| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 576.76% | 118.31% |
| Max Drawdown | -33.07% | -93.44% |
| Sharpe | 0.74 | 0.36 |
| Sortino | 1.26 | 0.53 |
| Payoff Ratio | 1.31 | 1.24 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.7 | 1.06 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 29.28 | 3.29 |
| Outlier Loss Ratio | 3.42 | 2.85 |
| Volatility (ann.) | 21.23% | 50.14% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.17 | 0.26 |
| Skew | 3.04 | 0.48 |
| Kurtosis | 56.9 | 11.22 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.44% | 1.79% |
| Expected Yearly % | 61.29% | 21.55% |
| Kelly Criterion | 10.0% | 10.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -4.27% |
| Expected Shortfall (cVaR) | -1.78% | -4.27% |
| Year | 12244510:SOLUSD | 12244510:solusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | 57.94 | -0.65 | + |
| 2023 | 921.46 | 59.40 | 0.06 | - |
| 2024 | 85.41 | 56.91 | 0.67 | - |
| 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.) | 60.27% | 84.92% |
| 5Y (ann.) | 71.85% | 24.74% |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Max Drawdown | -33.07% | -93.44% |
| Longest DD Days | 309.0 | 703.0 |
| Avg. Drawdown | -5.45% | -12.93% |
| Avg. Drawdown Days | 18.0 | 47.0 |
| Recovery Factor | 17.44 | 1.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-10 | -33.07 | 112 |
| 2022-12-15 | 2023-10-20 | -27.54 | 309 |
| 2022-04-10 | 2022-07-18 | -24.50 | 98 |
| 2025-04-04 | 2025-05-08 | -18.54 | 34 |
| 2025-07-18 | 2025-09-01 | -16.79 | 45 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2024-02-18 | 2024-03-24 | -11.93 | 35 |
| 2024-04-01 | 2024-05-15 | -10.74 | 44 |
| 2022-09-27 | 2022-11-10 | -10.45 | 44 |
| 2023-11-25 | 2024-02-18 | -9.31 | 84 |
| Metric | 12244510:solusd:triple_med_gx:lsma200_110 | 12244510:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 24.07% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 41.95% | 140.02% |
| Worst Month | -28.39% | -56.44% |
| Best Year | 71.31% | 921.46% |
| Worst Year | 56.91% | -89.08% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.51% | -1.6% |
| Avg. Up Week | 8.31% | 12.14% |
| Avg. Down Week | -4.42% | -6.82% |
| Avg. Up Month | 15.56% | 25.94% |
| Avg. Down Month | -9.41% | -20.54% |
| Win Days % | 49.02% | 50.21% |
| Win Month % | 69.23% | 52.27% |
| Win Week % | 61.84% | 48.4% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |