| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 73.13% | -14.07% |
| Max Drawdown | -30.71% | -58.89% |
| Sharpe | 1.06 | 0.12 |
| Sortino | 1.58 | 0.17 |
| Payoff Ratio | 1.16 | 1.03 |
| Profit Factor | 1.58 | 1.02 |
| Common Sense Ratio | 7.5 | 1.04 |
| CPC Index | 1.03 | 0.52 |
| Tail Ratio | 4.76 | 1.02 |
| Outlier Win Ratio | 32.15 | 2.9 |
| Outlier Loss Ratio | 3.19 | 2.62 |
| Volatility (ann.) | 17.33% | 44.76% |
| R^2 | 0.16 | 0.16 |
| Calmar | 3.15 | -0.29 |
| Skew | -1.36 | 0.62 |
| Kurtosis | 84.29 | 8.48 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.64% | -1.5% |
| Expected Yearly % | 31.58% | -7.3% |
| Kelly Criterion | 19.06% | 0.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.84% |
| Expected Shortfall (cVaR) | -1.44% | -3.84% |
| Year | 12244510:SOLUSD | 12244510:solusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 13.42 | 1.02 | + |
| 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 | 73.13% | -14.07% |
| 3Y (ann.) | 96.77% | -17.05% |
| 5Y (ann.) | 96.77% | -17.05% |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Max Drawdown | -30.71% | -58.89% |
| Longest DD Days | 131.0 | 101.0 |
| Avg. Drawdown | -4.2% | -11.63% |
| Avg. Drawdown Days | 19.0 | 17.0 |
| Recovery Factor | 2.38 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-29 | -30.71 | 131 |
| 2025-02-04 | 2025-03-24 | -5.70 | 48 |
| 2024-11-29 | 2025-01-15 | -4.02 | 47 |
| 2024-07-18 | 2024-07-19 | -2.15 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-07-19 | 2024-07-20 | -1.46 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2024-06-02 | 2024-06-03 | -1.35 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-07-17 | 2024-07-18 | -0.57 | 0 |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 23.74% | 21.25% |
| Worst Week | -22.42% | -17.1% |
| Best Month | 37.86% | 41.15% |
| Worst Month | -26.45% | -36.08% |
| Best Year | 52.65% | 13.13% |
| Worst Year | 13.42% | -24.04% |
| Avg. Up Day | 1.57% | 1.65% |
| Avg. Down Day | -1.35% | -1.6% |
| Avg. Up Week | 11.18% | 14.32% |
| Avg. Down Week | -3.26% | -9.67% |
| Avg. Up Month | 16.26% | 20.86% |
| Avg. Down Month | -13.48% | -20.88% |
| Win Days % | 56.52% | 49.41% |
| Win Month % | 80.0% | 50.0% |
| Win Week % | 66.67% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |