| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 65.6% | -17.2% |
| Max Drawdown | -29.84% | -54.18% |
| Sharpe | 1.8 | 0.19 |
| Sortino | 3.14 | 0.28 |
| Payoff Ratio | 1.33 | 1.29 |
| Profit Factor | 2.29 | 1.03 |
| Common Sense Ratio | 569.39 | 0.95 |
| CPC Index | 1.98 | 0.63 |
| Tail Ratio | 248.55 | 0.93 |
| Outlier Win Ratio | 29.2 | 2.86 |
| Outlier Loss Ratio | 2.33 | 2.14 |
| Volatility (ann.) | 38.42% | 90.42% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.89 | -0.38 |
| Skew | 1.59 | 0.35 |
| Kurtosis | 49.53 | 3.25 |
| Expected Daily % | 0.17% | -0.06% |
| Expected Monthly % | 5.17% | -1.87% |
| Expected Yearly % | 28.69% | -9.0% |
| Kelly Criterion | 38.89% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.12% | -7.74% |
| Expected Shortfall (cVaR) | -3.12% | -7.74% |
| Year | 12244510:SOLUSD | 12244510:solusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 12.58 | 0.98 | - |
| 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 | 89.75% | -5.31% |
| YTD | 47.1% | -26.58% |
| 1Y | 65.6% | -17.2% |
| 3Y (ann.) | 86.27% | -20.76% |
| 5Y (ann.) | 86.27% | -20.76% |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Max Drawdown | -29.84% | -54.18% |
| Longest DD Days | 119.0 | 101.0 |
| Avg. Drawdown | -11.15% | -15.78% |
| Avg. Drawdown Days | 55.0 | 26.0 |
| Recovery Factor | 2.2 | -0.32 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-11-30 | -29.84 | 119 |
| 2024-12-01 | 2025-01-16 | -3.43 | 46 |
| 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 | 12.58% | -26.58% |
| Avg. Up Day | 4.13% | 4.7% |
| Avg. Down Day | -3.11% | -3.65% |
| Avg. Up Week | 9.48% | 10.95% |
| Avg. Down Week | -7.74% | -3.68% |
| Avg. Up Month | 14.27% | 21.86% |
| Avg. Down Month | -14.09% | -23.51% |
| Win Days % | 65.12% | 47.3% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 75.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |