| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 74.33% | -17.2% |
| Max Drawdown | -25.1% | -54.18% |
| Sharpe | 2.04 | 0.19 |
| Sortino | 4.83 | 0.28 |
| Payoff Ratio | 2.01 | 1.57 |
| Profit Factor | 2.22 | 1.03 |
| Common Sense Ratio | 7.14 | 0.95 |
| CPC Index | 2.39 | 0.76 |
| Tail Ratio | 3.21 | 0.93 |
| Outlier Win Ratio | 27.59 | 3.11 |
| Outlier Loss Ratio | 3.94 | 2.37 |
| Volatility (ann.) | 36.63% | 90.42% |
| R^2 | 0.16 | 0.16 |
| Calmar | 3.92 | -0.38 |
| Skew | 4.61 | 0.35 |
| Kurtosis | 38.62 | 3.25 |
| Expected Daily % | 0.19% | -0.06% |
| Expected Monthly % | 5.72% | -1.87% |
| Expected Yearly % | 32.04% | -9.0% |
| Kelly Criterion | 30.45% | 13.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.95% | -7.74% |
| Expected Shortfall (cVaR) | -2.95% | -7.74% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 13.60 | 1.06 | + |
| 2025 | -26.58 | 53.47 | -2.01 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 6.39% | 8.0% |
| 3M | 53.47% | -30.61% |
| 6M | 116.18% | -5.31% |
| YTD | 53.47% | -26.58% |
| 1Y | 74.33% | -17.2% |
| 3Y (ann.) | 98.45% | -20.76% |
| 5Y (ann.) | 98.45% | -20.76% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -25.1% | -54.18% |
| Longest DD Days | 102.0 | 101.0 |
| Avg. Drawdown | -6.06% | -15.78% |
| Avg. Drawdown Days | 40.0 | 26.0 |
| Recovery Factor | 2.96 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-12 | -25.10 | 102 |
| 2025-02-03 | 2025-03-23 | -4.98 | 48 |
| 2024-12-01 | 2025-01-16 | -2.66 | 46 |
| 2024-06-02 | 2024-07-16 | -1.83 | 44 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| 2024-11-27 | 2024-11-28 | -0.36 | 1 |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -11.97% | -26.95% |
| Best Month | 44.66% | 39.21% |
| Worst Month | -16.92% | -46.12% |
| Best Year | 53.47% | 12.78% |
| Worst Year | 13.6% | -26.58% |
| Avg. Up Day | 3.99% | 4.22% |
| Avg. Down Day | -1.99% | -2.69% |
| Avg. Up Week | 11.12% | 12.08% |
| Avg. Down Week | -3.72% | -7.79% |
| Avg. Up Month | 20.66% | 23.43% |
| Avg. Down Month | -5.42% | -27.7% |
| Win Days % | 53.57% | 47.3% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |