| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 98.77% | -17.2% |
| Max Drawdown | -18.21% | -54.18% |
| Sharpe | 2.68 | 0.19 |
| Sortino | 8.02 | 0.28 |
| Payoff Ratio | 2.1 | 1.31 |
| Profit Factor | 3.39 | 1.03 |
| Common Sense Ratio | 112.96 | 0.95 |
| CPC Index | 4.59 | 0.64 |
| Tail Ratio | 33.33 | 0.93 |
| Outlier Win Ratio | 28.1 | 2.86 |
| Outlier Loss Ratio | 3.54 | 2.12 |
| Volatility (ann.) | 33.47% | 90.42% |
| R^2 | 0.16 | 0.16 |
| Calmar | 7.32 | -0.38 |
| Skew | 5.83 | 0.35 |
| Kurtosis | 51.36 | 3.25 |
| Expected Daily % | 0.23% | -0.06% |
| Expected Monthly % | 7.11% | -1.87% |
| Expected Yearly % | 40.99% | -9.0% |
| Kelly Criterion | 47.54% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.64% | -7.74% |
| Expected Shortfall (cVaR) | -2.64% | -7.74% |
| Year | 12244511:SOLUSD | 12244511:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 33.27 | 2.60 | + |
| 2025 | -26.58 | 49.15 | -1.85 | + |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| MTD | 2.28% | 8.0% |
| 3M | 49.15% | -30.61% |
| 6M | 94.1% | -5.31% |
| YTD | 49.15% | -26.58% |
| 1Y | 98.77% | -17.2% |
| 3Y (ann.) | 133.3% | -20.76% |
| 5Y (ann.) | 133.3% | -20.76% |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Max Drawdown | -18.21% | -54.18% |
| Longest DD Days | 95.0 | 101.0 |
| Avg. Drawdown | -8.22% | -15.78% |
| Avg. Drawdown Days | 52.0 | 26.0 |
| Recovery Factor | 5.43 | -0.32 |
| Ulcer Index | 0.99 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-11-06 | -18.21 | 95 |
| 2024-12-01 | 2025-01-16 | -3.43 | 46 |
| 2025-03-08 | 2025-03-24 | -3.03 | 16 |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Best Day | 17.57% | 20.8% |
| Worst Day | -5.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -9.95% | -26.95% |
| Best Month | 37.86% | 39.21% |
| Worst Month | -12.79% | -46.12% |
| Best Year | 49.15% | 12.78% |
| Worst Year | 33.27% | -26.58% |
| Avg. Up Day | 4.26% | 4.7% |
| Avg. Down Day | -2.03% | -3.59% |
| Avg. Up Week | 8.73% | 11.04% |
| Avg. Down Week | -4.17% | -5.48% |
| Avg. Up Month | 13.94% | 21.86% |
| Avg. Down Month | -7.83% | -23.51% |
| Win Days % | 64.44% | 47.3% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 72.22% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |