| Metric | 12242686:solusd:triple_med_gx:lsma200_105 | 12242686:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 9.87% | 15.38% |
| Max Drawdown | -37.86% | -64.93% |
| Sharpe | 0.19 | 0.27 |
| Sortino | 0.28 | 0.4 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.11 | 1.04 |
| Outlier Win Ratio | 24.72 | 2.98 |
| Outlier Loss Ratio | 3.35 | 2.98 |
| Volatility (ann.) | 19.95% | 42.23% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.19 | 0.17 |
| Skew | 1.07 | 0.58 |
| Kurtosis | 55.95 | 8.14 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.56% | 0.85% |
| Expected Yearly % | 4.82% | 7.42% |
| Kelly Criterion | -0.32% | 3.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -3.6% |
| Expected Shortfall (cVaR) | -1.71% | -3.6% |
| Year | 12242686:SOLUSD | 12242686:solusd:triple_med_gx:lsma200_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -11.24 | -0.86 | - |
| 2025 | 1.99 | 23.79 | 11.98 | + |
| Metric | 12242686:solusd:triple_med_gx:lsma200_105 | 12242686:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -21.55% | 17.41% |
| 6M | -11.78% | 52.72% |
| YTD | 23.79% | 1.99% |
| 1Y | 46.28% | 24.46% |
| 3Y (ann.) | 7.09% | 10.96% |
| 5Y (ann.) | 7.09% | 10.96% |
| Metric | 12242686:solusd:triple_med_gx:lsma200_105 | 12242686:SOLUSD |
|---|---|---|
| Max Drawdown | -37.86% | -64.93% |
| Longest DD Days | 181.0 | 269.0 |
| Avg. Drawdown | -8.65% | -11.98% |
| Avg. Drawdown Days | 36.0 | 29.0 |
| Recovery Factor | 0.26 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2025-01-18 | -37.86 | 181 |
| 2025-06-30 | 2025-10-16 | -26.89 | 107 |
| 2025-02-04 | 2025-05-09 | -24.97 | 94 |
| 2025-05-14 | 2025-06-28 | -7.20 | 45 |
| 2024-06-05 | 2024-07-19 | -6.09 | 43 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-07-19 | 2024-07-20 | -1.46 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-03 | 2024-06-04 | -0.28 | 0 |
| Metric | 12242686:solusd:triple_med_gx:lsma200_105 | 12242686:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -24.12% | -18.95% |
| Best Month | 41.09% | 41.15% |
| Worst Month | -34.22% | -36.08% |
| Best Year | 23.79% | 13.13% |
| Worst Year | -11.24% | 1.99% |
| Avg. Up Day | 1.62% | 1.62% |
| Avg. Down Day | -1.43% | -1.48% |
| Avg. Up Week | 7.37% | 11.45% |
| Avg. Down Week | -3.58% | -7.6% |
| Avg. Up Month | 14.64% | 18.4% |
| Avg. Down Month | -12.79% | -25.95% |
| Win Days % | 46.76% | 49.58% |
| Win Month % | 56.25% | 58.82% |
| Win Week % | 43.59% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 100.0% |