| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 23.42% | -14.07% |
| Max Drawdown | -25.27% | -58.89% |
| Sharpe | 0.61 | 0.12 |
| Sortino | 0.93 | 0.17 |
| Payoff Ratio | 1.12 | 1.03 |
| Profit Factor | 1.31 | 1.02 |
| Common Sense Ratio | 1.83 | 1.04 |
| CPC Index | 0.75 | 0.52 |
| Tail Ratio | 1.4 | 1.02 |
| Outlier Win Ratio | 49.83 | 2.68 |
| Outlier Loss Ratio | 3.69 | 2.63 |
| Volatility (ann.) | 11.75% | 44.76% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.17 | -0.29 |
| Skew | 0.39 | 0.62 |
| Kurtosis | 41.36 | 8.48 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.13% | -1.5% |
| Expected Yearly % | 11.09% | -7.3% |
| Kelly Criterion | 7.41% | 0.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -3.84% |
| Expected Shortfall (cVaR) | -0.99% | -3.84% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -6.78 | -0.52 | - |
| 2025 | -24.04 | 32.40 | -1.35 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 10.26% | -3.15% |
| 3M | 32.4% | -20.48% |
| 6M | 49.81% | -4.03% |
| YTD | 32.4% | -24.04% |
| 1Y | 23.42% | -14.07% |
| 3Y (ann.) | 29.62% | -17.05% |
| 5Y (ann.) | 29.62% | -17.05% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -25.27% | -58.89% |
| Longest DD Days | 183.0 | 101.0 |
| Avg. Drawdown | -5.32% | -11.63% |
| Avg. Drawdown Days | 32.0 | 17.0 |
| Recovery Factor | 0.93 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-16 | -25.27 | 183 |
| 2025-01-17 | 2025-02-03 | -6.07 | 17 |
| 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 |
| 2025-03-23 | 2025-03-24 | -1.46 | 0 |
| 2025-03-22 | 2025-03-23 | -1.41 | 0 |
| 2025-03-07 | 2025-03-22 | -1.06 | 15 |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Best Day | 5.78% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 15.21% | 21.25% |
| Worst Week | -8.3% | -17.1% |
| Best Month | 15.21% | 41.15% |
| Worst Month | -18.37% | -36.08% |
| Best Year | 32.4% | 13.13% |
| Worst Year | -6.78% | -24.04% |
| Avg. Up Day | 1.41% | 1.49% |
| Avg. Down Day | -1.26% | -1.45% |
| Avg. Up Week | 6.8% | 13.88% |
| Avg. Down Week | -3.81% | -8.08% |
| Avg. Up Month | 8.45% | 22.87% |
| Avg. Down Month | -10.1% | -16.74% |
| Win Days % | 51.09% | 49.41% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 56.25% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |