
| Expected Daily % | 0.08% | -0.06% |
| Expected Monthly % | 2.42% | -1.87% |
| Expected Yearly % | 12.7% | -9.0% |
| Kelly Criterion | 19.54% | 9.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.34% | -7.74% |
| Expected Shortfall (cVaR) | -2.34% | -7.74% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -0.48 | -0.04 | - |
| 2025 | -26.58 | 27.61 | -1.04 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 6.39% | 8.0% |
| 3M | 27.61% | -30.61% |
| 6M | 64.16% | -5.31% |
| YTD | 27.61% | -26.58% |
| 1Y | 27.01% | -17.2% |
| 3Y (ann.) | 34.28% | -20.76% |
| 5Y (ann.) | 34.28% | -20.76% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -27.16% | -54.18% |
| Longest DD Days | 182.0 | 101.0 |
| Avg. Drawdown | -11.32% | -15.78% |
| Avg. Drawdown Days | 91.0 | 26.0 |
| Recovery Factor | 0.99 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2025-01-16 | -27.16 | 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 | 15.28% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 13.24% | 25.06% |
| Worst Week | -11.97% | -26.95% |
| Best Month | 20.29% | 39.21% |
| Worst Month | -16.92% | -46.12% |
| Best Year | 27.61% | 12.78% |
| Worst Year | -0.48% | -26.58% |
| Avg. Up Day | 3.63% | 3.9% |
| Avg. Down Day | -1.84% | -2.76% |
| Avg. Up Week | 8.32% | 13.8% |
| Avg. Down Week | -4.11% | -8.96% |
| Avg. Up Month | 11.52% | 23.43% |
| Avg. Down Month | -6.34% | -29.34% |
| Win Days % | 46.67% | 47.3% |
| Win Month % | 55.56% | 60.0% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |