| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 23.94% | -14.07% |
| Max Drawdown | -28.74% | -58.89% |
| Sharpe | 0.42 | 0.12 |
| Sortino | 0.67 | 0.17 |
| Payoff Ratio | 1.37 | 1.37 |
| Profit Factor | 1.24 | 1.02 |
| Common Sense Ratio | 1.4 | 1.04 |
| CPC Index | 0.77 | 0.69 |
| Tail Ratio | 1.13 | 1.02 |
| Outlier Win Ratio | 35.23 | 2.84 |
| Outlier Loss Ratio | 3.12 | 2.99 |
| Volatility (ann.) | 20.81% | 44.76% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.05 | -0.29 |
| Skew | 2.46 | 0.62 |
| Kurtosis | 87.79 | 8.48 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.17% | -1.5% |
| Expected Yearly % | 11.33% | -7.3% |
| Kelly Criterion | 5.61% | 12.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -3.84% |
| Expected Shortfall (cVaR) | -1.77% | -3.84% |
| Year | 12246562:SOLUSD | 12246562:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.26 | 1.47 | + |
| 2025 | -24.04 | 3.93 | -0.16 | + |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.15% |
| 3M | 3.93% | -20.48% |
| 6M | 22.57% | -4.03% |
| YTD | 3.93% | -24.04% |
| 1Y | 23.94% | -14.07% |
| 3Y (ann.) | 30.3% | -17.05% |
| 5Y (ann.) | 30.3% | -17.05% |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Max Drawdown | -28.74% | -58.89% |
| Longest DD Days | 122.0 | 101.0 |
| Avg. Drawdown | -7.09% | -11.63% |
| Avg. Drawdown Days | 29.0 | 17.0 |
| Recovery Factor | 0.83 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-06 | -28.74 | 122 |
| 2025-01-19 | 2025-03-24 | -21.73 | 63 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2024-10-07 | 2024-11-06 | -4.06 | 29 |
| 2024-11-08 | 2024-11-29 | -2.52 | 20 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-10-07 | 2024-10-07 | -0.99 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| 2024-06-01 | 2024-06-04 | -0.44 | 3 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.6% | 21.25% |
| Worst Week | -7.89% | -17.1% |
| Best Month | 22.26% | 41.15% |
| Worst Month | -8.05% | -36.08% |
| Best Year | 19.26% | 13.13% |
| Worst Year | 3.93% | -24.04% |
| Avg. Up Day | 2.25% | 2.32% |
| Avg. Down Day | -1.64% | -1.69% |
| Avg. Up Week | 9.73% | 13.3% |
| Avg. Down Week | -5.22% | -8.58% |
| Avg. Up Month | 9.94% | 20.86% |
| Avg. Down Month | -6.01% | -22.53% |
| Win Days % | 45.45% | 49.41% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 46.67% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |