| Metric | 12242686:solusd:triple_med_gx:lsma200_105 | 12242686:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 9.87% | 15.38% |
| Max Drawdown | -37.26% | -61.75% |
| Sharpe | 0.37 | 0.55 |
| Sortino | 0.56 | 0.81 |
| Payoff Ratio | 1.21 | 1.23 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.22 | 1.17 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | 1.09 | 1.08 |
| Outlier Win Ratio | 21.6 | 2.96 |
| Outlier Loss Ratio | 2.92 | 2.5 |
| Volatility (ann.) | 42.69% | 85.83% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.19 | 0.18 |
| Skew | 0.5 | 0.14 |
| Kurtosis | 25.15 | 3.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 0.56% | 0.85% |
| Expected Yearly % | 4.82% | 7.42% |
| Kelly Criterion | 2.5% | 7.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.63% | -7.26% |
| Expected Shortfall (cVaR) | -3.63% | -7.26% |
| Year | 12242686:SOLUSD | 12242686:solusd:triple_med_gx:lsma200_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -11.24 | -0.88 | - |
| 2025 | 2.31 | 23.79 | 10.32 | + |
| Metric | 12242686:solusd:triple_med_gx:lsma200_105 | 12242686:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -21.55% | 20.18% |
| 6M | -11.78% | 46.71% |
| YTD | 23.79% | 2.31% |
| 1Y | 46.28% | 24.83% |
| 3Y (ann.) | 7.09% | 10.96% |
| 5Y (ann.) | 7.09% | 10.96% |
| Metric | 12242686:solusd:triple_med_gx:lsma200_105 | 12242686:SOLUSD |
|---|---|---|
| Max Drawdown | -37.26% | -61.75% |
| Longest DD Days | 169.0 | 269.0 |
| Avg. Drawdown | -13.52% | -16.47% |
| Avg. Drawdown Days | 57.0 | 44.0 |
| Recovery Factor | 0.27 | 0.25 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2025-01-19 | -37.26 | 169 |
| 2025-07-01 | 2025-10-16 | -26.89 | 107 |
| 2025-03-27 | 2025-05-09 | -20.76 | 43 |
| 2025-02-06 | 2025-03-26 | -8.56 | 48 |
| 2025-05-15 | 2025-06-29 | -5.72 | 45 |
| 2024-06-06 | 2024-07-20 | -5.20 | 44 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-02-03 | 2025-02-04 | -0.18 | 1 |
| Metric | 12242686:solusd:triple_med_gx:lsma200_105 | 12242686:SOLUSD |
|---|---|---|
| Best Day | 17.57% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -29.65% | -26.95% |
| Best Month | 41.09% | 39.21% |
| Worst Month | -33.1% | -46.12% |
| Best Year | 23.79% | 12.78% |
| Worst Year | -11.24% | 2.31% |
| Avg. Up Day | 3.58% | 3.82% |
| Avg. Down Day | -2.95% | -3.09% |
| Avg. Up Week | 7.83% | 10.37% |
| Avg. Down Week | -5.89% | -7.35% |
| Avg. Up Month | 17.88% | 22.81% |
| Avg. Down Month | -13.2% | -31.05% |
| Win Days % | 46.56% | 48.8% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 43.24% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 100.0% |