| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 256.3% | 59.42% |
| Max Drawdown | -33.95% | -93.26% |
| Sharpe | 1.24 | 0.67 |
| Sortino | 2.15 | 1.03 |
| Payoff Ratio | 1.41 | 1.29 |
| Profit Factor | 1.58 | 1.11 |
| Common Sense Ratio | 3.55 | 1.37 |
| CPC Index | 1.18 | 0.69 |
| Tail Ratio | 2.26 | 1.24 |
| Outlier Win Ratio | 32.04 | 3.08 |
| Outlier Loss Ratio | 3.28 | 2.55 |
| Volatility (ann.) | 38.98% | 106.21% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.5 | 0.17 |
| Skew | 1.96 | 0.48 |
| Kurtosis | 31.61 | 7.07 |
| Expected Daily % | 0.11% | 0.04% |
| Expected Monthly % | 3.4% | 1.23% |
| Expected Yearly % | 37.39% | 12.37% |
| Kelly Criterion | 19.38% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.22% | -8.95% |
| Expected Shortfall (cVaR) | -3.22% | -8.95% |
| Year | 12244510:SOLUSD | 12244510:solusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.78 | 35.71 | -0.40 | + |
| 2023 | 940.49 | 22.93 | 0.02 | - |
| 2024 | 85.92 | 45.19 | 0.53 | - |
| 2025 | -26.58 | 47.10 | -1.77 | + |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| MTD | 4.49% | 8.0% |
| 3M | 47.1% | -30.61% |
| 6M | 90.54% | -5.31% |
| YTD | 47.1% | -26.58% |
| 1Y | 107.42% | -19.94% |
| 3Y (ann.) | 47.74% | 14.99% |
| 5Y (ann.) | 50.85% | 16.29% |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Max Drawdown | -33.95% | -93.26% |
| Longest DD Days | 344.0 | 704.0 |
| Avg. Drawdown | -8.84% | -17.81% |
| Avg. Drawdown Days | 51.0 | 69.0 |
| Recovery Factor | 7.55 | 0.64 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-16 | 2023-11-25 | -33.95 | 344 |
| 2024-08-03 | 2024-11-29 | -29.84 | 118 |
| 2022-04-10 | 2022-07-28 | -23.92 | 109 |
| 2022-02-22 | 2022-03-19 | -14.12 | 25 |
| 2023-11-26 | 2024-02-19 | -9.98 | 85 |
| 2024-03-31 | 2024-05-16 | -8.95 | 46 |
| 2024-02-20 | 2024-03-25 | -8.35 | 34 |
| 2022-09-28 | 2022-11-11 | -6.78 | 44 |
| 2022-09-25 | 2022-09-27 | -5.18 | 2 |
| 2022-07-30 | 2022-08-01 | -4.44 | 2 |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Best Day | 19.93% | 41.46% |
| Worst Day | -17.54% | -36.82% |
| Best Week | 25.11% | 42.44% |
| Worst Week | -22.76% | -46.51% |
| Best Month | 37.86% | 147.89% |
| Worst Month | -25.2% | -59.31% |
| Best Year | 47.1% | 940.49% |
| Worst Year | 22.93% | -88.78% |
| Avg. Up Day | 4.16% | 4.69% |
| Avg. Down Day | -2.94% | -3.64% |
| Avg. Up Week | 8.61% | 10.97% |
| Avg. Down Week | -6.24% | -8.39% |
| Avg. Up Month | 13.84% | 33.41% |
| Avg. Down Month | -8.12% | -18.36% |
| Win Days % | 52.76% | 48.76% |
| Win Month % | 65.62% | 47.37% |
| Win Week % | 60.71% | 54.88% |
| Win Quarter % | 61.54% | 61.54% |
| Win Year % | 100.0% | 50.0% |