| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 55.92% | -17.2% |
| Max Drawdown | -29.9% | -54.18% |
| Sharpe | 1.63 | 0.19 |
| Sortino | 2.82 | 0.28 |
| Payoff Ratio | 1.3 | 1.27 |
| Profit Factor | 2.19 | 1.03 |
| Common Sense Ratio | 500.94 | 0.95 |
| CPC Index | 1.78 | 0.62 |
| Tail Ratio | 228.45 | 0.93 |
| Outlier Win Ratio | 31.63 | 2.86 |
| Outlier Loss Ratio | 2.44 | 2.15 |
| Volatility (ann.) | 37.7% | 90.42% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.44 | -0.38 |
| Skew | 1.65 | 0.35 |
| Kurtosis | 53.46 | 3.25 |
| Expected Daily % | 0.15% | -0.06% |
| Expected Monthly % | 4.54% | -1.87% |
| Expected Yearly % | 24.87% | -9.0% |
| Kelly Criterion | 33.58% | 5.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.08% | -7.74% |
| Expected Shortfall (cVaR) | -3.08% | -7.74% |
| Year | 12244510:SOLUSD | 12244510:solusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 6.00 | 0.47 | - |
| 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 | 82.09% | -5.31% |
| YTD | 47.1% | -26.58% |
| 1Y | 55.92% | -17.2% |
| 3Y (ann.) | 72.93% | -20.76% |
| 5Y (ann.) | 72.93% | -20.76% |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Max Drawdown | -29.9% | -54.18% |
| Longest DD Days | 167.0 | 101.0 |
| Avg. Drawdown | -15.04% | -15.78% |
| Avg. Drawdown Days | 84.0 | 26.0 |
| Recovery Factor | 1.87 | -0.32 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2025-01-17 | -29.90 | 167 |
| 2025-03-23 | 2025-03-24 | -0.18 | 1 |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Best Day | 17.57% | 20.8% |
| Worst Day | -17.54% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -22.76% | -26.95% |
| Best Month | 37.86% | 39.21% |
| Worst Month | -25.2% | -46.12% |
| Best Year | 47.1% | 12.78% |
| Worst Year | 6.0% | -26.58% |
| Avg. Up Day | 4.01% | 4.66% |
| Avg. Down Day | -3.09% | -3.66% |
| Avg. Up Week | 8.88% | 10.95% |
| Avg. Down Week | -8.16% | -3.68% |
| Avg. Up Month | 15.94% | 23.43% |
| Avg. Down Month | -14.4% | -23.51% |
| Win Days % | 62.5% | 47.3% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 75.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |