| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 3.52% | -14.07% |
| Max Drawdown | -21.41% | -58.89% |
| Sharpe | 0.15 | 0.12 |
| Sortino | 0.22 | 0.17 |
| Payoff Ratio | 1.08 | 0.93 |
| Profit Factor | 1.08 | 1.02 |
| Common Sense Ratio | NaN | 1.04 |
| CPC Index | 0.55 | 0.47 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 65.89 | 2.42 |
| Outlier Loss Ratio | 3.63 | 2.49 |
| Volatility (ann.) | 10.35% | 44.76% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.2 | -0.29 |
| Skew | -0.27 | 0.62 |
| Kurtosis | 61.05 | 8.48 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.35% | -1.5% |
| Expected Yearly % | 1.74% | -7.3% |
| Kelly Criterion | -2.45% | -5.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -3.84% |
| Expected Shortfall (cVaR) | -0.89% | -3.84% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -14.31 | -1.09 | - |
| 2025 | -24.04 | 20.80 | -0.87 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 6.2% | -3.15% |
| 3M | 20.8% | -20.48% |
| 6M | 21.4% | -4.03% |
| YTD | 20.8% | -24.04% |
| 1Y | 3.52% | -14.07% |
| 3Y (ann.) | 4.35% | -17.05% |
| 5Y (ann.) | 4.35% | -17.05% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -21.41% | -58.89% |
| Longest DD Days | 233.0 | 101.0 |
| Avg. Drawdown | -7.02% | -11.63% |
| Avg. Drawdown Days | 73.0 | 17.0 |
| Recovery Factor | 0.16 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-03-24 | -21.41 | 233 |
| 2024-06-01 | 2024-07-15 | -3.24 | 44 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| 2024-07-16 | 2024-08-02 | -0.95 | 16 |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Best Day | 5.78% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 14.07% | 21.25% |
| Worst Week | -6.43% | -17.1% |
| Best Month | 14.07% | 41.15% |
| Worst Month | -17.46% | -36.08% |
| Best Year | 20.8% | 13.13% |
| Worst Year | -14.31% | -24.04% |
| Avg. Up Day | 1.33% | 1.44% |
| Avg. Down Day | -1.23% | -1.56% |
| Avg. Up Week | 7.66% | 15.31% |
| Avg. Down Week | -2.78% | -9.37% |
| Avg. Up Month | 8.17% | 16.78% |
| Avg. Down Month | -6.52% | -23.19% |
| Win Days % | 46.79% | 49.41% |
| Win Month % | 44.44% | 50.0% |
| Win Week % | 37.5% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |