| Metric | 12242633:solusd:triple_med_gx:lsma200_105 | 12242633:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 70.64% | 15.38% |
| Max Drawdown | -38.3% | -64.93% |
| Sharpe | 0.58 | 0.27 |
| Sortino | 0.9 | 0.4 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.21 | 1.04 |
| Common Sense Ratio | 1.45 | 1.08 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.2 | 1.04 |
| Outlier Win Ratio | 22.88 | 2.98 |
| Outlier Loss Ratio | 3.26 | 2.97 |
| Volatility (ann.) | 20.32% | 42.23% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.24 | 0.17 |
| Skew | 1.29 | 0.58 |
| Kurtosis | 53.51 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.19% | 0.85% |
| Expected Yearly % | 30.63% | 7.42% |
| Kelly Criterion | 6.77% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.6% |
| Expected Shortfall (cVaR) | -1.72% | -3.6% |
| Year | 12242633:SOLUSD | 12242633:solusd:triple_med_gx:lsma200_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 6.81 | 0.52 | - |
| 2025 | 1.99 | 59.77 | 30.09 | + |
| Metric | 12242633:solusd:triple_med_gx:lsma200_105 | 12242633:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -18.7% | 17.41% |
| 6M | 5.4% | 52.72% |
| YTD | 59.77% | 1.99% |
| 1Y | 108.29% | 24.46% |
| 3Y (ann.) | 47.49% | 10.96% |
| 5Y (ann.) | 47.49% | 10.96% |
| Metric | 12242633:solusd:triple_med_gx:lsma200_105 | 12242633:SOLUSD |
|---|---|---|
| Max Drawdown | -38.3% | -64.93% |
| Longest DD Days | 166.0 | 269.0 |
| Avg. Drawdown | -5.3% | -11.98% |
| Avg. Drawdown Days | 17.0 | 29.0 |
| Recovery Factor | 1.84 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -38.30 | 166 |
| 2025-07-18 | 2025-10-16 | -23.00 | 89 |
| 2025-04-04 | 2025-05-09 | -18.54 | 34 |
| 2025-06-30 | 2025-07-18 | -6.29 | 17 |
| 2025-02-04 | 2025-03-24 | -5.70 | 48 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2025-02-02 | 2025-02-03 | -3.34 | 0 |
| 2025-03-25 | 2025-04-04 | -2.80 | 9 |
| 2025-03-24 | 2025-03-25 | -2.64 | 1 |
| Metric | 12242633:solusd:triple_med_gx:lsma200_105 | 12242633:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 23.27% | 21.25% |
| Worst Week | -22.42% | -18.95% |
| Best Month | 39.87% | 41.15% |
| Worst Month | -31.84% | -36.08% |
| Best Year | 59.77% | 13.13% |
| Worst Year | 6.81% | 1.99% |
| Avg. Up Day | 1.73% | 1.74% |
| Avg. Down Day | -1.42% | -1.48% |
| Avg. Up Week | 9.08% | 10.24% |
| Avg. Down Week | -5.66% | -7.1% |
| Avg. Up Month | 21.67% | 19.52% |
| Avg. Down Month | -16.17% | -20.88% |
| Win Days % | 48.85% | 49.58% |
| Win Month % | 56.25% | 58.82% |
| Win Week % | 58.82% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |