| Metric | 12252461:solusd:triple_med_gx:lsma200_130 | 12252461:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 33.91% | 19.47% |
| Max Drawdown | -24.09% | -64.93% |
| Sharpe | 0.42 | 0.29 |
| Sortino | 0.63 | 0.44 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 2.78 | 1.07 |
| CPC Index | 0.68 | 0.54 |
| Tail Ratio | 2.3 | 1.03 |
| Outlier Win Ratio | 34.45 | 2.71 |
| Outlier Loss Ratio | 3.06 | 2.72 |
| Volatility (ann.) | 17.34% | 42.69% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.09 | 0.24 |
| Skew | 1.14 | 0.62 |
| Kurtosis | 107.08 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.84% | 1.12% |
| Expected Yearly % | 15.72% | 9.3% |
| Kelly Criterion | 7.06% | 1.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.64% |
| Expected Shortfall (cVaR) | -1.47% | -3.64% |
| Year | 12252461:SOLUSD | 12252461:solusd:triple_med_gx:lsma200_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 15.29 | 1.16 | + |
| 2025 | 5.60 | 16.15 | 2.88 | + |
| Metric | 12252461:solusd:triple_med_gx:lsma200_130 | 12252461:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -3.69% | 26.39% |
| 6M | 21.83% | 38.87% |
| YTD | 16.15% | 5.6% |
| 1Y | 60.07% | 47.35% |
| 3Y (ann.) | 26.26% | 15.27% |
| 5Y (ann.) | 26.26% | 15.27% |
| Metric | 12252461:solusd:triple_med_gx:lsma200_130 | 12252461:SOLUSD |
|---|---|---|
| Max Drawdown | -24.09% | -64.93% |
| Longest DD Days | 159.0 | 224.0 |
| Avg. Drawdown | -5.35% | -11.98% |
| Avg. Drawdown Days | 31.0 | 26.0 |
| Recovery Factor | 1.41 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-05-08 | -24.09 | 159 |
| 2024-06-05 | 2024-11-07 | -22.75 | 154 |
| 2025-05-14 | 2025-09-01 | -10.62 | 110 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| Metric | 12252461:solusd:triple_med_gx:lsma200_130 | 12252461:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -18.87% | -17.1% |
| Best Month | 36.29% | 41.15% |
| Worst Month | -18.87% | -36.08% |
| Best Year | 16.15% | 13.13% |
| Worst Year | 15.29% | 5.6% |
| Avg. Up Day | 1.53% | 1.53% |
| Avg. Down Day | -1.4% | -1.47% |
| Avg. Up Week | 8.36% | 9.58% |
| Avg. Down Week | -4.77% | -7.43% |
| Avg. Up Month | 13.76% | 16.68% |
| Avg. Down Month | -7.71% | -18.87% |
| Win Days % | 51.47% | 49.56% |
| Win Month % | 53.85% | 56.25% |
| Win Week % | 52.17% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |