| Metric | 12254746:solusd:triple_med_gx:lsma200_135 | 12254746:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 86.48% | -14.28% |
| Max Drawdown | -22.74% | -64.93% |
| Sharpe | 0.72 | 0.15 |
| Sortino | 1.24 | 0.22 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.36 | 1.02 |
| Common Sense Ratio | 2.59 | 1.02 |
| CPC Index | 0.84 | 0.56 |
| Tail Ratio | 1.91 | 1.0 |
| Outlier Win Ratio | 33.89 | 2.8 |
| Outlier Loss Ratio | 3.51 | 2.76 |
| Volatility (ann.) | 16.08% | 42.23% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.25 | -0.15 |
| Skew | 4.49 | 0.51 |
| Kurtosis | 99.51 | 7.58 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.33% | -0.81% |
| Expected Yearly % | 36.56% | -7.41% |
| Kelly Criterion | 12.09% | 3.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.62% |
| Expected Shortfall (cVaR) | -1.35% | -3.62% |
| Year | 12254746:SOLUSD | 12254746:solusd:triple_med_gx:lsma200_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 48.45 | 3.69 | + |
| 2025 | -24.23 | 25.62 | -1.06 | + |
| Metric | 12254746:solusd:triple_med_gx:lsma200_135 | 12254746:SOLUSD |
|---|---|---|
| MTD | 0.0% | 7.15% |
| 3M | 3.32% | -32.14% |
| 6M | 10.51% | -7.87% |
| YTD | 25.62% | -24.23% |
| 1Y | 22.78% | -38.89% |
| 3Y (ann.) | 51.1% | -9.7% |
| 5Y (ann.) | 51.1% | -9.7% |
| Metric | 12254746:solusd:triple_med_gx:lsma200_135 | 12254746:SOLUSD |
|---|---|---|
| Max Drawdown | -22.74% | -64.93% |
| Longest DD Days | 155.0 | 318.0 |
| Avg. Drawdown | -4.62% | -11.98% |
| Avg. Drawdown Days | 22.0 | 32.0 |
| Recovery Factor | 3.8 | -0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-08 | -22.74 | 155 |
| 2024-06-05 | 2024-08-05 | -13.30 | 60 |
| 2024-09-14 | 2024-10-14 | -12.51 | 30 |
| 2025-05-14 | 2025-09-10 | -10.90 | 119 |
| 2025-09-21 | 2025-12-04 | -9.91 | 74 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| 2024-09-05 | 2024-09-13 | -6.44 | 8 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-08-05 | 2024-08-06 | -3.47 | 0 |
| 2024-10-15 | 2024-11-05 | -3.30 | 21 |
| Metric | 12254746:solusd:triple_med_gx:lsma200_135 | 12254746:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 18.37% | 21.25% |
| Worst Week | -11.66% | -18.95% |
| Best Month | 25.14% | 41.15% |
| Worst Month | -14.46% | -36.08% |
| Best Year | 48.45% | 13.13% |
| Worst Year | 25.62% | -24.23% |
| Avg. Up Day | 1.49% | 1.5% |
| Avg. Down Day | -1.25% | -1.36% |
| Avg. Up Week | 10.29% | 11.63% |
| Avg. Down Week | -4.85% | -6.5% |
| Avg. Up Month | 8.88% | 15.08% |
| Avg. Down Month | -10.74% | -14.11% |
| Win Days % | 52.2% | 49.7% |
| Win Month % | 83.33% | 57.89% |
| Win Week % | 56.0% | 51.25% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 50.0% |