| Metric | 12215551:solusd:triple_med_gx:lsma90_15 | 12215551:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 424.84% | 116.33% |
| Max Drawdown | -26.61% | -93.44% |
| Sharpe | 0.67 | 0.35 |
| Sortino | 1.15 | 0.52 |
| Payoff Ratio | 1.4 | 1.34 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.84 | 0.71 |
| Tail Ratio | 1.22 | 1.02 |
| Outlier Win Ratio | 34.04 | 3.29 |
| Outlier Loss Ratio | 3.38 | 2.79 |
| Volatility (ann.) | 19.65% | 49.8% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.12 | 0.25 |
| Skew | 3.42 | 0.46 |
| Kurtosis | 55.65 | 11.06 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.67% | 1.69% |
| Expected Yearly % | 51.36% | 21.28% |
| Kelly Criterion | 8.18% | 13.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -4.24% |
| Expected Shortfall (cVaR) | -1.66% | -4.24% |
| Year | 12215551:SOLUSD | 12215551:solusd:triple_med_gx:lsma90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.32 | 44.82 | -0.50 | + |
| 2023 | 921.46 | 123.92 | 0.13 | - |
| 2024 | 85.41 | 26.09 | 0.31 | - |
| 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.) | 61.96% | 87.68% |
| 5Y (ann.) | 56.45% | 23.16% |
| Metric | 12215551:solusd:triple_med_gx:lsma90_15 | 12215551:SOLUSD |
|---|---|---|
| Max Drawdown | -26.61% | -93.44% |
| Longest DD Days | 225.0 | 703.0 |
| Avg. Drawdown | -6.5% | -13.89% |
| Avg. Drawdown Days | 32.0 | 53.0 |
| Recovery Factor | 15.97 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2022-11-23 | -26.61 | 215 |
| 2025-03-03 | 2025-10-14 | -23.66 | 225 |
| 2022-11-26 | 2023-01-03 | -17.38 | 38 |
| 2024-04-23 | 2024-10-14 | -16.08 | 173 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2023-10-24 | 2024-02-29 | -11.92 | 128 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-11-12 | 2025-01-18 | -11.71 | 67 |
| 2023-08-09 | 2023-10-20 | -11.61 | 71 |
| 2025-02-14 | 2025-03-02 | -10.50 | 16 |
| Metric | 12215551:solusd:triple_med_gx:lsma90_15 | 12215551:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 32.26% | 43.67% |
| Worst Week | -13.63% | -51.66% |
| Best Month | 43.39% | 140.02% |
| Worst Month | -13.63% | -56.44% |
| Best Year | 123.92% | 921.46% |
| Worst Year | 26.09% | -89.32% |
| Avg. Up Day | 2.13% | 2.14% |
| Avg. Down Day | -1.52% | -1.6% |
| Avg. Up Week | 9.22% | 14.66% |
| Avg. Down Week | -4.92% | -6.17% |
| Avg. Up Month | 13.74% | 33.5% |
| Avg. Down Month | -7.17% | -22.84% |
| Win Days % | 46.41% | 50.16% |
| Win Month % | 59.09% | 54.35% |
| Win Week % | 56.25% | 48.22% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 100.0% | 75.0% |