| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 260.32% | 57.02% |
| Max Drawdown | -34.34% | -93.44% |
| Sharpe | 0.64 | 0.33 |
| Sortino | 1.05 | 0.48 |
| Payoff Ratio | 1.24 | 1.16 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 2.01 | 1.08 |
| CPC Index | 0.81 | 0.62 |
| Tail Ratio | 1.55 | 1.03 |
| Outlier Win Ratio | 35.92 | 3.08 |
| Outlier Loss Ratio | 3.45 | 2.76 |
| Volatility (ann.) | 19.12% | 51.58% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.5 | 0.17 |
| Skew | 3.2 | 0.46 |
| Kurtosis | 78.26 | 11.07 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.43% | 1.19% |
| Expected Yearly % | 37.78% | 11.94% |
| Kelly Criterion | 9.54% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -4.39% |
| Expected Shortfall (cVaR) | -1.61% | -4.39% |
| Year | 12244510:SOLUSD | 12244510:solusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | 32.25 | -0.36 | + |
| 2023 | 921.46 | 22.93 | 0.02 | - |
| 2024 | 85.41 | 45.19 | 0.53 | - |
| 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 | 97.73% | -4.03% |
| YTD | 52.65% | -24.04% |
| 1Y | 115.16% | -16.95% |
| 3Y (ann.) | 47.44% | 14.76% |
| 5Y (ann.) | 51.4% | 15.72% |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Max Drawdown | -34.34% | -93.44% |
| Longest DD Days | 344.0 | 703.0 |
| Avg. Drawdown | -5.93% | -12.71% |
| Avg. Drawdown Days | 27.0 | 41.0 |
| Recovery Factor | 7.58 | 0.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-11-25 | -34.34 | 344 |
| 2024-07-20 | 2024-11-29 | -30.71 | 131 |
| 2022-04-10 | 2022-07-27 | -25.74 | 108 |
| 2022-02-21 | 2022-03-18 | -14.12 | 25 |
| 2024-02-18 | 2024-03-24 | -12.03 | 35 |
| 2024-04-01 | 2024-05-15 | -10.58 | 44 |
| 2023-11-25 | 2024-02-18 | -10.17 | 84 |
| 2022-09-27 | 2022-11-10 | -9.84 | 44 |
| 2022-09-24 | 2022-09-27 | -6.77 | 2 |
| 2022-07-30 | 2022-09-24 | -6.64 | 55 |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 23.74% | 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 | 22.93% | -89.08% |
| Avg. Up Day | 1.87% | 1.94% |
| Avg. Down Day | -1.5% | -1.67% |
| Avg. Up Week | 9.38% | 14.59% |
| Avg. Down Week | -4.46% | -7.79% |
| Avg. Up Month | 13.84% | 29.96% |
| Avg. Down Month | -9.36% | -21.67% |
| Win Days % | 49.86% | 50.27% |
| Win Month % | 65.62% | 50.0% |
| Win Week % | 59.32% | 46.67% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 50.0% |