| Metric | 12215461:solusd:triple_med_gx:lsma90_15 | 12215461:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 816.6% | 116.46% |
| Max Drawdown | -37.06% | -93.44% |
| Sharpe | 0.8 | 0.35 |
| Sortino | 1.37 | 0.52 |
| Payoff Ratio | 1.34 | 1.28 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.62 | 1.07 |
| CPC Index | 0.84 | 0.68 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 27.85 | 3.39 |
| Outlier Loss Ratio | 3.63 | 2.87 |
| Volatility (ann.) | 21.49% | 49.81% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.19 | 0.25 |
| Skew | 2.85 | 0.46 |
| Kurtosis | 42.49 | 10.99 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.93% | 1.69% |
| Expected Yearly % | 74.0% | 21.3% |
| Kelly Criterion | 8.99% | 11.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.24% |
| Expected Shortfall (cVaR) | -1.8% | -4.24% |
| Year | 12215461:SOLUSD | 12215461:solusd:triple_med_gx:lsma90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.79 | -0.45 | 0.01 | + |
| 2023 | 921.46 | 339.66 | 0.37 | - |
| 2024 | 85.41 | 13.72 | 0.16 | - |
| 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.) | 103.33% | 86.57% |
| 5Y (ann.) | 81.23% | 23.03% |
| Metric | 12215461:solusd:triple_med_gx:lsma90_15 | 12215461:SOLUSD |
|---|---|---|
| Max Drawdown | -37.06% | -93.44% |
| Longest DD Days | 301.0 | 703.0 |
| Avg. Drawdown | -6.45% | -13.3% |
| Avg. Drawdown Days | 22.0 | 50.0 |
| Recovery Factor | 22.04 | 1.25 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2023-02-15 | -37.06 | 301 |
| 2025-03-03 | 2025-04-14 | -23.70 | 42 |
| 2024-05-10 | 2024-07-16 | -21.98 | 67 |
| 2024-11-12 | 2025-01-16 | -18.64 | 65 |
| 2024-08-09 | 2024-11-11 | -18.21 | 94 |
| 2024-01-30 | 2024-03-01 | -17.78 | 30 |
| 2025-08-25 | 2025-10-16 | -16.46 | 52 |
| 2025-01-19 | 2025-03-02 | -15.11 | 42 |
| 2025-06-11 | 2025-08-13 | -12.88 | 63 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| Metric | 12215461:solusd:triple_med_gx:lsma90_15 | 12215461:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 33.69% | 43.67% |
| Worst Week | -13.47% | -51.66% |
| Best Month | 39.41% | 140.02% |
| Worst Month | -13.41% | -56.44% |
| Best Year | 339.66% | 921.46% |
| Worst Year | -0.45% | -88.79% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.46% | -1.54% |
| Avg. Up Week | 8.27% | 13.69% |
| Avg. Down Week | -4.53% | -6.36% |
| Avg. Up Month | 13.81% | 32.85% |
| Avg. Down Month | -7.79% | -23.5% |
| Win Days % | 47.92% | 50.17% |
| Win Month % | 67.39% | 54.35% |
| Win Week % | 55.96% | 48.48% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 75.0% | 75.0% |