| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 107.79% | 19.47% |
| Max Drawdown | -33.07% | -64.93% |
| Sharpe | 0.82 | 0.29 |
| Sortino | 1.32 | 0.44 |
| Payoff Ratio | 1.32 | 1.23 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 1.83 | 1.07 |
| CPC Index | 0.87 | 0.64 |
| Tail Ratio | 1.37 | 1.03 |
| Outlier Win Ratio | 24.71 | 3.1 |
| Outlier Loss Ratio | 3.31 | 2.96 |
| Volatility (ann.) | 20.34% | 42.69% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.4 | 0.24 |
| Skew | 1.55 | 0.62 |
| Kurtosis | 58.11 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.68% | 1.12% |
| Expected Yearly % | 44.15% | 9.3% |
| Kelly Criterion | 11.25% | 8.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -3.64% |
| Expected Shortfall (cVaR) | -1.71% | -3.64% |
| Year | 12244510:SOLUSD | 12244510:solusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 21.30 | 1.62 | + |
| 2025 | 5.60 | 71.31 | 12.73 | + |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.05% | 26.39% |
| 6M | 16.56% | 38.87% |
| YTD | 71.31% | 5.6% |
| 1Y | 154.98% | 47.35% |
| 3Y (ann.) | 79.34% | 15.27% |
| 5Y (ann.) | 79.34% | 15.27% |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Max Drawdown | -33.07% | -64.93% |
| Longest DD Days | 112.0 | 224.0 |
| Avg. Drawdown | -5.02% | -11.98% |
| Avg. Drawdown Days | 15.0 | 26.0 |
| Recovery Factor | 3.26 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-10 | -33.07 | 112 |
| 2025-04-04 | 2025-05-08 | -18.54 | 34 |
| 2025-07-18 | 2025-09-01 | -16.79 | 45 |
| 2024-11-12 | 2024-11-27 | -7.92 | 15 |
| 2025-06-30 | 2025-07-18 | -6.29 | 17 |
| 2025-02-04 | 2025-03-24 | -5.70 | 48 |
| 2025-03-25 | 2025-04-04 | -5.19 | 9 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-29 | 2025-01-15 | -4.02 | 47 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -22.42% | -17.1% |
| Best Month | 41.95% | 41.15% |
| Worst Month | -28.39% | -36.08% |
| Best Year | 71.31% | 13.13% |
| Worst Year | 21.3% | 5.6% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.39% | -1.5% |
| Avg. Up Week | 8.3% | 10.26% |
| Avg. Down Week | -4.76% | -7.17% |
| Avg. Up Month | 19.65% | 18.4% |
| Avg. Down Month | -9.84% | -14.12% |
| Win Days % | 49.59% | 49.56% |
| Win Month % | 62.5% | 56.25% |
| Win Week % | 63.64% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |