| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 35.46% | -17.2% |
| Max Drawdown | -26.53% | -54.18% |
| Sharpe | 1.05 | 0.19 |
| Sortino | 1.91 | 0.28 |
| Payoff Ratio | 1.76 | 1.83 |
| Profit Factor | 1.63 | 1.03 |
| Common Sense Ratio | 7.81 | 0.95 |
| CPC Index | 1.24 | 0.89 |
| Tail Ratio | 4.78 | 0.93 |
| Outlier Win Ratio | 31.33 | 3.14 |
| Outlier Loss Ratio | 3.16 | 2.4 |
| Volatility (ann.) | 44.93% | 90.42% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.71 | -0.38 |
| Skew | 3.05 | 0.35 |
| Kurtosis | 45.55 | 3.25 |
| Expected Daily % | 0.1% | -0.06% |
| Expected Monthly % | 3.08% | -1.87% |
| Expected Yearly % | 16.39% | -9.0% |
| Kelly Criterion | 10.81% | 18.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.74% | -7.74% |
| Expected Shortfall (cVaR) | -3.74% | -7.74% |
| Year | 12246558:SOLUSD | 12246558:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 27.82 | 2.18 | + |
| 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 | 35.44% | -5.31% |
| YTD | 5.98% | -26.58% |
| 1Y | 35.46% | -17.2% |
| 3Y (ann.) | 45.39% | -20.76% |
| 5Y (ann.) | 45.39% | -20.76% |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Max Drawdown | -26.53% | -54.18% |
| Longest DD Days | 123.0 | 101.0 |
| Avg. Drawdown | -10.45% | -15.78% |
| Avg. Drawdown Days | 53.0 | 26.0 |
| Recovery Factor | 1.34 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-07 | -26.53 | 123 |
| 2025-01-20 | 2025-03-24 | -15.53 | 63 |
| 2024-12-01 | 2025-01-18 | -6.41 | 48 |
| 2024-10-08 | 2024-11-06 | -3.52 | 29 |
| 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 | -7.74% | -26.95% |
| Best Month | 29.72% | 39.21% |
| Worst Month | -6.24% | -46.12% |
| Best Year | 27.82% | 12.78% |
| Worst Year | 5.98% | -26.58% |
| Avg. Up Day | 5.19% | 6.15% |
| Avg. Down Day | -2.96% | -3.36% |
| Avg. Up Week | 6.4% | 9.0% |
| Avg. Down Week | -4.41% | -11.17% |
| Avg. Up Month | 10.15% | 24.64% |
| Avg. Down Month | -5.34% | -28.86% |
| Win Days % | 43.18% | 47.3% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 66.67% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |