| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 38.02% | -17.2% |
| Max Drawdown | -24.85% | -54.18% |
| Sharpe | 1.09 | 0.19 |
| Sortino | 1.99 | 0.28 |
| Payoff Ratio | 1.72 | 1.77 |
| Profit Factor | 1.63 | 1.03 |
| Common Sense Ratio | 4.63 | 0.95 |
| CPC Index | 1.29 | 0.86 |
| Tail Ratio | 2.84 | 0.93 |
| Outlier Win Ratio | 29.51 | 3.14 |
| Outlier Loss Ratio | 3.1 | 2.4 |
| Volatility (ann.) | 45.28% | 90.42% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.96 | -0.38 |
| Skew | 2.98 | 0.35 |
| Kurtosis | 44.09 | 3.25 |
| Expected Daily % | 0.11% | -0.06% |
| Expected Monthly % | 3.27% | -1.87% |
| Expected Yearly % | 17.48% | -9.0% |
| Kelly Criterion | 14.4% | 17.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.76% | -7.74% |
| Expected Shortfall (cVaR) | -3.76% | -7.74% |
| Year | 12246558:SOLUSD | 12246558:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 30.23 | 2.37 | + |
| 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 | 34.93% | -5.31% |
| YTD | 5.98% | -26.58% |
| 1Y | 38.02% | -17.2% |
| 3Y (ann.) | 48.78% | -20.76% |
| 5Y (ann.) | 48.78% | -20.76% |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Max Drawdown | -24.85% | -54.18% |
| Longest DD Days | 121.0 | 101.0 |
| Avg. Drawdown | -9.11% | -15.78% |
| Avg. Drawdown Days | 44.0 | 26.0 |
| Recovery Factor | 1.53 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-05 | -24.85 | 121 |
| 2025-01-20 | 2025-03-24 | -15.53 | 63 |
| 2024-10-08 | 2024-11-06 | -6.99 | 29 |
| 2024-12-01 | 2025-01-18 | -6.41 | 48 |
| 2024-10-06 | 2024-10-07 | -0.63 | 1 |
| 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 | -6.81% | -26.95% |
| Best Month | 31.78% | 39.21% |
| Worst Month | -6.24% | -46.12% |
| Best Year | 30.23% | 12.78% |
| Worst Year | 5.98% | -26.58% |
| Avg. Up Day | 5.07% | 5.87% |
| Avg. Down Day | -2.94% | -3.32% |
| Avg. Up Week | 7.12% | 10.12% |
| Avg. Down Week | -3.46% | -11.17% |
| Avg. Up Month | 12.51% | 27.89% |
| Avg. Down Month | -4.07% | -28.86% |
| Win Days % | 45.83% | 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% |