| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 16.67% | -17.2% |
| Max Drawdown | -23.82% | -54.18% |
| Sharpe | 0.71 | 0.19 |
| Sortino | 1.17 | 0.28 |
| Payoff Ratio | 1.52 | 1.56 |
| Profit Factor | 1.51 | 1.03 |
| Common Sense Ratio | 0.0 | 0.95 |
| CPC Index | 0.95 | 0.76 |
| Tail Ratio | 0.0 | 0.93 |
| Outlier Win Ratio | 46.58 | 2.81 |
| Outlier Loss Ratio | 2.87 | 2.16 |
| Volatility (ann.) | 35.59% | 90.42% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.88 | -0.38 |
| Skew | 1.89 | 0.35 |
| Kurtosis | 66.19 | 3.25 |
| Expected Daily % | 0.05% | -0.06% |
| Expected Monthly % | 1.55% | -1.87% |
| Expected Yearly % | 8.01% | -9.0% |
| Kelly Criterion | 2.9% | 13.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.0% | -7.74% |
| Expected Shortfall (cVaR) | -3.0% | -7.74% |
| Year | 12246558:SOLUSD | 12246558:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -5.02 | -0.39 | - |
| 2025 | -26.58 | 22.83 | -0.86 | + |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| MTD | 0.0% | 8.0% |
| 3M | 22.83% | -30.61% |
| 6M | 42.04% | -5.31% |
| YTD | 22.83% | -26.58% |
| 1Y | 16.67% | -17.2% |
| 3Y (ann.) | 20.94% | -20.76% |
| 5Y (ann.) | 20.94% | -20.76% |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Max Drawdown | -23.82% | -54.18% |
| Longest DD Days | 169.0 | 101.0 |
| Avg. Drawdown | -10.84% | -15.78% |
| Avg. Drawdown Days | 87.0 | 26.0 |
| Recovery Factor | 0.7 | -0.32 |
| Ulcer Index | 1.06 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2025-01-19 | -23.82 | 169 |
| 2025-02-05 | 2025-03-24 | -6.98 | 47 |
| 2024-06-06 | 2024-07-22 | -1.71 | 46 |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 32.28% | 25.06% |
| Worst Week | -23.69% | -26.95% |
| Best Month | 32.05% | 39.21% |
| Worst Month | -23.69% | -46.12% |
| Best Year | 22.83% | 12.78% |
| Worst Year | -5.02% | -26.58% |
| Avg. Up Day | 4.9% | 6.06% |
| Avg. Down Day | -3.22% | -3.89% |
| Avg. Up Week | 9.59% | 10.99% |
| Avg. Down Week | -8.3% | -8.54% |
| Avg. Up Month | 11.35% | 24.64% |
| Avg. Down Month | -11.42% | -31.05% |
| Win Days % | 41.38% | 47.3% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 58.33% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |