| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 45.75% | -17.2% |
| Max Drawdown | -24.48% | -54.18% |
| Sharpe | 1.5 | 0.19 |
| Sortino | 3.4 | 0.28 |
| Payoff Ratio | 2.03 | 1.61 |
| Profit Factor | 1.87 | 1.03 |
| Common Sense Ratio | 3.8 | 0.95 |
| CPC Index | 1.82 | 0.78 |
| Tail Ratio | 2.03 | 0.93 |
| Outlier Win Ratio | 32.46 | 3.02 |
| Outlier Loss Ratio | 4.01 | 2.37 |
| Volatility (ann.) | 34.79% | 90.42% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.42 | -0.38 |
| Skew | 5.06 | 0.35 |
| Kurtosis | 46.25 | 3.25 |
| Expected Daily % | 0.13% | -0.06% |
| Expected Monthly % | 3.84% | -1.87% |
| Expected Yearly % | 20.73% | -9.0% |
| Kelly Criterion | 22.33% | 14.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.85% | -7.74% |
| Expected Shortfall (cVaR) | -2.85% | -7.74% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -3.03 | -0.24 | - |
| 2025 | -26.58 | 50.30 | -1.89 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 6.39% | 8.0% |
| 3M | 50.3% | -30.61% |
| 6M | 80.73% | -5.31% |
| YTD | 50.3% | -26.58% |
| 1Y | 45.75% | -17.2% |
| 3Y (ann.) | 59.13% | -20.76% |
| 5Y (ann.) | 59.13% | -20.76% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -24.48% | -54.18% |
| Longest DD Days | 168.0 | 101.0 |
| Avg. Drawdown | -8.19% | -15.78% |
| Avg. Drawdown Days | 65.0 | 26.0 |
| Recovery Factor | 1.87 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-17 | -24.48 | 168 |
| 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 | 17.57% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -11.97% | -26.95% |
| Best Month | 41.67% | 39.21% |
| Worst Month | -16.92% | -46.12% |
| Best Year | 50.3% | 12.78% |
| Worst Year | -3.03% | -26.58% |
| Avg. Up Day | 4.1% | 4.49% |
| Avg. Down Day | -2.02% | -2.79% |
| Avg. Up Week | 9.82% | 13.14% |
| Avg. Down Week | -3.72% | -7.79% |
| Avg. Up Month | 15.81% | 23.43% |
| Avg. Down Month | -5.42% | -27.7% |
| Win Days % | 48.0% | 47.3% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 47.37% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |