| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -16.42% | -22.68% |
| Max Drawdown | -23.47% | -54.18% |
| Sharpe | -0.88 | 0.1 |
| Sortino | -1.11 | 0.14 |
| Payoff Ratio | 0.94 | 0.91 |
| Profit Factor | 0.68 | 1.01 |
| Common Sense Ratio | 0.0 | 0.94 |
| CPC Index | 0.25 | 0.44 |
| Tail Ratio | 0.0 | 0.93 |
| Outlier Win Ratio | 81.73 | 2.73 |
| Outlier Loss Ratio | 3.08 | 2.38 |
| Volatility (ann.) | 22.45% | 90.48% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.85 | -0.5 |
| Skew | -1.68 | 0.36 |
| Kurtosis | 29.89 | 3.28 |
| Expected Daily % | -0.06% | -0.09% |
| Expected Monthly % | -1.78% | -2.54% |
| Expected Yearly % | -8.58% | -12.07% |
| Kelly Criterion | -25.14% | -11.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -7.77% |
| Expected Shortfall (cVaR) | -1.99% | -7.77% |
| Year | 12231177:SOLUSD | 12231177:solusd:triple_med_gx:lsma200_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -7.05 | -0.55 | - |
| 2025 | -31.44 | -10.08 | 0.32 | + |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| MTD | 6.59% | 0.85% |
| 3M | -10.08% | -38.49% |
| 6M | -13.87% | -6.75% |
| YTD | -10.08% | -31.44% |
| 1Y | -16.42% | -22.68% |
| 3Y (ann.) | -19.97% | -27.33% |
| 5Y (ann.) | -19.97% | -27.33% |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Max Drawdown | -23.47% | -54.18% |
| Longest DD Days | 262.0 | 101.0 |
| Avg. Drawdown | -23.47% | -15.78% |
| Avg. Drawdown Days | 262.0 | 25.0 |
| Recovery Factor | -0.7 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2025-03-22 | -23.47 | 262 |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Best Day | 6.79% | 20.8% |
| Worst Day | -9.45% | -18.74% |
| Best Week | 7.86% | 25.06% |
| Worst Week | -13.18% | -26.95% |
| Best Month | 6.59% | 39.21% |
| Worst Month | -15.64% | -46.12% |
| Best Year | -7.05% | 12.78% |
| Worst Year | -10.08% | -31.44% |
| Avg. Up Day | 2.95% | 3.0% |
| Avg. Down Day | -3.14% | -3.28% |
| Avg. Up Week | 4.81% | 9.72% |
| Avg. Down Week | -8.89% | -11.11% |
| Avg. Up Month | 4.36% | 7.43% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 39.39% | 46.94% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 40.0% | 50.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |