| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 85.96% | -17.2% |
| Max Drawdown | -29.84% | -54.18% |
| Sharpe | 2.07 | 0.19 |
| Sortino | 3.61 | 0.28 |
| Payoff Ratio | 1.29 | 1.27 |
| Profit Factor | 2.25 | 1.03 |
| Common Sense Ratio | 22.51 | 0.95 |
| CPC Index | 1.86 | 0.62 |
| Tail Ratio | 10.02 | 0.93 |
| Outlier Win Ratio | 24.37 | 3.01 |
| Outlier Loss Ratio | 2.63 | 2.28 |
| Volatility (ann.) | 40.82% | 90.42% |
| R^2 | 0.22 | 0.22 |
| Calmar | 3.85 | -0.38 |
| Skew | 1.36 | 0.35 |
| Kurtosis | 38.9 | 3.25 |
| Expected Daily % | 0.21% | -0.06% |
| Expected Monthly % | 6.4% | -1.87% |
| Expected Yearly % | 36.37% | -9.0% |
| Kelly Criterion | 36.61% | 5.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.28% | -7.74% |
| Expected Shortfall (cVaR) | -3.28% | -7.74% |
| Year | 12244510:SOLUSD | 12244510:solusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 26.42 | 2.07 | + |
| 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 | 111.36% | -5.31% |
| YTD | 47.1% | -26.58% |
| 1Y | 85.96% | -17.2% |
| 3Y (ann.) | 114.9% | -20.76% |
| 5Y (ann.) | 114.9% | -20.76% |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Max Drawdown | -29.84% | -54.18% |
| Longest DD Days | 97.0 | 101.0 |
| Avg. Drawdown | -7.97% | -15.78% |
| Avg. Drawdown Days | 29.0 | 26.0 |
| Recovery Factor | 2.88 | -0.32 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-11-08 | -29.84 | 97 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2024-12-01 | 2025-01-16 | -3.43 | 46 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| 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 | 38.73% | 39.21% |
| Worst Month | -25.2% | -46.12% |
| Best Year | 47.1% | 12.78% |
| Worst Year | 26.42% | -26.58% |
| Avg. Up Day | 3.74% | 4.18% |
| Avg. Down Day | -2.9% | -3.3% |
| Avg. Up Week | 8.12% | 10.16% |
| Avg. Down Week | -7.74% | -3.68% |
| Avg. Up Month | 16.72% | 21.86% |
| Avg. Down Month | -14.09% | -23.51% |
| Win Days % | 64.29% | 47.3% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 78.95% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |