| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 170.42% | 57.02% |
| Max Drawdown | -30.71% | -93.44% |
| Sharpe | 0.55 | 0.33 |
| Sortino | 0.91 | 0.48 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.91 | 1.08 |
| CPC Index | 0.81 | 0.63 |
| Tail Ratio | 1.47 | 1.03 |
| Outlier Win Ratio | 44.9 | 2.99 |
| Outlier Loss Ratio | 3.42 | 2.69 |
| Volatility (ann.) | 17.31% | 51.58% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.24 | 0.17 |
| Skew | 3.72 | 0.46 |
| Kurtosis | 108.65 | 11.07 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.65% | 1.19% |
| Expected Yearly % | 28.24% | 11.94% |
| Kelly Criterion | 8.88% | 8.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -4.39% |
| Expected Shortfall (cVaR) | -1.46% | -4.39% |
| Year | 12244510:SOLUSD | 12244510:solusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | 4.11 | -0.05 | + |
| 2023 | 921.46 | 32.49 | 0.04 | - |
| 2024 | 85.41 | 28.42 | 0.33 | - |
| 2025 | -24.04 | 52.65 | -2.19 | + |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| MTD | 8.44% | -3.15% |
| 3M | 52.65% | -20.48% |
| 6M | 98.65% | -4.03% |
| YTD | 52.65% | -24.04% |
| 1Y | 91.33% | -16.95% |
| 3Y (ann.) | 38.89% | 14.76% |
| 5Y (ann.) | 37.97% | 15.72% |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Max Drawdown | -30.71% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -6.05% | -12.71% |
| Avg. Drawdown Days | 38.0 | 41.0 |
| Recovery Factor | 5.55 | 0.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-29 | -30.71 | 131 |
| 2022-02-21 | 2022-07-28 | -24.71 | 157 |
| 2022-12-15 | 2023-10-21 | -23.37 | 310 |
| 2024-02-18 | 2024-03-24 | -12.50 | 35 |
| 2024-04-01 | 2024-07-19 | -11.73 | 109 |
| 2022-09-24 | 2022-11-10 | -10.22 | 47 |
| 2023-11-25 | 2024-02-18 | -8.62 | 84 |
| 2025-02-04 | 2025-03-24 | -5.70 | 48 |
| 2022-08-05 | 2022-09-23 | -5.11 | 49 |
| 2022-07-29 | 2022-08-05 | -4.49 | 7 |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 21.15% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 37.86% | 140.02% |
| Worst Month | -26.45% | -56.44% |
| Best Year | 52.65% | 921.46% |
| Worst Year | 4.11% | -89.08% |
| Avg. Up Day | 1.91% | 2.01% |
| Avg. Down Day | -1.49% | -1.69% |
| Avg. Up Week | 8.06% | 13.67% |
| Avg. Down Week | -4.91% | -7.99% |
| Avg. Up Month | 11.83% | 39.97% |
| Avg. Down Month | -9.87% | -23.86% |
| Win Days % | 48.74% | 50.27% |
| Win Month % | 64.52% | 50.0% |
| Win Week % | 62.5% | 46.67% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 50.0% |