| Metric | 12216598:solusd:triple_med_gx:lsma90_20 | 12216598:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 468.85% | 69.8% |
| Max Drawdown | -23.39% | -93.44% |
| Sharpe | 0.71 | 0.33 |
| Sortino | 1.22 | 0.49 |
| Payoff Ratio | 1.35 | 1.29 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.82 | 0.68 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 30.19 | 3.28 |
| Outlier Loss Ratio | 3.5 | 2.79 |
| Volatility (ann.) | 20.78% | 50.7% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.82 | 0.18 |
| Skew | 3.11 | 0.47 |
| Kurtosis | 49.46 | 10.98 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.13% | 1.24% |
| Expected Yearly % | 54.44% | 14.15% |
| Kelly Criterion | 7.96% | 11.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.32% |
| Expected Shortfall (cVaR) | -1.75% | -4.32% |
| Year | 12216598:SOLUSD | 12216598:solusd:triple_med_gx:lsma90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.73 | 28.00 | -0.32 | + |
| 2023 | 921.46 | 145.07 | 0.16 | - |
| 2024 | 85.41 | 29.46 | 0.34 | - |
| 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.) | 63.09% | 65.07% |
| 5Y (ann.) | 65.87% | 16.66% |
| Metric | 12216598:solusd:triple_med_gx:lsma90_20 | 12216598:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -93.44% |
| Longest DD Days | 220.0 | 703.0 |
| Avg. Drawdown | -6.73% | -12.83% |
| Avg. Drawdown Days | 23.0 | 44.0 |
| Recovery Factor | 20.04 | 0.75 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-12 | -23.39 | 40 |
| 2022-09-27 | 2022-11-23 | -22.33 | 57 |
| 2022-04-21 | 2022-08-09 | -22.31 | 109 |
| 2023-03-14 | 2023-10-21 | -21.77 | 220 |
| 2025-05-14 | 2025-07-04 | -19.47 | 51 |
| 2022-11-25 | 2023-01-03 | -17.07 | 39 |
| 2024-07-19 | 2024-11-10 | -15.67 | 113 |
| 2024-05-10 | 2024-07-19 | -12.86 | 70 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2024-11-12 | 2025-01-18 | -12.12 | 67 |
| Metric | 12216598:solusd:triple_med_gx:lsma90_20 | 12216598:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 32.75% | 43.67% |
| Worst Week | -13.41% | -51.66% |
| Best Month | 32.75% | 140.02% |
| Worst Month | -13.35% | -56.44% |
| Best Year | 145.07% | 921.46% |
| Worst Year | 28.0% | -88.73% |
| Avg. Up Day | 2.03% | 2.04% |
| Avg. Down Day | -1.5% | -1.58% |
| Avg. Up Week | 7.17% | 14.77% |
| Avg. Down Week | -4.37% | -6.37% |
| Avg. Up Month | 11.46% | 34.75% |
| Avg. Down Month | -5.92% | -19.18% |
| Win Days % | 47.12% | 50.03% |
| Win Month % | 66.67% | 51.16% |
| Win Week % | 57.14% | 46.99% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 100.0% | 50.0% |