| Metric | 12214503:solusd:triple_med_gx:lsma90_10 | 12214503:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 70.92% | -9.97% |
| Max Drawdown | -23.39% | -64.93% |
| Sharpe | 0.73 | 0.16 |
| Sortino | 1.31 | 0.24 |
| Payoff Ratio | 1.47 | 1.42 |
| Profit Factor | 1.32 | 1.02 |
| Common Sense Ratio | 1.62 | 1.04 |
| CPC Index | 0.88 | 0.71 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 26.31 | 2.9 |
| Outlier Loss Ratio | 3.71 | 2.92 |
| Volatility (ann.) | 19.22% | 43.54% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.71 | -0.14 |
| Skew | 5.06 | 0.65 |
| Kurtosis | 102.37 | 8.59 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.9% | -0.75% |
| Expected Yearly % | 30.74% | -5.12% |
| Kelly Criterion | 8.33% | 13.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -3.73% |
| Expected Shortfall (cVaR) | -1.62% | -3.73% |
| Year | 12214503:SOLUSD | 12214503:solusd:triple_med_gx:lsma90_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 22.37 | 1.70 | + |
| 2025 | -20.42 | 39.67 | -1.94 | + |
| Metric | 12214503:solusd:triple_med_gx:lsma90_10 | 12214503:SOLUSD |
|---|---|---|
| MTD | -1.82% | -2.98% |
| 3M | 10.14% | 28.3% |
| 6M | 36.05% | -22.48% |
| YTD | 39.67% | -20.42% |
| 1Y | 67.77% | 6.8% |
| 3Y (ann.) | 63.49% | -9.18% |
| 5Y (ann.) | 63.49% | -9.18% |
| Metric | 12214503:solusd:triple_med_gx:lsma90_10 | 12214503:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -64.93% |
| Longest DD Days | 123.0 | 165.0 |
| Avg. Drawdown | -5.18% | -11.98% |
| Avg. Drawdown Days | 21.0 | 23.0 |
| Recovery Factor | 3.03 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-04 | -23.39 | 123 |
| 2024-11-12 | 2025-01-18 | -11.86 | 67 |
| 2025-02-14 | 2025-03-02 | -10.50 | 16 |
| 2024-06-28 | 2024-07-19 | -7.02 | 21 |
| 2024-09-14 | 2024-11-07 | -6.94 | 54 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-09-10 | 2024-09-12 | -3.21 | 2 |
| 2024-09-13 | 2024-09-13 | -2.55 | 0 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2024-07-19 | 2024-08-18 | -1.67 | 29 |
| Metric | 12214503:solusd:triple_med_gx:lsma90_10 | 12214503:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -7.82% | -17.1% |
| Best Month | 43.39% | 41.15% |
| Worst Month | -10.34% | -36.08% |
| Best Year | 39.67% | 13.13% |
| Worst Year | 22.37% | -20.42% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.29% | -1.35% |
| Avg. Up Week | 6.83% | 12.13% |
| Avg. Down Week | -3.55% | -6.49% |
| Avg. Up Month | 14.77% | 19.34% |
| Avg. Down Month | -5.49% | -15.32% |
| Win Days % | 45.45% | 49.06% |
| Win Month % | 57.14% | 50.0% |
| Win Week % | 60.71% | 50.0% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |