| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 70.43% | -21.92% |
| Max Drawdown | -19.39% | -58.89% |
| Sharpe | 1.12 | 0.05 |
| Sortino | 2.02 | 0.07 |
| Payoff Ratio | 1.25 | 1.11 |
| Profit Factor | 1.59 | 1.01 |
| Common Sense Ratio | 6.04 | 1.02 |
| CPC Index | 1.08 | 0.55 |
| Tail Ratio | 3.79 | 1.01 |
| Outlier Win Ratio | 34.17 | 2.93 |
| Outlier Loss Ratio | 3.44 | 2.69 |
| Volatility (ann.) | 15.91% | 44.76% |
| R^2 | 0.13 | 0.13 |
| Calmar | 4.84 | -0.45 |
| Skew | 3.3 | 0.62 |
| Kurtosis | 49.61 | 8.55 |
| Expected Daily % | 0.05% | -0.02% |
| Expected Monthly % | 5.48% | -2.44% |
| Expected Yearly % | 30.55% | -11.64% |
| Kelly Criterion | 17.79% | 3.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.85% |
| Expected Shortfall (cVaR) | -1.32% | -3.85% |
| Year | 12246319:SOLUSD | 12246319:solusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 20.08 | 1.53 | + |
| 2025 | -30.99 | 41.92 | -1.35 | + |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| MTD | -3.47% | -12.01% |
| 3M | 41.92% | -32.99% |
| 6M | 92.83% | -8.8% |
| YTD | 41.92% | -30.99% |
| 1Y | 70.43% | -21.92% |
| 3Y (ann.) | 93.85% | -26.45% |
| 5Y (ann.) | 93.85% | -26.45% |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Max Drawdown | -19.39% | -58.89% |
| Longest DD Days | 97.0 | 101.0 |
| Avg. Drawdown | -3.42% | -11.63% |
| Avg. Drawdown Days | 16.0 | 17.0 |
| Recovery Factor | 3.63 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-07 | -19.39 | 97 |
| 2025-01-19 | 2025-03-22 | -8.20 | 61 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2024-11-29 | 2025-01-15 | -3.43 | 47 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-07-15 | -3.03 | 44 |
| 2024-11-28 | 2024-11-29 | -2.89 | 1 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -7.23% | -17.1% |
| Best Month | 44.94% | 41.15% |
| Worst Month | -11.44% | -36.08% |
| Best Year | 41.92% | 13.13% |
| Worst Year | 20.08% | -30.99% |
| Avg. Up Day | 1.65% | 1.66% |
| Avg. Down Day | -1.33% | -1.5% |
| Avg. Up Week | 12.95% | 15.78% |
| Avg. Down Week | -4.18% | -7.44% |
| Avg. Up Month | 21.42% | 22.87% |
| Avg. Down Month | -5.49% | -15.16% |
| Win Days % | 54.39% | 49.32% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 58.82% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |