| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 3.52% | -17.2% |
| Max Drawdown | -20.82% | -54.18% |
| Sharpe | 0.31 | 0.19 |
| Sortino | 0.47 | 0.28 |
| Payoff Ratio | 1.62 | 1.13 |
| Profit Factor | 1.14 | 1.03 |
| Common Sense Ratio | 0.04 | 0.95 |
| CPC Index | 0.79 | 0.55 |
| Tail Ratio | 0.04 | 0.93 |
| Outlier Win Ratio | 68.15 | 2.81 |
| Outlier Loss Ratio | 4.15 | 2.37 |
| Volatility (ann.) | 20.4% | 90.42% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.21 | -0.38 |
| Skew | 0.59 | 0.35 |
| Kurtosis | 23.87 | 3.25 |
| Expected Daily % | 0.01% | -0.06% |
| Expected Monthly % | 0.35% | -1.87% |
| Expected Yearly % | 1.74% | -9.0% |
| Kelly Criterion | 7.55% | 0.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -7.74% |
| Expected Shortfall (cVaR) | -1.74% | -7.74% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -14.31 | -1.12 | - |
| 2025 | -26.58 | 20.80 | -0.78 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 6.2% | 8.0% |
| 3M | 20.8% | -30.61% |
| 6M | 21.4% | -5.31% |
| YTD | 20.8% | -26.58% |
| 1Y | 3.52% | -17.2% |
| 3Y (ann.) | 4.35% | -20.76% |
| 5Y (ann.) | 4.35% | -20.76% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -20.82% | -54.18% |
| Longest DD Days | 234.0 | 101.0 |
| Avg. Drawdown | -11.33% | -15.78% |
| Avg. Drawdown Days | 139.0 | 26.0 |
| Recovery Factor | 0.17 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-03-24 | -20.82 | 234 |
| 2024-06-02 | 2024-07-16 | -1.83 | 44 |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Best Day | 7.09% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 14.07% | 25.06% |
| Worst Week | -11.97% | -26.95% |
| Best Month | 14.07% | 39.21% |
| Worst Month | -16.92% | -46.12% |
| Best Year | 20.8% | 12.78% |
| Worst Year | -14.31% | -26.58% |
| Avg. Up Day | 3.12% | 3.38% |
| Avg. Down Day | -1.93% | -3.0% |
| Avg. Up Week | 7.67% | 10.1% |
| Avg. Down Week | -3.09% | -8.96% |
| Avg. Up Month | 7.67% | 19.49% |
| Avg. Down Month | -6.34% | -29.34% |
| Win Days % | 42.86% | 47.3% |
| Win Month % | 44.44% | 60.0% |
| Win Week % | 37.5% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |