| Metric | 12216598:solusd:triple_med_gx:lsma90_20 | 12216598:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 49.8% | -9.97% |
| Max Drawdown | -23.39% | -64.93% |
| Sharpe | 0.56 | 0.16 |
| Sortino | 0.95 | 0.24 |
| Payoff Ratio | 1.32 | 1.29 |
| Profit Factor | 1.2 | 1.02 |
| Common Sense Ratio | 1.39 | 1.04 |
| CPC Index | 0.73 | 0.65 |
| Tail Ratio | 1.15 | 1.01 |
| Outlier Win Ratio | 22.94 | 2.91 |
| Outlier Loss Ratio | 3.59 | 2.97 |
| Volatility (ann.) | 19.99% | 43.54% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.92 | -0.14 |
| Skew | 4.24 | 0.65 |
| Kurtosis | 86.69 | 8.59 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 2.93% | -0.75% |
| Expected Yearly % | 22.39% | -5.12% |
| Kelly Criterion | 5.18% | 9.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -3.73% |
| Expected Shortfall (cVaR) | -1.69% | -3.73% |
| Year | 12216598:SOLUSD | 12216598:solusd:triple_med_gx:lsma90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 6.93 | 0.53 | - |
| 2025 | -20.42 | 40.08 | -1.96 | + |
| Metric | 12216598:solusd:triple_med_gx:lsma90_20 | 12216598:SOLUSD |
|---|---|---|
| MTD | -1.82% | -2.98% |
| 3M | 4.87% | 28.3% |
| 6M | 40.08% | -22.48% |
| YTD | 40.08% | -20.42% |
| 1Y | 56.03% | 6.8% |
| 3Y (ann.) | 44.86% | -9.18% |
| 5Y (ann.) | 44.86% | -9.18% |
| Metric | 12216598:solusd:triple_med_gx:lsma90_20 | 12216598:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -64.93% |
| Longest DD Days | 113.0 | 165.0 |
| Avg. Drawdown | -8.18% | -11.98% |
| Avg. Drawdown Days | 26.0 | 23.0 |
| Recovery Factor | 2.13 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-12 | -23.39 | 40 |
| 2025-05-14 | 2025-07-04 | -19.47 | 51 |
| 2024-07-19 | 2024-11-10 | -15.67 | 113 |
| 2024-11-12 | 2025-01-18 | -12.12 | 67 |
| 2024-06-07 | 2024-06-27 | -7.23 | 20 |
| 2025-02-11 | 2025-03-02 | -6.63 | 19 |
| 2025-04-14 | 2025-05-10 | -6.58 | 26 |
| 2024-06-28 | 2024-07-15 | -5.96 | 17 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| Metric | 12216598:solusd:triple_med_gx:lsma90_20 | 12216598:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -10.31% | -17.1% |
| Best Month | 21.52% | 41.15% |
| Worst Month | -11.33% | -36.08% |
| Best Year | 40.08% | 13.13% |
| Worst Year | 6.93% | -20.42% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.35% | -1.39% |
| Avg. Up Week | 6.12% | 10.52% |
| Avg. Down Week | -3.37% | -8.32% |
| Avg. Up Month | 10.68% | 19.34% |
| Avg. Down Month | -4.68% | -15.7% |
| Win Days % | 46.02% | 49.06% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 54.55% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |