| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 36.94% | -14.07% |
| Max Drawdown | -25.82% | -58.89% |
| Sharpe | 0.59 | 0.12 |
| Sortino | 0.97 | 0.17 |
| Payoff Ratio | 1.31 | 1.32 |
| Profit Factor | 1.46 | 1.02 |
| Common Sense Ratio | NaN | 1.04 |
| CPC Index | 0.94 | 0.66 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 42.65 | 2.71 |
| Outlier Loss Ratio | 2.64 | 2.6 |
| Volatility (ann.) | 19.38% | 44.76% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.83 | -0.29 |
| Skew | 2.86 | 0.62 |
| Kurtosis | 114.59 | 8.48 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.19% | -1.5% |
| Expected Yearly % | 17.02% | -7.3% |
| Kelly Criterion | 10.13% | 11.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.84% |
| Expected Shortfall (cVaR) | -1.64% | -3.84% |
| Year | 12246558:SOLUSD | 12246558:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 30.77 | 2.34 | + |
| 2025 | -24.04 | 4.72 | -0.20 | + |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.15% |
| 3M | 4.72% | -20.48% |
| 6M | 34.73% | -4.03% |
| YTD | 4.72% | -24.04% |
| 1Y | 36.94% | -14.07% |
| 3Y (ann.) | 47.35% | -17.05% |
| 5Y (ann.) | 47.35% | -17.05% |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Max Drawdown | -25.82% | -58.89% |
| Longest DD Days | 106.0 | 101.0 |
| Avg. Drawdown | -5.69% | -11.63% |
| Avg. Drawdown Days | 26.0 | 17.0 |
| Recovery Factor | 1.43 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-05 | -25.82 | 106 |
| 2025-01-19 | 2025-03-24 | -21.73 | 63 |
| 2024-11-29 | 2025-01-18 | -4.02 | 49 |
| 2024-06-05 | 2024-07-21 | -2.66 | 46 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-11-28 | 2024-11-29 | -0.18 | 0 |
| 2024-11-05 | 2024-11-06 | -0.04 | 0 |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 22.96% | 21.25% |
| Worst Week | -7.36% | -17.1% |
| Best Month | 21.84% | 41.15% |
| Worst Month | -7.36% | -36.08% |
| Best Year | 30.77% | 13.13% |
| Worst Year | 4.72% | -24.04% |
| Avg. Up Day | 2.36% | 2.47% |
| Avg. Down Day | -1.8% | -1.87% |
| Avg. Up Week | 7.47% | 11.34% |
| Avg. Down Week | -5.1% | -9.84% |
| Avg. Up Month | 9.25% | 20.86% |
| Avg. Down Month | -4.54% | -25.95% |
| Win Days % | 49.02% | 49.41% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 75.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |