| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 31.8% | -14.07% |
| Max Drawdown | -28.55% | -58.89% |
| Sharpe | 0.7 | 0.12 |
| Sortino | 1.16 | 0.17 |
| Payoff Ratio | 1.15 | 1.01 |
| Profit Factor | 1.37 | 1.02 |
| Common Sense Ratio | 3.74 | 1.04 |
| CPC Index | 0.81 | 0.51 |
| Tail Ratio | 2.74 | 1.02 |
| Outlier Win Ratio | 43.4 | 2.71 |
| Outlier Loss Ratio | 3.7 | 2.68 |
| Volatility (ann.) | 13.44% | 44.76% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.42 | -0.29 |
| Skew | 3.31 | 0.62 |
| Kurtosis | 75.51 | 8.48 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.8% | -1.5% |
| Expected Yearly % | 14.81% | -7.3% |
| Kelly Criterion | 9.68% | -0.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -3.84% |
| Expected Shortfall (cVaR) | -1.13% | -3.84% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -0.48 | -0.04 | - |
| 2025 | -24.04 | 32.43 | -1.35 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 10.41% | -3.15% |
| 3M | 32.43% | -20.48% |
| 6M | 70.36% | -4.03% |
| YTD | 32.43% | -24.04% |
| 1Y | 31.8% | -14.07% |
| 3Y (ann.) | 40.57% | -17.05% |
| 5Y (ann.) | 40.57% | -17.05% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -28.55% | -58.89% |
| Longest DD Days | 183.0 | 101.0 |
| Avg. Drawdown | -5.12% | -11.63% |
| Avg. Drawdown Days | 31.0 | 17.0 |
| Recovery Factor | 1.11 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-15 | -28.55 | 183 |
| 2025-02-02 | 2025-03-22 | -4.98 | 48 |
| 2024-06-01 | 2024-07-15 | -3.24 | 44 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| 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 |
| 2025-03-22 | 2025-03-23 | -1.41 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 17.01% | 21.25% |
| Worst Week | -10.63% | -17.1% |
| Best Month | 20.29% | 41.15% |
| Worst Month | -18.31% | -36.08% |
| Best Year | 32.43% | 13.13% |
| Worst Year | -0.48% | -24.04% |
| Avg. Up Day | 1.46% | 1.53% |
| Avg. Down Day | -1.27% | -1.52% |
| Avg. Up Week | 7.66% | 14.1% |
| Avg. Down Week | -3.17% | -8.52% |
| Avg. Up Month | 12.8% | 22.87% |
| Avg. Down Month | -6.81% | -23.19% |
| Win Days % | 51.66% | 49.41% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |