| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 41.83% | -17.2% |
| Max Drawdown | -26.53% | -54.18% |
| Sharpe | 1.16 | 0.19 |
| Sortino | 2.14 | 0.28 |
| Payoff Ratio | 1.92 | 1.85 |
| Profit Factor | 1.71 | 1.03 |
| Common Sense Ratio | 8.43 | 0.95 |
| CPC Index | 1.42 | 0.9 |
| Tail Ratio | 4.93 | 0.93 |
| Outlier Win Ratio | 29.83 | 3.14 |
| Outlier Loss Ratio | 3.15 | 2.4 |
| Volatility (ann.) | 45.46% | 90.42% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.03 | -0.38 |
| Skew | 2.99 | 0.35 |
| Kurtosis | 43.41 | 3.25 |
| Expected Daily % | 0.12% | -0.06% |
| Expected Monthly % | 3.56% | -1.87% |
| Expected Yearly % | 19.09% | -9.0% |
| Kelly Criterion | 13.65% | 18.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.77% | -7.74% |
| Expected Shortfall (cVaR) | -3.77% | -7.74% |
| Year | 12246562:SOLUSD | 12246562:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 36.46 | 2.85 | + |
| 2025 | -26.58 | 3.93 | -0.15 | + |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| MTD | 0.0% | 8.0% |
| 3M | 3.93% | -30.61% |
| 6M | 32.82% | -5.31% |
| YTD | 3.93% | -26.58% |
| 1Y | 41.83% | -17.2% |
| 3Y (ann.) | 53.86% | -20.76% |
| 5Y (ann.) | 53.86% | -20.76% |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Max Drawdown | -26.53% | -54.18% |
| Longest DD Days | 105.0 | 101.0 |
| Avg. Drawdown | -7.6% | -15.78% |
| Avg. Drawdown Days | 36.0 | 26.0 |
| Recovery Factor | 1.58 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-09-19 | -26.53 | 105 |
| 2025-01-20 | 2025-03-24 | -15.68 | 63 |
| 2024-12-01 | 2025-01-18 | -6.41 | 48 |
| 2024-10-08 | 2024-11-06 | -3.52 | 29 |
| 2024-10-06 | 2024-10-07 | -0.63 | 1 |
| 2024-06-02 | 2024-06-05 | -0.26 | 3 |
| 2024-10-04 | 2024-10-05 | -0.18 | 1 |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562: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 | -8.05% | -46.12% |
| Best Year | 36.46% | 12.78% |
| Worst Year | 3.93% | -26.58% |
| Avg. Up Day | 5.46% | 6.01% |
| Avg. Down Day | -2.84% | -3.25% |
| Avg. Up Week | 8.21% | 10.08% |
| Avg. Down Week | -4.41% | -11.17% |
| Avg. Up Month | 11.54% | 24.64% |
| Avg. Down Month | -5.94% | -28.86% |
| Win Days % | 43.18% | 47.3% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 60.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |