| Metric | 12246544:solusd:triple_med_gx:lsma200_115 | 12246544:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 66.4% | 15.38% |
| Max Drawdown | -31.62% | -61.75% |
| Sharpe | 1.08 | 0.55 |
| Sortino | 1.75 | 0.81 |
| Payoff Ratio | 1.49 | 1.37 |
| Profit Factor | 1.43 | 1.08 |
| Common Sense Ratio | 1.93 | 1.17 |
| CPC Index | 0.99 | 0.73 |
| Tail Ratio | 1.35 | 1.08 |
| Outlier Win Ratio | 22.49 | 3.07 |
| Outlier Loss Ratio | 3.23 | 2.47 |
| Volatility (ann.) | 42.44% | 85.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.42 | 0.18 |
| Skew | 0.88 | 0.14 |
| Kurtosis | 28.06 | 3.01 |
| Expected Daily % | 0.1% | 0.03% |
| Expected Monthly % | 3.04% | 0.85% |
| Expected Yearly % | 29.0% | 7.42% |
| Kelly Criterion | 10.63% | 11.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.53% | -7.26% |
| Expected Shortfall (cVaR) | -3.53% | -7.26% |
| Year | 12246544:SOLUSD | 12246544:solusd:triple_med_gx:lsma200_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 15.87 | 1.24 | + |
| 2025 | 2.31 | 43.61 | 18.91 | + |
| Metric | 12246544:solusd:triple_med_gx:lsma200_115 | 12246544:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 12.17% | 20.18% |
| 6M | 31.99% | 46.71% |
| YTD | 43.61% | 2.31% |
| 1Y | 73.08% | 24.83% |
| 3Y (ann.) | 44.81% | 10.96% |
| 5Y (ann.) | 44.81% | 10.96% |
| Metric | 12246544:solusd:triple_med_gx:lsma200_115 | 12246544:SOLUSD |
|---|---|---|
| Max Drawdown | -31.62% | -61.75% |
| Longest DD Days | 126.0 | 269.0 |
| Avg. Drawdown | -11.61% | -16.47% |
| Avg. Drawdown Days | 62.0 | 44.0 |
| Recovery Factor | 2.1 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-05-10 | -31.62 | 110 |
| 2024-08-03 | 2024-11-06 | -21.99 | 95 |
| 2025-05-15 | 2025-09-18 | -12.13 | 126 |
| 2024-12-01 | 2025-01-19 | -9.88 | 49 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-06-06 | 2024-07-22 | -1.78 | 46 |
| 2024-06-02 | 2024-06-05 | -0.26 | 3 |
| Metric | 12246544:solusd:triple_med_gx:lsma200_115 | 12246544:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 23.83% | 25.06% |
| Worst Week | -11.69% | -26.95% |
| Best Month | 33.5% | 39.21% |
| Worst Month | -11.69% | -46.12% |
| Best Year | 43.61% | 12.78% |
| Worst Year | 15.87% | 2.31% |
| Avg. Up Day | 4.02% | 4.22% |
| Avg. Down Day | -2.7% | -3.07% |
| Avg. Up Week | 7.12% | 9.66% |
| Avg. Down Week | -3.84% | -7.9% |
| Avg. Up Month | 11.06% | 19.12% |
| Avg. Down Month | -8.37% | -23.67% |
| Win Days % | 46.55% | 48.8% |
| Win Month % | 62.5% | 58.82% |
| Win Week % | 54.55% | 50.68% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 100.0% |