| Metric | 12215461:solusd:triple_med_gx:lsma90_15 | 12215461:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 86.62% | 15.38% |
| Max Drawdown | -18.74% | -61.75% |
| Sharpe | 1.24 | 0.55 |
| Sortino | 2.02 | 0.81 |
| Payoff Ratio | 1.27 | 1.28 |
| Profit Factor | 1.45 | 1.08 |
| Common Sense Ratio | 2.33 | 1.17 |
| CPC Index | 0.92 | 0.68 |
| Tail Ratio | 1.61 | 1.08 |
| Outlier Win Ratio | 17.93 | 2.93 |
| Outlier Loss Ratio | 3.78 | 2.83 |
| Volatility (ann.) | 44.29% | 85.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.06 | 0.18 |
| Skew | 1.13 | 0.14 |
| Kurtosis | 26.83 | 3.01 |
| Expected Daily % | 0.12% | 0.03% |
| Expected Monthly % | 3.74% | 0.85% |
| Expected Yearly % | 36.61% | 7.42% |
| Kelly Criterion | 10.14% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.66% | -7.26% |
| Expected Shortfall (cVaR) | -3.66% | -7.26% |
| Year | 12215461:SOLUSD | 12215461:solusd:triple_med_gx:lsma90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 1.34 | 0.11 | - |
| 2025 | 2.31 | 84.15 | 36.50 | + |
| Metric | 12215461:solusd:triple_med_gx:lsma90_15 | 12215461:SOLUSD |
|---|---|---|
| MTD | 4.55% | -8.37% |
| 3M | 6.99% | 20.18% |
| 6M | 6.95% | 46.71% |
| YTD | 84.15% | 2.31% |
| 1Y | 88.0% | 24.83% |
| 3Y (ann.) | 57.4% | 10.96% |
| 5Y (ann.) | 57.4% | 10.96% |
| Metric | 12215461:solusd:triple_med_gx:lsma90_15 | 12215461:SOLUSD |
|---|---|---|
| Max Drawdown | -18.74% | -61.75% |
| Longest DD Days | 92.0 | 269.0 |
| Avg. Drawdown | -9.92% | -16.47% |
| Avg. Drawdown Days | 39.0 | 44.0 |
| Recovery Factor | 4.62 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-04-13 | -18.74 | 40 |
| 2024-11-13 | 2025-01-17 | -16.31 | 65 |
| 2025-08-25 | 2025-10-16 | -16.31 | 52 |
| 2024-08-10 | 2024-11-10 | -14.47 | 92 |
| 2024-06-06 | 2024-07-15 | -14.03 | 39 |
| 2025-06-12 | 2025-08-13 | -12.79 | 62 |
| 2025-01-20 | 2025-03-03 | -8.73 | 42 |
| 2025-05-15 | 2025-06-11 | -6.73 | 27 |
| 2025-04-15 | 2025-05-11 | -6.40 | 26 |
| 2025-05-12 | 2025-05-14 | -2.67 | 2 |
| Metric | 12215461:solusd:triple_med_gx:lsma90_15 | 12215461:SOLUSD |
|---|---|---|
| Best Day | 18.79% | 20.8% |
| Worst Day | -18.74% | -18.74% |
| Best Week | 15.15% | 25.06% |
| Worst Week | -10.32% | -26.95% |
| Best Month | 31.2% | 39.21% |
| Worst Month | -11.18% | -46.12% |
| Best Year | 84.15% | 12.78% |
| Worst Year | 1.34% | 2.31% |
| Avg. Up Day | 3.45% | 3.83% |
| Avg. Down Day | -2.71% | -2.99% |
| Avg. Up Week | 5.86% | 10.14% |
| Avg. Down Week | -4.69% | -7.04% |
| Avg. Up Month | 9.55% | 18.34% |
| Avg. Down Month | -7.45% | -21.56% |
| Win Days % | 49.66% | 48.8% |
| Win Month % | 70.59% | 58.82% |
| Win Week % | 58.7% | 50.68% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |