| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 34.15% | -17.2% |
| Max Drawdown | -27.21% | -54.18% |
| Sharpe | 1.36 | 0.19 |
| Sortino | 2.78 | 0.28 |
| Payoff Ratio | 2.02 | 1.19 |
| Profit Factor | 1.77 | 1.03 |
| Common Sense Ratio | 4.83 | 0.95 |
| CPC Index | 1.71 | 0.58 |
| Tail Ratio | 2.73 | 0.93 |
| Outlier Win Ratio | 39.07 | 2.99 |
| Outlier Loss Ratio | 4.22 | 2.37 |
| Volatility (ann.) | 29.72% | 90.42% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.6 | -0.38 |
| Skew | 4.12 | 0.35 |
| Kurtosis | 39.77 | 3.25 |
| Expected Daily % | 0.1% | -0.06% |
| Expected Monthly % | 2.98% | -1.87% |
| Expected Yearly % | 15.82% | -9.0% |
| Kelly Criterion | 22.05% | 2.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.45% | -7.74% |
| Expected Shortfall (cVaR) | -2.45% | -7.74% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 0.71 | 0.06 | - |
| 2025 | -26.58 | 33.20 | -1.25 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 6.25% | 8.0% |
| 3M | 33.2% | -30.61% |
| 6M | 71.35% | -5.31% |
| YTD | 33.2% | -26.58% |
| 1Y | 34.15% | -17.2% |
| 3Y (ann.) | 43.66% | -20.76% |
| 5Y (ann.) | 43.66% | -20.76% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -27.21% | -54.18% |
| Longest DD Days | 182.0 | 101.0 |
| Avg. Drawdown | -8.72% | -15.78% |
| Avg. Drawdown Days | 60.0 | 26.0 |
| Recovery Factor | 1.26 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2025-01-16 | -27.21 | 182 |
| 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 | 15.28% | 20.8% |
| Worst Day | -6.79% | -18.74% |
| Best Week | 13.24% | 25.06% |
| Worst Week | -12.03% | -26.95% |
| Best Month | 20.29% | 39.21% |
| Worst Month | -16.97% | -46.12% |
| Best Year | 33.2% | 12.78% |
| Worst Year | 0.71% | -26.58% |
| Avg. Up Day | 3.74% | 3.97% |
| Avg. Down Day | -1.85% | -3.35% |
| Avg. Up Week | 8.32% | 13.8% |
| Avg. Down Week | -5.05% | -6.99% |
| Avg. Up Month | 11.49% | 23.43% |
| Avg. Down Month | -9.4% | -20.94% |
| Win Days % | 47.83% | 47.3% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 58.82% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |