| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 36.94% | -17.2% |
| Max Drawdown | -21.84% | -54.18% |
| Sharpe | 1.11 | 0.19 |
| Sortino | 2.05 | 0.28 |
| Payoff Ratio | 2.05 | 1.74 |
| Profit Factor | 1.86 | 1.03 |
| Common Sense Ratio | 0.0 | 0.95 |
| CPC Index | 1.67 | 0.84 |
| Tail Ratio | 0.0 | 0.93 |
| Outlier Win Ratio | 35.15 | 2.91 |
| Outlier Loss Ratio | 2.91 | 2.28 |
| Volatility (ann.) | 43.0% | 90.42% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.17 | -0.38 |
| Skew | 3.36 | 0.35 |
| Kurtosis | 53.33 | 3.25 |
| Expected Daily % | 0.11% | -0.06% |
| Expected Monthly % | 3.19% | -1.87% |
| Expected Yearly % | 17.02% | -9.0% |
| Kelly Criterion | 16.25% | 16.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.57% | -7.74% |
| Expected Shortfall (cVaR) | -3.57% | -7.74% |
| Year | 12246558:SOLUSD | 12246558:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 30.77 | 2.41 | + |
| 2025 | -26.58 | 4.72 | -0.18 | + |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| MTD | 0.0% | 8.0% |
| 3M | 4.72% | -30.61% |
| 6M | 34.73% | -5.31% |
| YTD | 4.72% | -26.58% |
| 1Y | 36.94% | -17.2% |
| 3Y (ann.) | 47.35% | -20.76% |
| 5Y (ann.) | 47.35% | -20.76% |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Max Drawdown | -21.84% | -54.18% |
| Longest DD Days | 65.0 | 101.0 |
| Avg. Drawdown | -8.4% | -15.78% |
| Avg. Drawdown Days | 45.0 | 26.0 |
| Recovery Factor | 1.69 | -0.32 |
| Ulcer Index | 1.06 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-10-07 | -21.84 | 65 |
| 2025-01-20 | 2025-03-24 | -15.05 | 63 |
| 2024-12-01 | 2025-01-18 | -3.43 | 48 |
| 2024-06-06 | 2024-07-22 | -1.53 | 46 |
| 2024-11-05 | 2024-11-06 | -0.18 | 1 |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Best Day | 20.59% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 22.96% | 25.06% |
| Worst Week | -6.81% | -26.95% |
| Best Month | 24.94% | 39.21% |
| Worst Month | -7.36% | -46.12% |
| Best Year | 30.77% | 12.78% |
| Worst Year | 4.72% | -26.58% |
| Avg. Up Day | 6.39% | 7.15% |
| Avg. Down Day | -3.13% | -4.12% |
| Avg. Up Week | 8.39% | 10.99% |
| Avg. Down Week | -2.92% | -9.56% |
| Avg. Up Month | 9.87% | 24.64% |
| Avg. Down Month | -5.36% | -31.05% |
| Win Days % | 43.75% | 47.3% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |