| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 117.53% | -17.79% |
| Max Drawdown | -27.82% | -64.93% |
| Sharpe | 0.8 | 0.13 |
| Sortino | 1.37 | 0.2 |
| Payoff Ratio | 1.32 | 1.22 |
| Profit Factor | 1.34 | 1.02 |
| Common Sense Ratio | 1.84 | 1.01 |
| CPC Index | 0.87 | 0.62 |
| Tail Ratio | 1.38 | 0.99 |
| Outlier Win Ratio | 27.54 | 3.01 |
| Outlier Loss Ratio | 3.5 | 2.89 |
| Volatility (ann.) | 17.9% | 42.24% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.39 | -0.19 |
| Skew | 3.38 | 0.52 |
| Kurtosis | 56.04 | 7.53 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 4.18% | -1.03% |
| Expected Yearly % | 47.49% | -9.33% |
| Kelly Criterion | 10.57% | 8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.62% |
| Expected Shortfall (cVaR) | -1.5% | -3.62% |
| Year | 12244511:SOLUSD | 12244511:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 37.19 | 2.83 | + |
| 2025 | -27.33 | 58.57 | -2.14 | + |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| MTD | -4.05% | 2.76% |
| 3M | -11.79% | -36.8% |
| 6M | -18.77% | -14.9% |
| YTD | 58.57% | -27.33% |
| 1Y | 58.57% | -36.69% |
| 3Y (ann.) | 66.41% | -12.05% |
| 5Y (ann.) | 66.41% | -12.05% |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Max Drawdown | -27.82% | -64.93% |
| Longest DD Days | 145.0 | 324.0 |
| Avg. Drawdown | -4.63% | -11.98% |
| Avg. Drawdown Days | 16.0 | 32.0 |
| Recovery Factor | 4.22 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-18 | 2025-12-10 | -27.82 | 145 |
| 2024-07-20 | 2024-11-06 | -21.96 | 108 |
| 2025-04-04 | 2025-05-08 | -18.54 | 33 |
| 2024-11-12 | 2024-11-27 | -7.92 | 15 |
| 2025-06-30 | 2025-07-18 | -6.29 | 17 |
| 2025-02-04 | 2025-03-24 | -5.70 | 48 |
| 2025-05-14 | 2025-06-28 | -5.50 | 45 |
| 2025-03-25 | 2025-04-04 | -5.19 | 9 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-29 | 2025-01-15 | -4.02 | 47 |
| Metric | 12244511:solusd:triple_med_gx:lsma190_110 | 12244511:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -9.55% | -18.95% |
| Best Month | 41.95% | 41.15% |
| Worst Month | -16.51% | -36.08% |
| Best Year | 58.57% | 13.13% |
| Worst Year | 37.19% | -27.33% |
| Avg. Up Day | 1.73% | 1.74% |
| Avg. Down Day | -1.31% | -1.43% |
| Avg. Up Week | 9.33% | 11.21% |
| Avg. Down Week | -3.55% | -7.19% |
| Avg. Up Month | 16.95% | 18.41% |
| Avg. Down Month | -6.54% | -23.47% |
| Win Days % | 49.14% | 49.57% |
| Win Month % | 61.11% | 57.89% |
| Win Week % | 50.0% | 50.62% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |