| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 18.93% | -17.2% |
| Max Drawdown | -23.82% | -54.18% |
| Sharpe | 1.02 | 0.19 |
| Sortino | 1.71 | 0.28 |
| Payoff Ratio | 1.63 | 1.16 |
| Profit Factor | 1.51 | 1.03 |
| Common Sense Ratio | 4.31 | 0.95 |
| CPC Index | 1.23 | 0.56 |
| Tail Ratio | 2.86 | 0.93 |
| Outlier Win Ratio | 47.9 | 2.78 |
| Outlier Loss Ratio | 4.11 | 2.37 |
| Volatility (ann.) | 23.56% | 90.42% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.0 | -0.38 |
| Skew | 1.75 | 0.35 |
| Kurtosis | 24.7 | 3.25 |
| Expected Daily % | 0.06% | -0.06% |
| Expected Monthly % | 1.75% | -1.87% |
| Expected Yearly % | 9.05% | -9.0% |
| Kelly Criterion | 19.25% | 1.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -7.74% |
| Expected Shortfall (cVaR) | -1.96% | -7.74% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -6.78 | -0.53 | - |
| 2025 | -26.58 | 27.58 | -1.04 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 6.25% | 8.0% |
| 3M | 27.58% | -30.61% |
| 6M | 44.36% | -5.31% |
| YTD | 27.58% | -26.58% |
| 1Y | 18.93% | -17.2% |
| 3Y (ann.) | 23.83% | -20.76% |
| 5Y (ann.) | 23.83% | -20.76% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -23.82% | -54.18% |
| Longest DD Days | 184.0 | 101.0 |
| Avg. Drawdown | -7.88% | -15.78% |
| Avg. Drawdown Days | 61.0 | 26.0 |
| Recovery Factor | 0.79 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2025-01-18 | -23.82 | 184 |
| 2025-02-03 | 2025-02-04 | -4.98 | 1 |
| 2024-06-02 | 2024-07-16 | -1.83 | 44 |
| 2025-03-08 | 2025-03-23 | -0.88 | 15 |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Best Day | 9.69% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 13.24% | 25.06% |
| Worst Week | -12.03% | -26.95% |
| Best Month | 15.21% | 39.21% |
| Worst Month | -16.97% | -46.12% |
| Best Year | 27.58% | 12.78% |
| Worst Year | -6.78% | -26.58% |
| Avg. Up Day | 3.26% | 4.17% |
| Avg. Down Day | -2.01% | -3.59% |
| Avg. Up Week | 5.89% | 13.8% |
| Avg. Down Week | -3.85% | -5.95% |
| Avg. Up Month | 8.01% | 23.43% |
| Avg. Down Month | -9.4% | -20.94% |
| Win Days % | 50.0% | 47.3% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 52.94% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |