| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 71.58% | -14.07% |
| Max Drawdown | -26.17% | -58.89% |
| Sharpe | 1.12 | 0.12 |
| Sortino | 2.02 | 0.17 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 1.59 | 1.02 |
| Common Sense Ratio | 4.98 | 1.04 |
| CPC Index | 1.06 | 0.58 |
| Tail Ratio | 3.13 | 1.02 |
| Outlier Win Ratio | 35.14 | 3.03 |
| Outlier Loss Ratio | 3.62 | 2.75 |
| Volatility (ann.) | 15.9% | 44.76% |
| R^2 | 0.13 | 0.13 |
| Calmar | 3.61 | -0.29 |
| Skew | 3.2 | 0.62 |
| Kurtosis | 48.93 | 8.48 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.55% | -1.5% |
| Expected Yearly % | 30.99% | -7.3% |
| Kelly Criterion | 16.15% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.84% |
| Expected Shortfall (cVaR) | -1.32% | -3.84% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 3.21 | 0.24 | - |
| 2025 | -24.04 | 66.24 | -2.75 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 10.26% | -3.15% |
| 3M | 66.24% | -20.48% |
| 6M | 110.25% | -4.03% |
| YTD | 66.24% | -24.04% |
| 1Y | 71.58% | -14.07% |
| 3Y (ann.) | 94.59% | -17.05% |
| 5Y (ann.) | 94.59% | -17.05% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -26.17% | -58.89% |
| Longest DD Days | 118.0 | 101.0 |
| Avg. Drawdown | -5.11% | -11.63% |
| Avg. Drawdown Days | 25.0 | 17.0 |
| Recovery Factor | 2.74 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-29 | -26.17 | 118 |
| 2025-01-19 | 2025-03-23 | -9.76 | 62 |
| 2024-11-29 | 2025-01-15 | -4.88 | 47 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 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 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -10.63% | -17.1% |
| Best Month | 44.66% | 41.15% |
| Worst Month | -18.37% | -36.08% |
| Best Year | 66.24% | 13.13% |
| Worst Year | 3.21% | -24.04% |
| Avg. Up Day | 1.66% | 1.72% |
| Avg. Down Day | -1.33% | -1.48% |
| Avg. Up Week | 11.81% | 14.1% |
| Avg. Down Week | -4.09% | -7.3% |
| Avg. Up Month | 19.95% | 22.87% |
| Avg. Down Month | -7.11% | -18.02% |
| Win Days % | 53.41% | 49.41% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 55.56% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |