| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 39.57% | -14.07% |
| Max Drawdown | -28.34% | -58.89% |
| Sharpe | 0.58 | 0.12 |
| Sortino | 0.95 | 0.17 |
| Payoff Ratio | 1.38 | 1.38 |
| Profit Factor | 1.32 | 1.02 |
| Common Sense Ratio | 2.8 | 1.04 |
| CPC Index | 0.86 | 0.7 |
| Tail Ratio | 2.12 | 1.02 |
| Outlier Win Ratio | 33.23 | 3.09 |
| Outlier Loss Ratio | 3.16 | 2.99 |
| Volatility (ann.) | 21.45% | 44.76% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.79 | -0.29 |
| Skew | 2.38 | 0.62 |
| Kurtosis | 78.06 | 8.48 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.39% | -1.5% |
| Expected Yearly % | 18.14% | -7.3% |
| Kelly Criterion | 9.08% | 12.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.84% |
| Expected Shortfall (cVaR) | -1.81% | -3.84% |
| Year | 12246562:SOLUSD | 12246562:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 34.29 | 2.61 | + |
| 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 | 30.08% | -4.03% |
| YTD | 3.93% | -24.04% |
| 1Y | 39.57% | -14.07% |
| 3Y (ann.) | 50.85% | -17.05% |
| 5Y (ann.) | 50.85% | -17.05% |
| Metric | 12246562:solusd:triple_med_gx:lsma255_115 | 12246562:SOLUSD |
|---|---|---|
| Max Drawdown | -28.34% | -58.89% |
| Longest DD Days | 105.0 | 101.0 |
| Avg. Drawdown | -5.56% | -11.63% |
| Avg. Drawdown Days | 20.0 | 17.0 |
| Recovery Factor | 1.4 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-19 | -28.34 | 105 |
| 2025-01-19 | 2025-03-24 | -21.73 | 63 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2024-10-07 | 2024-11-06 | -8.38 | 29 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2024-11-10 | 2024-11-29 | -1.73 | 18 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-10-07 | 2024-10-07 | -0.99 | 0 |
| 2024-10-05 | 2024-10-06 | -0.65 | 1 |
| 2024-09-19 | 2024-10-04 | -0.57 | 14 |
| 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 | -7.19% | -17.1% |
| Best Month | 28.51% | 41.15% |
| Worst Month | -8.05% | -36.08% |
| Best Year | 34.29% | 13.13% |
| Worst Year | 3.93% | -24.04% |
| Avg. Up Day | 2.21% | 2.27% |
| Avg. Down Day | -1.59% | -1.64% |
| Avg. Up Week | 7.74% | 11.17% |
| Avg. Down Week | -4.11% | -8.58% |
| Avg. Up Month | 13.43% | 23.49% |
| Avg. Down Month | -4.98% | -22.99% |
| Win Days % | 47.2% | 49.41% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 60.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |