| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 39.71% | -17.2% |
| Max Drawdown | -24.48% | -54.18% |
| Sharpe | 1.47 | 0.19 |
| Sortino | 3.04 | 0.28 |
| Payoff Ratio | 1.96 | 1.6 |
| Profit Factor | 1.81 | 1.03 |
| Common Sense Ratio | 4.24 | 0.95 |
| CPC Index | 1.74 | 0.78 |
| Tail Ratio | 2.34 | 0.93 |
| Outlier Win Ratio | 35.84 | 3.02 |
| Outlier Loss Ratio | 3.94 | 2.37 |
| Volatility (ann.) | 31.21% | 90.42% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.08 | -0.38 |
| Skew | 3.97 | 0.35 |
| Kurtosis | 35.83 | 3.25 |
| Expected Daily % | 0.11% | -0.06% |
| Expected Monthly % | 3.4% | -1.87% |
| Expected Yearly % | 18.2% | -9.0% |
| Kelly Criterion | 22.95% | 14.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.56% | -7.74% |
| Expected Shortfall (cVaR) | -2.56% | -7.74% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -1.73 | -0.14 | - |
| 2025 | -26.58 | 42.17 | -1.59 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 6.39% | 8.0% |
| 3M | 42.17% | -30.61% |
| 6M | 73.71% | -5.31% |
| YTD | 42.17% | -26.58% |
| 1Y | 39.71% | -17.2% |
| 3Y (ann.) | 51.04% | -20.76% |
| 5Y (ann.) | 51.04% | -20.76% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -24.48% | -54.18% |
| Longest DD Days | 167.0 | 101.0 |
| Avg. Drawdown | -8.19% | -15.78% |
| Avg. Drawdown Days | 65.0 | 26.0 |
| Recovery Factor | 1.62 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-16 | -24.48 | 167 |
| 2025-02-03 | 2025-03-23 | -4.98 | 48 |
| 2024-06-02 | 2024-07-16 | -1.83 | 44 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Best Day | 15.28% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 18.34% | 25.06% |
| Worst Week | -11.97% | -26.95% |
| Best Month | 34.01% | 39.21% |
| Worst Month | -16.92% | -46.12% |
| Best Year | 42.17% | 12.78% |
| Worst Year | -1.73% | -26.58% |
| Avg. Up Day | 3.92% | 4.47% |
| Avg. Down Day | -1.99% | -2.79% |
| Avg. Up Week | 10.41% | 13.8% |
| Avg. Down Week | -3.59% | -7.79% |
| Avg. Up Month | 14.38% | 23.43% |
| Avg. Down Month | -5.2% | -27.7% |
| Win Days % | 48.94% | 47.3% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 44.44% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |