| Metric | 12215461:solusd:triple_med_gx:lsma90_15 | 12215461:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 86.62% | 15.38% |
| Max Drawdown | -23.7% | -64.93% |
| Sharpe | 0.65 | 0.27 |
| Sortino | 1.06 | 0.4 |
| Payoff Ratio | 1.28 | 1.24 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | 1.53 | 1.08 |
| CPC Index | 0.74 | 0.64 |
| Tail Ratio | 1.24 | 1.04 |
| Outlier Win Ratio | 21.48 | 3.06 |
| Outlier Loss Ratio | 3.52 | 2.99 |
| Volatility (ann.) | 20.68% | 42.23% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.42 | 0.17 |
| Skew | 3.12 | 0.58 |
| Kurtosis | 64.43 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.74% | 0.85% |
| Expected Yearly % | 36.61% | 7.42% |
| Kelly Criterion | 5.99% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.6% |
| Expected Shortfall (cVaR) | -1.74% | -3.6% |
| Year | 12215461:SOLUSD | 12215461:solusd:triple_med_gx:lsma90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 1.34 | 0.10 | - |
| 2025 | 1.99 | 84.15 | 42.37 | + |
| Metric | 12215461:solusd:triple_med_gx:lsma90_15 | 12215461:SOLUSD |
|---|---|---|
| MTD | 4.55% | -7.75% |
| 3M | 7.46% | 17.41% |
| 6M | 11.54% | 52.72% |
| YTD | 84.15% | 1.99% |
| 1Y | 87.45% | 24.46% |
| 3Y (ann.) | 57.4% | 10.96% |
| 5Y (ann.) | 57.4% | 10.96% |
| Metric | 12215461:solusd:triple_med_gx:lsma90_15 | 12215461:SOLUSD |
|---|---|---|
| Max Drawdown | -23.7% | -64.93% |
| Longest DD Days | 94.0 | 269.0 |
| Avg. Drawdown | -9.68% | -11.98% |
| Avg. Drawdown Days | 32.0 | 29.0 |
| Recovery Factor | 3.65 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-14 | -23.70 | 42 |
| 2024-11-12 | 2025-01-16 | -18.64 | 65 |
| 2024-08-09 | 2024-11-11 | -18.21 | 94 |
| 2025-08-25 | 2025-10-16 | -16.46 | 52 |
| 2025-01-19 | 2025-03-02 | -15.11 | 42 |
| 2024-06-05 | 2024-07-14 | -14.03 | 39 |
| 2025-06-11 | 2025-08-13 | -12.88 | 63 |
| 2025-05-14 | 2025-06-10 | -7.21 | 27 |
| 2025-04-14 | 2025-05-10 | -6.82 | 26 |
| 2024-07-16 | 2024-08-08 | -4.14 | 23 |
| Metric | 12215461:solusd:triple_med_gx:lsma90_15 | 12215461:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 13.89% | 21.25% |
| Worst Week | -11.29% | -18.95% |
| Best Month | 31.2% | 41.15% |
| Worst Month | -11.18% | -36.08% |
| Best Year | 84.15% | 13.13% |
| Worst Year | 1.34% | 1.99% |
| Avg. Up Day | 1.75% | 1.76% |
| Avg. Down Day | -1.37% | -1.42% |
| Avg. Up Week | 6.26% | 10.15% |
| Avg. Down Week | -4.15% | -7.23% |
| Avg. Up Month | 9.55% | 17.08% |
| Avg. Down Month | -7.45% | -18.02% |
| Win Days % | 47.18% | 49.58% |
| Win Month % | 70.59% | 58.82% |
| Win Week % | 55.81% | 53.42% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |