| Metric | 12236231:solusd:triple_med_gx:lsma200_85 | 12236231:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 23.83% | 3.1% |
| Max Drawdown | -21.04% | -64.93% |
| Sharpe | 0.5 | 0.23 |
| Sortino | 0.86 | 0.34 |
| Payoff Ratio | 1.27 | 1.2 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.84 | 0.61 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 62.82 | 2.42 |
| Outlier Loss Ratio | 3.29 | 2.64 |
| Volatility (ann.) | 10.7% | 43.08% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.99 | 0.04 |
| Skew | 5.58 | 0.64 |
| Kurtosis | 125.37 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.54% | 0.22% |
| Expected Yearly % | 11.28% | 1.54% |
| Kelly Criterion | 10.58% | 6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -3.68% |
| Expected Shortfall (cVaR) | -0.91% | -3.68% |
| Year | 12236231:SOLUSD | 12236231:solusd:triple_med_gx:lsma200_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 30.31 | 2.31 | + |
| 2025 | -8.87 | -4.97 | 0.56 | + |
| Metric | 12236231:solusd:triple_med_gx:lsma200_85 | 12236231:SOLUSD |
|---|---|---|
| MTD | 1.52% | 11.11% |
| 3M | 1.52% | 36.47% |
| 6M | 12.3% | -8.22% |
| YTD | -4.97% | -8.87% |
| 1Y | 15.85% | 7.09% |
| 3Y (ann.) | 20.9% | 2.75% |
| 5Y (ann.) | 20.9% | 2.75% |
| Metric | 12236231:solusd:triple_med_gx:lsma200_85 | 12236231:SOLUSD |
|---|---|---|
| Max Drawdown | -21.04% | -64.93% |
| Longest DD Days | 250.0 | 178.0 |
| Avg. Drawdown | -5.44% | -11.98% |
| Avg. Drawdown Days | 53.0 | 23.0 |
| Recovery Factor | 1.13 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-07-17 | -21.04 | 250 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2024-07-10 | 2024-11-06 | -6.45 | 118 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| 2024-07-05 | 2024-07-06 | -0.46 | 0 |
| 2024-07-05 | 2024-07-05 | -0.18 | 0 |
| Metric | 12236231:solusd:triple_med_gx:lsma200_85 | 12236231:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.1% | -14.23% |
| Best Week | 23.53% | 21.25% |
| Worst Week | -13.09% | -17.1% |
| Best Month | 21.92% | 41.15% |
| Worst Month | -15.38% | -36.08% |
| Best Year | 30.31% | 13.13% |
| Worst Year | -4.97% | -8.87% |
| Avg. Up Day | 1.6% | 1.61% |
| Avg. Down Day | -1.26% | -1.35% |
| Avg. Up Week | 9.95% | 11.56% |
| Avg. Down Week | -13.09% | -13.9% |
| Avg. Up Month | 10.11% | 23.18% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.0% | 49.3% |
| Win Month % | 80.0% | 57.14% |
| Win Week % | 54.55% | 51.67% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |