| Metric | 12242519:solusd:triple_med_gx:lsma200_105 | 12242519:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 128.78% | -9.97% |
| Max Drawdown | -24.63% | -64.93% |
| Sharpe | 1.12 | 0.16 |
| Sortino | 1.94 | 0.24 |
| Payoff Ratio | 1.38 | 1.31 |
| Profit Factor | 1.47 | 1.02 |
| Common Sense Ratio | 2.06 | 1.04 |
| CPC Index | 1.02 | 0.66 |
| Tail Ratio | 1.4 | 1.01 |
| Outlier Win Ratio | 25.25 | 3.05 |
| Outlier Loss Ratio | 3.51 | 2.88 |
| Volatility (ann.) | 18.36% | 43.54% |
| R^2 | 0.18 | 0.18 |
| Calmar | 4.61 | -0.14 |
| Skew | 2.12 | 0.65 |
| Kurtosis | 29.47 | 8.59 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.09% | -0.75% |
| Expected Yearly % | 51.25% | -5.12% |
| Kelly Criterion | 14.5% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.73% |
| Expected Shortfall (cVaR) | -1.52% | -3.73% |
| Year | 12242519:SOLUSD | 12242519:solusd:triple_med_gx:lsma200_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 24.52 | 1.87 | + |
| 2025 | -20.42 | 83.73 | -4.10 | + |
| Metric | 12242519:solusd:triple_med_gx:lsma200_105 | 12242519:SOLUSD |
|---|---|---|
| MTD | -4.19% | -2.98% |
| 3M | 9.14% | 28.3% |
| 6M | 83.73% | -22.48% |
| YTD | 83.73% | -20.42% |
| 1Y | 131.57% | 6.8% |
| 3Y (ann.) | 113.6% | -9.18% |
| 5Y (ann.) | 113.6% | -9.18% |
| Metric | 12242519:solusd:triple_med_gx:lsma200_105 | 12242519:SOLUSD |
|---|---|---|
| Max Drawdown | -24.63% | -64.93% |
| Longest DD Days | 100.0 | 165.0 |
| Avg. Drawdown | -4.25% | -11.98% |
| Avg. Drawdown Days | 13.0 | 23.0 |
| Recovery Factor | 5.23 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-10 | -24.63 | 100 |
| 2025-04-04 | 2025-05-09 | -18.54 | 34 |
| 2025-02-04 | 2025-03-24 | -7.42 | 48 |
| 2025-02-02 | 2025-02-03 | -7.34 | 1 |
| 2025-06-30 | 2025-07-04 | -6.29 | 3 |
| 2025-03-24 | 2025-04-04 | -5.01 | 11 |
| 2024-11-26 | 2024-11-27 | -4.80 | 1 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-29 | 2025-01-14 | -4.36 | 45 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| Metric | 12242519:solusd:triple_med_gx:lsma200_105 | 12242519:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -14.4% | -17.1% |
| Best Month | 61.52% | 41.15% |
| Worst Month | -18.87% | -36.08% |
| Best Year | 83.73% | 13.13% |
| Worst Year | 24.52% | -20.42% |
| Avg. Up Day | 1.81% | 1.81% |
| Avg. Down Day | -1.31% | -1.38% |
| Avg. Up Week | 17.28% | 14.02% |
| Avg. Down Week | -5.38% | -7.93% |
| Avg. Up Month | 33.96% | 21.81% |
| Avg. Down Month | -5.91% | -18.62% |
| Win Days % | 50.49% | 49.06% |
| Win Month % | 42.86% | 50.0% |
| Win Week % | 52.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |