| Metric | 12239802:solusd:triple_med_gx:lsma200_95 | 12239802:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 9.79% | 3.1% |
| Max Drawdown | -22.06% | -64.93% |
| Sharpe | 0.25 | 0.23 |
| Sortino | 0.42 | 0.34 |
| Payoff Ratio | 1.21 | 1.14 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 69.67 | 2.32 |
| Outlier Loss Ratio | 3.17 | 2.64 |
| Volatility (ann.) | 10.31% | 43.08% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.39 | 0.04 |
| Skew | 5.85 | 0.64 |
| Kurtosis | 143.57 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.67% | 0.22% |
| Expected Yearly % | 4.78% | 1.54% |
| Kelly Criterion | 5.4% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -3.68% |
| Expected Shortfall (cVaR) | -0.88% | -3.68% |
| Year | 12239802:SOLUSD | 12239802:solusd:triple_med_gx:lsma200_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.01 | 1.45 | + |
| 2025 | -8.87 | -7.75 | 0.87 | + |
| Metric | 12239802:solusd:triple_med_gx:lsma200_95 | 12239802:SOLUSD |
|---|---|---|
| MTD | -0.16% | 11.11% |
| 3M | -0.16% | 36.47% |
| 6M | 10.45% | -8.22% |
| YTD | -7.75% | -8.87% |
| 1Y | 12.47% | 7.09% |
| 3Y (ann.) | 8.64% | 2.75% |
| 5Y (ann.) | 8.64% | 2.75% |
| Metric | 12239802:solusd:triple_med_gx:lsma200_95 | 12239802:SOLUSD |
|---|---|---|
| Max Drawdown | -22.06% | -64.93% |
| Longest DD Days | 250.0 | 178.0 |
| Avg. Drawdown | -6.44% | -11.98% |
| Avg. Drawdown Days | 62.0 | 23.0 |
| Recovery Factor | 0.44 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-07-17 | -22.06 | 250 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2024-07-10 | 2024-11-06 | -6.45 | 118 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| Metric | 12239802:solusd:triple_med_gx:lsma200_95 | 12239802:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.1% | -14.23% |
| Best Week | 23.53% | 21.25% |
| Worst Week | -14.22% | -17.1% |
| Best Month | 21.92% | 41.15% |
| Worst Month | -16.47% | -36.08% |
| Best Year | 19.01% | 13.13% |
| Worst Year | -7.75% | -8.87% |
| Avg. Up Day | 1.56% | 1.57% |
| Avg. Down Day | -1.29% | -1.38% |
| Avg. Up Week | 13.07% | 15.39% |
| Avg. Down Week | -14.22% | -13.9% |
| Avg. Up Month | 21.92% | 41.15% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 48.21% | 49.3% |
| Win Month % | 40.0% | 57.14% |
| Win Week % | 40.0% | 51.67% |
| Win Quarter % | 25.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |