| Metric | 12246544:solusd:triple_med_gx:lsma200_115 | 12246544:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 66.4% | 15.38% |
| Max Drawdown | -37.31% | -64.93% |
| Sharpe | 0.56 | 0.27 |
| Sortino | 0.9 | 0.4 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 1.5 | 1.08 |
| CPC Index | 0.74 | 0.6 |
| Tail Ratio | 1.21 | 1.04 |
| Outlier Win Ratio | 25.63 | 2.87 |
| Outlier Loss Ratio | 3.43 | 2.97 |
| Volatility (ann.) | 20.16% | 42.23% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.2 | 0.17 |
| Skew | 2.62 | 0.58 |
| Kurtosis | 78.63 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.04% | 0.85% |
| Expected Yearly % | 29.0% | 7.42% |
| Kelly Criterion | 7.97% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.6% |
| Expected Shortfall (cVaR) | -1.7% | -3.6% |
| Year | 12246544:SOLUSD | 12246544:solusd:triple_med_gx:lsma200_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 15.87 | 1.21 | + |
| 2025 | 1.99 | 43.61 | 21.96 | + |
| Metric | 12246544:solusd:triple_med_gx:lsma200_115 | 12246544:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 12.17% | 17.41% |
| 6M | 31.99% | 52.72% |
| YTD | 43.61% | 1.99% |
| 1Y | 73.08% | 24.46% |
| 3Y (ann.) | 44.81% | 10.96% |
| 5Y (ann.) | 44.81% | 10.96% |
| Metric | 12246544:solusd:triple_med_gx:lsma200_115 | 12246544:SOLUSD |
|---|---|---|
| Max Drawdown | -37.31% | -64.93% |
| Longest DD Days | 126.0 | 269.0 |
| Avg. Drawdown | -7.32% | -11.98% |
| Avg. Drawdown Days | 35.0 | 29.0 |
| Recovery Factor | 1.78 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-10 | -37.31 | 111 |
| 2024-07-22 | 2024-11-06 | -25.96 | 107 |
| 2025-05-14 | 2025-09-17 | -12.74 | 126 |
| 2024-11-29 | 2025-01-18 | -10.43 | 49 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-06-05 | 2024-07-21 | -2.69 | 46 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2024-11-10 | 2024-11-29 | -1.73 | 18 |
| 2025-09-18 | 2025-10-16 | -1.71 | 27 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| Metric | 12246544:solusd:triple_med_gx:lsma200_115 | 12246544:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.25% | 21.25% |
| Worst Week | -11.69% | -18.95% |
| Best Month | 30.18% | 41.15% |
| Worst Month | -12.92% | -36.08% |
| Best Year | 43.61% | 13.13% |
| Worst Year | 15.87% | 1.99% |
| Avg. Up Day | 1.62% | 1.63% |
| Avg. Down Day | -1.35% | -1.4% |
| Avg. Up Week | 6.78% | 10.34% |
| Avg. Down Week | -3.4% | -7.15% |
| Avg. Up Month | 9.74% | 16.01% |
| Avg. Down Month | -8.1% | -23.44% |
| Win Days % | 49.75% | 49.58% |
| Win Month % | 68.75% | 58.82% |
| Win Week % | 58.82% | 53.42% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 100.0% |