| Metric | 12242633:solusd:triple_med_gx:lsma200_105 | 12242633:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 70.64% | 15.38% |
| Max Drawdown | -36.74% | -61.75% |
| Sharpe | 1.14 | 0.55 |
| Sortino | 1.78 | 0.81 |
| Payoff Ratio | 1.4 | 1.39 |
| Profit Factor | 1.42 | 1.08 |
| Common Sense Ratio | 2.03 | 1.17 |
| CPC Index | 1.01 | 0.74 |
| Tail Ratio | 1.43 | 1.08 |
| Outlier Win Ratio | 20.38 | 2.93 |
| Outlier Loss Ratio | 3.13 | 2.5 |
| Volatility (ann.) | 41.48% | 85.83% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.29 | 0.18 |
| Skew | 0.23 | 0.14 |
| Kurtosis | 25.13 | 3.01 |
| Expected Daily % | 0.11% | 0.03% |
| Expected Monthly % | 3.19% | 0.85% |
| Expected Yearly % | 30.63% | 7.42% |
| Kelly Criterion | 15.05% | 12.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.44% | -7.26% |
| Expected Shortfall (cVaR) | -3.44% | -7.26% |
| Year | 12242633:SOLUSD | 12242633:solusd:triple_med_gx:lsma200_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 6.81 | 0.53 | - |
| 2025 | 2.31 | 59.77 | 25.92 | + |
| Metric | 12242633:solusd:triple_med_gx:lsma200_105 | 12242633:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -18.7% | 20.18% |
| 6M | 5.4% | 46.71% |
| YTD | 59.77% | 2.31% |
| 1Y | 108.29% | 24.83% |
| 3Y (ann.) | 47.49% | 10.96% |
| 5Y (ann.) | 47.49% | 10.96% |
| Metric | 12242633:solusd:triple_med_gx:lsma200_105 | 12242633:SOLUSD |
|---|---|---|
| Max Drawdown | -36.74% | -61.75% |
| Longest DD Days | 167.0 | 269.0 |
| Avg. Drawdown | -7.71% | -16.47% |
| Avg. Drawdown Days | 30.0 | 44.0 |
| Recovery Factor | 1.92 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-16 | -36.74 | 167 |
| 2025-07-19 | 2025-10-16 | -23.00 | 89 |
| 2025-04-06 | 2025-05-09 | -15.57 | 33 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-07-04 | 2025-07-18 | -3.42 | 14 |
| 2025-02-03 | 2025-02-04 | -3.34 | 1 |
| 2025-06-30 | 2025-07-03 | -1.71 | 3 |
| 2025-05-17 | 2025-06-29 | -1.65 | 43 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| 2024-06-02 | 2024-06-05 | -1.08 | 3 |
| Metric | 12242633:solusd:triple_med_gx:lsma200_105 | 12242633:SOLUSD |
|---|---|---|
| Best Day | 15.45% | 20.8% |
| Worst Day | -17.54% | -18.74% |
| Best Week | 22.85% | 25.06% |
| Worst Week | -27.06% | -26.95% |
| Best Month | 39.87% | 39.21% |
| Worst Month | -30.67% | -46.12% |
| Best Year | 59.77% | 12.78% |
| Worst Year | 6.81% | 2.31% |
| Avg. Up Day | 3.65% | 3.96% |
| Avg. Down Day | -2.6% | -2.84% |
| Avg. Up Week | 8.5% | 10.05% |
| Avg. Down Week | -5.37% | -6.38% |
| Avg. Up Month | 18.93% | 22.24% |
| Avg. Down Month | -16.83% | -23.51% |
| Win Days % | 50.39% | 48.8% |
| Win Month % | 62.5% | 58.82% |
| Win Week % | 52.78% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |