| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 70.43% | -22.68% |
| Max Drawdown | -17.1% | -54.18% |
| Sharpe | 2.01 | 0.1 |
| Sortino | 5.09 | 0.14 |
| Payoff Ratio | 2.34 | 1.63 |
| Profit Factor | 2.24 | 1.01 |
| Common Sense Ratio | 7.16 | 0.94 |
| CPC Index | 2.58 | 0.78 |
| Tail Ratio | 3.19 | 0.93 |
| Outlier Win Ratio | 28.1 | 3.03 |
| Outlier Loss Ratio | 3.78 | 2.14 |
| Volatility (ann.) | 35.9% | 90.48% |
| R^2 | 0.15 | 0.15 |
| Calmar | 5.49 | -0.5 |
| Skew | 5.02 | 0.36 |
| Kurtosis | 42.02 | 3.28 |
| Expected Daily % | 0.18% | -0.09% |
| Expected Monthly % | 5.48% | -2.54% |
| Expected Yearly % | 30.55% | -12.07% |
| Kelly Criterion | 27.26% | 14.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.89% | -7.77% |
| Expected Shortfall (cVaR) | -2.89% | -7.77% |
| Year | 12246319:SOLUSD | 12246319:solusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 20.08 | 1.57 | + |
| 2025 | -31.44 | 41.92 | -1.33 | + |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| MTD | -3.47% | 0.85% |
| 3M | 41.92% | -38.49% |
| 6M | 92.83% | -6.75% |
| YTD | 41.92% | -31.44% |
| 1Y | 70.43% | -22.68% |
| 3Y (ann.) | 93.85% | -27.33% |
| 5Y (ann.) | 93.85% | -27.33% |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Max Drawdown | -17.1% | -54.18% |
| Longest DD Days | 98.0 | 101.0 |
| Avg. Drawdown | -3.86% | -15.78% |
| Avg. Drawdown Days | 26.0 | 25.0 |
| Recovery Factor | 4.12 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-08 | -17.10 | 98 |
| 2025-03-07 | 2025-03-22 | -3.47 | 15 |
| 2025-02-03 | 2025-02-04 | -3.34 | 1 |
| 2024-12-01 | 2025-01-16 | -2.66 | 46 |
| 2024-06-02 | 2024-07-17 | -1.54 | 45 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| 2024-11-27 | 2024-11-28 | -0.99 | 1 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -6.5% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -11.7% | -26.95% |
| Best Month | 44.94% | 39.21% |
| Worst Month | -9.93% | -46.12% |
| Best Year | 41.92% | 12.78% |
| Worst Year | 20.08% | -31.44% |
| Avg. Up Day | 4.39% | 4.53% |
| Avg. Down Day | -1.87% | -2.78% |
| Avg. Up Week | 10.94% | 12.69% |
| Avg. Down Week | -2.89% | -7.01% |
| Avg. Up Month | 22.34% | 27.29% |
| Avg. Down Month | -4.71% | -21.56% |
| Win Days % | 49.02% | 46.94% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |