| Metric | 12244400:solusd:triple_med_gx:lsma200_110 | 12244400:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 688.36% | 110.83% |
| Max Drawdown | -31.85% | -93.44% |
| Sharpe | 0.81 | 0.35 |
| Sortino | 1.4 | 0.52 |
| Payoff Ratio | 1.34 | 1.28 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 2.02 | 1.06 |
| CPC Index | 0.9 | 0.68 |
| Tail Ratio | 1.48 | 1.0 |
| Outlier Win Ratio | 32.03 | 3.24 |
| Outlier Loss Ratio | 3.53 | 2.83 |
| Volatility (ann.) | 19.68% | 49.76% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.38 | 0.24 |
| Skew | 3.13 | 0.47 |
| Kurtosis | 49.71 | 11.25 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.7% | 1.67% |
| Expected Yearly % | 67.56% | 20.5% |
| Kelly Criterion | 11.69% | 11.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.24% |
| Expected Shortfall (cVaR) | -1.65% | -4.24% |
| Year | 12244400:SOLUSD | 12244400:solusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | 48.08 | -0.54 | + |
| 2023 | 921.46 | 146.60 | 0.16 | - |
| 2024 | 85.41 | 29.64 | 0.35 | - |
| 2025 | 1.99 | 66.54 | 33.50 | + |
| Metric | 12244400:solusd:triple_med_gx:lsma200_110 | 12244400:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -1.56% | 17.41% |
| 6M | 16.16% | 52.72% |
| YTD | 66.54% | 1.99% |
| 1Y | 131.9% | 24.46% |
| 3Y (ann.) | 68.85% | 86.57% |
| 5Y (ann.) | 75.94% | 22.64% |
| Metric | 12244400:solusd:triple_med_gx:lsma200_110 | 12244400:SOLUSD |
|---|---|---|
| Max Drawdown | -31.85% | -93.44% |
| Longest DD Days | 305.0 | 703.0 |
| Avg. Drawdown | -5.23% | -12.93% |
| Avg. Drawdown Days | 21.0 | 49.0 |
| Recovery Factor | 21.61 | 1.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-16 | -31.85 | 305 |
| 2024-08-02 | 2024-11-10 | -26.16 | 99 |
| 2025-04-04 | 2025-05-10 | -18.56 | 36 |
| 2022-03-01 | 2022-06-20 | -18.29 | 111 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2024-01-06 | 2024-03-31 | -15.53 | 85 |
| 2025-06-30 | 2025-10-16 | -15.11 | 107 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2022-09-27 | 2022-11-10 | -11.77 | 44 |
| 2024-05-10 | 2024-07-15 | -10.83 | 66 |
| Metric | 12244400:solusd:triple_med_gx:lsma200_110 | 12244400:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -14.4% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -17.93% | -56.44% |
| Best Year | 146.6% | 921.46% |
| Worst Year | 29.64% | -89.08% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.44% | -1.52% |
| Avg. Up Week | 10.12% | 13.01% |
| Avg. Down Week | -4.71% | -7.08% |
| Avg. Up Month | 18.75% | 25.57% |
| Avg. Down Month | -5.96% | -19.22% |
| Win Days % | 49.46% | 50.2% |
| Win Month % | 56.41% | 53.33% |
| Win Week % | 58.44% | 48.45% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |