| Metric | 12244400:solusd:triple_med_gx:lsma200_110 | 12244400:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 103.29% | 15.38% |
| Max Drawdown | -24.29% | -61.75% |
| Sharpe | 1.58 | 0.55 |
| Sortino | 2.85 | 0.81 |
| Payoff Ratio | 1.59 | 1.26 |
| Profit Factor | 1.74 | 1.08 |
| Common Sense Ratio | 4.62 | 1.17 |
| CPC Index | 1.44 | 0.67 |
| Tail Ratio | 2.65 | 1.08 |
| Outlier Win Ratio | 24.69 | 2.95 |
| Outlier Loss Ratio | 3.52 | 2.42 |
| Volatility (ann.) | 36.76% | 85.83% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.78 | 0.18 |
| Skew | 2.15 | 0.14 |
| Kurtosis | 32.58 | 3.01 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.26% | 0.85% |
| Expected Yearly % | 42.58% | 7.42% |
| Kelly Criterion | 21.63% | 8.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.01% | -7.26% |
| Expected Shortfall (cVaR) | -3.01% | -7.26% |
| Year | 12244400:SOLUSD | 12244400:solusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 22.07 | 1.73 | + |
| 2025 | 2.31 | 66.54 | 28.86 | + |
| Metric | 12244400:solusd:triple_med_gx:lsma200_110 | 12244400:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -1.56% | 20.18% |
| 6M | 16.16% | 46.71% |
| YTD | 66.54% | 2.31% |
| 1Y | 131.9% | 24.83% |
| 3Y (ann.) | 67.51% | 10.96% |
| 5Y (ann.) | 67.51% | 10.96% |
| Metric | 12244400:solusd:triple_med_gx:lsma200_110 | 12244400:SOLUSD |
|---|---|---|
| Max Drawdown | -24.29% | -61.75% |
| Longest DD Days | 122.0 | 269.0 |
| Avg. Drawdown | -7.56% | -16.47% |
| Avg. Drawdown Days | 43.0 | 44.0 |
| Recovery Factor | 4.25 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-10 | -24.29 | 100 |
| 2025-04-06 | 2025-05-11 | -15.82 | 35 |
| 2025-05-15 | 2025-09-14 | -12.68 | 122 |
| 2025-09-15 | 2025-10-16 | -6.58 | 31 |
| 2025-02-03 | 2025-03-24 | -5.74 | 49 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-12-01 | 2025-01-16 | -3.60 | 46 |
| 2024-06-02 | 2024-07-15 | -1.53 | 43 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 12244400:solusd:triple_med_gx:lsma200_110 | 12244400:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -15.29% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -11.76% | -26.95% |
| Best Month | 44.91% | 39.21% |
| Worst Month | -16.13% | -46.12% |
| Best Year | 66.54% | 12.78% |
| Worst Year | 22.07% | 2.31% |
| Avg. Up Day | 3.65% | 3.86% |
| Avg. Down Day | -2.29% | -3.06% |
| Avg. Up Week | 9.5% | 10.61% |
| Avg. Down Week | -5.29% | -7.34% |
| Avg. Up Month | 21.07% | 19.46% |
| Avg. Down Month | -4.78% | -22.54% |
| Win Days % | 51.89% | 48.8% |
| Win Month % | 43.75% | 58.82% |
| Win Week % | 56.25% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |