| Metric | 12215551:solusd:triple_med_gx:lsma90_15 | 12215551:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 65.42% | 20.96% |
| Max Drawdown | -23.66% | -64.93% |
| Sharpe | 0.59 | 0.29 |
| Sortino | 1.01 | 0.43 |
| Payoff Ratio | 1.38 | 1.34 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 1.51 | 1.08 |
| CPC Index | 0.79 | 0.7 |
| Tail Ratio | 1.21 | 1.04 |
| Outlier Win Ratio | 27.41 | 2.93 |
| Outlier Loss Ratio | 3.44 | 2.89 |
| Volatility (ann.) | 18.43% | 42.26% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.88 | 0.23 |
| Skew | 4.6 | 0.58 |
| Kurtosis | 98.14 | 8.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.0% | 1.13% |
| Expected Yearly % | 28.62% | 9.98% |
| Kelly Criterion | 7.06% | 12.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.6% |
| Expected Shortfall (cVaR) | -1.56% | -3.6% |
| Year | 12215551:SOLUSD | 12215551:solusd:triple_med_gx:lsma90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 28.87 | 2.20 | + |
| 2025 | 6.92 | 28.36 | 4.10 | + |
| Metric | 12215551:solusd:triple_med_gx:lsma90_15 | 12215551:SOLUSD |
|---|---|---|
| MTD | 0.72% | -3.29% |
| 3M | -2.98% | 24.43% |
| 6M | -4.57% | 56.02% |
| YTD | 28.36% | 6.92% |
| 1Y | 45.51% | 36.69% |
| 3Y (ann.) | 44.4% | 14.9% |
| 5Y (ann.) | 44.4% | 14.9% |
| Metric | 12215551:solusd:triple_med_gx:lsma90_15 | 12215551:SOLUSD |
|---|---|---|
| Max Drawdown | -23.66% | -64.93% |
| Longest DD Days | 225.0 | 268.0 |
| Avg. Drawdown | -4.81% | -11.98% |
| Avg. Drawdown Days | 24.0 | 29.0 |
| Recovery Factor | 2.76 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-10-14 | -23.66 | 225 |
| 2024-11-12 | 2025-01-18 | -11.71 | 67 |
| 2025-02-14 | 2025-03-02 | -10.50 | 16 |
| 2024-06-28 | 2024-07-19 | -7.02 | 21 |
| 2024-09-14 | 2024-10-14 | -5.63 | 30 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 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 |
| Metric | 12215551:solusd:triple_med_gx:lsma90_15 | 12215551:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -7.82% | -18.95% |
| Best Month | 43.39% | 41.15% |
| Worst Month | -10.34% | -36.08% |
| Best Year | 28.87% | 13.13% |
| Worst Year | 28.36% | 6.92% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.32% | -1.37% |
| Avg. Up Week | 6.94% | 11.67% |
| Avg. Down Week | -4.09% | -7.43% |
| Avg. Up Month | 15.45% | 19.34% |
| Avg. Down Month | -7.53% | -18.41% |
| Win Days % | 46.15% | 49.63% |
| Win Month % | 52.94% | 58.82% |
| Win Week % | 57.58% | 53.42% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |