| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 16.67% | -14.07% |
| Max Drawdown | -26.08% | -58.89% |
| Sharpe | 0.4 | 0.12 |
| Sortino | 0.56 | 0.17 |
| Payoff Ratio | 1.22 | 1.24 |
| Profit Factor | 1.33 | 1.02 |
| Common Sense Ratio | NaN | 1.04 |
| CPC Index | 0.78 | 0.62 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 60.19 | 2.47 |
| Outlier Loss Ratio | 2.58 | 2.25 |
| Volatility (ann.) | 14.79% | 44.76% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.8 | -0.29 |
| Skew | -2.08 | 0.62 |
| Kurtosis | 155.64 | 8.48 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.55% | -1.5% |
| Expected Yearly % | 8.01% | -7.3% |
| Kelly Criterion | 5.62% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -3.84% |
| Expected Shortfall (cVaR) | -1.26% | -3.84% |
| Year | 12246558:SOLUSD | 12246558:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -5.02 | -0.38 | - |
| 2025 | -24.04 | 22.83 | -0.95 | + |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.15% |
| 3M | 22.83% | -20.48% |
| 6M | 42.04% | -4.03% |
| YTD | 22.83% | -24.04% |
| 1Y | 16.67% | -14.07% |
| 3Y (ann.) | 20.94% | -17.05% |
| 5Y (ann.) | 20.94% | -17.05% |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Max Drawdown | -26.08% | -58.89% |
| Longest DD Days | 180.0 | 101.0 |
| Avg. Drawdown | -7.52% | -11.63% |
| Avg. Drawdown Days | 55.0 | 17.0 |
| Recovery Factor | 0.64 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-01-18 | -26.08 | 180 |
| 2025-02-04 | 2025-03-24 | -8.39 | 47 |
| 2024-06-05 | 2024-07-21 | -2.62 | 46 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 12246558:solusd:triple_med_gx:lsma260_115 | 12246558:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -23.69% | -17.1% |
| Best Month | 32.05% | 41.15% |
| Worst Month | -23.69% | -36.08% |
| Best Year | 22.83% | 13.13% |
| Worst Year | -5.02% | -24.04% |
| Avg. Up Day | 1.97% | 2.1% |
| Avg. Down Day | -1.62% | -1.7% |
| Avg. Up Week | 8.69% | 11.34% |
| Avg. Down Week | -5.23% | -9.84% |
| Avg. Up Month | 10.77% | 20.86% |
| Avg. Down Month | -10.6% | -25.95% |
| Win Days % | 48.15% | 49.41% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 75.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |