| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 18.38% | -17.2% |
| Max Drawdown | -26.58% | -54.18% |
| Sharpe | 0.68 | 0.19 |
| Sortino | 1.2 | 0.28 |
| Payoff Ratio | 1.81 | 2.03 |
| Profit Factor | 1.36 | 1.03 |
| Common Sense Ratio | 0.93 | 0.95 |
| CPC Index | 0.92 | 0.99 |
| Tail Ratio | 0.68 | 0.93 |
| Outlier Win Ratio | 32.86 | 3.14 |
| Outlier Loss Ratio | 3.1 | 2.47 |
| Volatility (ann.) | 45.28% | 90.42% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.87 | -0.38 |
| Skew | 2.98 | 0.35 |
| Kurtosis | 44.43 | 3.25 |
| Expected Daily % | 0.06% | -0.06% |
| Expected Monthly % | 1.7% | -1.87% |
| Expected Yearly % | 8.8% | -9.0% |
| Kelly Criterion | 2.48% | 21.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.81% | -7.74% |
| Expected Shortfall (cVaR) | -3.81% | -7.74% |
| Year | 12246558:SOLUSD | 12246558:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 11.70 | 0.92 | - |
| 2025 | -26.58 | 5.98 | -0.23 | + |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| MTD | 0.0% | 8.0% |
| 3M | 5.98% | -30.61% |
| 6M | 24.99% | -5.31% |
| YTD | 5.98% | -26.58% |
| 1Y | 18.38% | -17.2% |
| 3Y (ann.) | 23.13% | -20.76% |
| 5Y (ann.) | 23.13% | -20.76% |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Max Drawdown | -26.58% | -54.18% |
| Longest DD Days | 153.0 | 101.0 |
| Avg. Drawdown | -10.25% | -15.78% |
| Avg. Drawdown Days | 58.0 | 26.0 |
| Recovery Factor | 0.69 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -26.58 | 153 |
| 2025-01-20 | 2025-03-24 | -15.53 | 63 |
| 2024-12-01 | 2025-01-19 | -8.17 | 49 |
| 2024-11-10 | 2024-11-30 | -0.69 | 20 |
| 2024-06-02 | 2024-06-05 | -0.26 | 3 |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 23.18% | 25.06% |
| Worst Week | -7.81% | -26.95% |
| Best Month | 25.37% | 39.21% |
| Worst Month | -8.01% | -46.12% |
| Best Year | 11.7% | 12.78% |
| Worst Year | 5.98% | -26.58% |
| Avg. Up Day | 5.84% | 6.82% |
| Avg. Down Day | -3.23% | -3.36% |
| Avg. Up Week | 5.9% | 9.0% |
| Avg. Down Week | -5.25% | -9.56% |
| Avg. Up Month | 9.18% | 24.64% |
| Avg. Down Month | -6.14% | -27.7% |
| Win Days % | 37.21% | 47.3% |
| Win Month % | 55.56% | 60.0% |
| Win Week % | 60.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |