| Metric | 12258932:solusd:triple_med_gx:lsma90_145 | 12258932:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 38.86% | 19.47% |
| Max Drawdown | -29.12% | -64.93% |
| Sharpe | 0.41 | 0.29 |
| Sortino | 0.63 | 0.44 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.11 | 1.05 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.12 | 1.03 |
| Outlier Win Ratio | 16.73 | 3.02 |
| Outlier Loss Ratio | 3.65 | 3.13 |
| Volatility (ann.) | 21.21% | 42.69% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.03 | 0.24 |
| Skew | 0.86 | 0.62 |
| Kurtosis | 15.5 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.07% | 1.12% |
| Expected Yearly % | 17.84% | 9.3% |
| Kelly Criterion | 3.96% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -3.64% |
| Expected Shortfall (cVaR) | -1.8% | -3.64% |
| Year | 12258932:SOLUSD | 12258932:solusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -3.59 | -0.27 | - |
| 2025 | 5.60 | 44.02 | 7.86 | + |
| Metric | 12258932:solusd:triple_med_gx:lsma90_145 | 12258932:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 10.51% | 26.39% |
| 6M | 41.3% | 38.87% |
| YTD | 44.02% | 5.6% |
| 1Y | 45.94% | 47.35% |
| 3Y (ann.) | 29.98% | 15.27% |
| 5Y (ann.) | 29.98% | 15.27% |
| Metric | 12258932:solusd:triple_med_gx:lsma90_145 | 12258932:SOLUSD |
|---|---|---|
| Max Drawdown | -29.12% | -64.93% |
| Longest DD Days | 116.0 | 224.0 |
| Avg. Drawdown | -7.13% | -11.98% |
| Avg. Drawdown Days | 26.0 | 26.0 |
| Recovery Factor | 1.33 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -29.12 | 64 |
| 2024-12-05 | 2025-02-09 | -17.95 | 65 |
| 2024-08-09 | 2024-12-03 | -15.83 | 116 |
| 2025-05-14 | 2025-08-12 | -14.46 | 90 |
| 2025-02-09 | 2025-04-12 | -11.69 | 62 |
| 2025-08-14 | 2025-09-01 | -6.98 | 18 |
| 2025-04-14 | 2025-05-08 | -6.25 | 24 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-12-04 | 2024-12-05 | -3.74 | 1 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| Metric | 12258932:solusd:triple_med_gx:lsma90_145 | 12258932:SOLUSD |
|---|---|---|
| Best Day | 10.35% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 20.21% | 21.25% |
| Worst Week | -12.0% | -17.1% |
| Best Month | 18.32% | 41.15% |
| Worst Month | -16.04% | -36.08% |
| Best Year | 44.02% | 13.13% |
| Worst Year | -3.59% | 5.6% |
| Avg. Up Day | 1.53% | 1.54% |
| Avg. Down Day | -1.32% | -1.35% |
| Avg. Up Week | 6.45% | 7.04% |
| Avg. Down Week | -5.32% | -7.88% |
| Avg. Up Month | 12.39% | 14.83% |
| Avg. Down Month | -8.55% | -17.51% |
| Win Days % | 48.32% | 49.56% |
| Win Month % | 58.33% | 56.25% |
| Win Week % | 59.38% | 53.73% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |