| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 64.03% | -14.07% |
| Max Drawdown | -26.12% | -58.89% |
| Sharpe | 1.05 | 0.12 |
| Sortino | 1.86 | 0.17 |
| Payoff Ratio | 1.25 | 1.1 |
| Profit Factor | 1.55 | 1.02 |
| Common Sense Ratio | 4.73 | 1.04 |
| CPC Index | 1.03 | 0.55 |
| Tail Ratio | 3.05 | 1.02 |
| Outlier Win Ratio | 35.11 | 2.93 |
| Outlier Loss Ratio | 3.65 | 2.75 |
| Volatility (ann.) | 15.69% | 44.76% |
| R^2 | 0.13 | 0.13 |
| Calmar | 3.22 | -0.29 |
| Skew | 3.21 | 0.62 |
| Kurtosis | 51.14 | 8.48 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 5.07% | -1.5% |
| Expected Yearly % | 28.07% | -7.3% |
| Kelly Criterion | 15.51% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -3.84% |
| Expected Shortfall (cVaR) | -1.31% | -3.84% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.99 | 0.23 | - |
| 2025 | -24.04 | 59.26 | -2.46 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 10.41% | -3.15% |
| 3M | 59.26% | -20.48% |
| 6M | 103.4% | -4.03% |
| YTD | 59.26% | -24.04% |
| 1Y | 64.03% | -14.07% |
| 3Y (ann.) | 84.08% | -17.05% |
| 5Y (ann.) | 84.08% | -17.05% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -26.12% | -58.89% |
| Longest DD Days | 166.0 | 101.0 |
| Avg. Drawdown | -5.54% | -11.63% |
| Avg. Drawdown Days | 31.0 | 17.0 |
| Recovery Factor | 2.45 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -26.12 | 166 |
| 2025-01-19 | 2025-03-24 | -9.76 | 63 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 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 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-08-02 | 2024-08-02 | -0.18 | 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 | 23.62% | 21.25% |
| Worst Week | -10.63% | -17.1% |
| Best Month | 44.66% | 41.15% |
| Worst Month | -18.31% | -36.08% |
| Best Year | 59.26% | 13.13% |
| Worst Year | 2.99% | -24.04% |
| Avg. Up Day | 1.62% | 1.68% |
| Avg. Down Day | -1.3% | -1.52% |
| Avg. Up Week | 11.63% | 14.1% |
| Avg. Down Week | -3.48% | -8.52% |
| Avg. Up Month | 19.9% | 22.87% |
| Avg. Down Month | -6.81% | -23.19% |
| Win Days % | 53.14% | 49.41% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |