| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 38.02% | -14.07% |
| Max Drawdown | -24.68% | -58.89% |
| Sharpe | 0.81 | 0.12 |
| Sortino | 1.39 | 0.17 |
| Payoff Ratio | 1.2 | 1.1 |
| Profit Factor | 1.45 | 1.02 |
| Common Sense Ratio | 3.18 | 1.04 |
| CPC Index | 0.9 | 0.55 |
| Tail Ratio | 2.19 | 1.02 |
| Outlier Win Ratio | 43.87 | 2.71 |
| Outlier Loss Ratio | 3.62 | 2.6 |
| Volatility (ann.) | 13.32% | 44.76% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.98 | -0.29 |
| Skew | 3.48 | 0.62 |
| Kurtosis | 74.96 | 8.48 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.28% | -1.5% |
| Expected Yearly % | 17.48% | -7.3% |
| Kelly Criterion | 12.02% | 3.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -3.84% |
| Expected Shortfall (cVaR) | -1.12% | -3.84% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.83 | 0.22 | - |
| 2025 | -24.04 | 34.23 | -1.42 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 10.26% | -3.15% |
| 3M | 34.23% | -20.48% |
| 6M | 69.25% | -4.03% |
| YTD | 34.23% | -24.04% |
| 1Y | 38.02% | -14.07% |
| 3Y (ann.) | 48.79% | -17.05% |
| 5Y (ann.) | 48.79% | -17.05% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -24.68% | -58.89% |
| Longest DD Days | 182.0 | 101.0 |
| Avg. Drawdown | -4.33% | -11.63% |
| Avg. Drawdown Days | 24.0 | 17.0 |
| Recovery Factor | 1.54 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-15 | -24.68 | 182 |
| 2025-02-02 | 2025-02-03 | -4.98 | 1 |
| 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 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-03-22 | 2025-03-23 | -1.41 | 0 |
| 2025-03-07 | 2025-03-22 | -1.06 | 15 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 16.8% | 21.25% |
| Worst Week | -7.77% | -17.1% |
| Best Month | 18.43% | 41.15% |
| Worst Month | -18.37% | -36.08% |
| Best Year | 34.23% | 13.13% |
| Worst Year | 2.83% | -24.04% |
| Avg. Up Day | 1.51% | 1.59% |
| Avg. Down Day | -1.26% | -1.45% |
| Avg. Up Week | 8.49% | 13.88% |
| Avg. Down Week | -3.72% | -8.08% |
| Avg. Up Month | 11.94% | 22.87% |
| Avg. Down Month | -10.1% | -16.74% |
| Win Days % | 52.08% | 49.41% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 56.25% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |