| Metric | 12258821:solusd:triple_med_gx:lsma90_145 | 12258821:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 96.39% | 19.47% |
| Max Drawdown | -30.86% | -64.93% |
| Sharpe | 0.69 | 0.29 |
| Sortino | 1.19 | 0.44 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.13 | 1.03 |
| Outlier Win Ratio | 15.48 | 3.09 |
| Outlier Loss Ratio | 3.63 | 3.1 |
| Volatility (ann.) | 23.36% | 42.69% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.31 | 0.24 |
| Skew | 3.12 | 0.62 |
| Kurtosis | 37.62 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.31% | 1.12% |
| Expected Yearly % | 40.14% | 9.3% |
| Kelly Criterion | 7.61% | 6.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -3.64% |
| Expected Shortfall (cVaR) | -1.97% | -3.64% |
| Year | 12258821:SOLUSD | 12258821:solusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 16.04 | 1.22 | + |
| 2025 | 5.60 | 69.24 | 12.36 | + |
| Metric | 12258821:solusd:triple_med_gx:lsma90_145 | 12258821:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 26.79% | 26.39% |
| 6M | 69.88% | 38.87% |
| YTD | 69.24% | 5.6% |
| 1Y | 97.81% | 47.35% |
| 3Y (ann.) | 71.44% | 15.27% |
| 5Y (ann.) | 71.44% | 15.27% |
| Metric | 12258821:solusd:triple_med_gx:lsma90_145 | 12258821:SOLUSD |
|---|---|---|
| Max Drawdown | -30.86% | -64.93% |
| Longest DD Days | 91.0 | 224.0 |
| Avg. Drawdown | -5.82% | -11.98% |
| Avg. Drawdown Days | 16.0 | 26.0 |
| Recovery Factor | 3.12 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-07 | -30.86 | 62 |
| 2025-02-09 | 2025-04-12 | -17.53 | 62 |
| 2024-08-09 | 2024-11-08 | -17.49 | 91 |
| 2024-11-10 | 2024-12-21 | -17.05 | 40 |
| 2025-05-14 | 2025-08-07 | -14.78 | 85 |
| 2024-12-21 | 2024-12-25 | -9.44 | 3 |
| 2024-12-25 | 2025-02-09 | -7.68 | 45 |
| 2025-04-14 | 2025-05-08 | -6.25 | 23 |
| 2025-08-11 | 2025-08-12 | -5.62 | 1 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| Metric | 12258821:solusd:triple_med_gx:lsma90_145 | 12258821:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -5.77% | -14.23% |
| Best Week | 31.59% | 21.25% |
| Worst Week | -11.19% | -17.1% |
| Best Month | 27.44% | 41.15% |
| Worst Month | -18.13% | -36.08% |
| Best Year | 69.24% | 13.13% |
| Worst Year | 16.04% | 5.6% |
| Avg. Up Day | 1.65% | 1.66% |
| Avg. Down Day | -1.3% | -1.41% |
| Avg. Up Week | 8.46% | 7.89% |
| Avg. Down Week | -5.67% | -7.58% |
| Avg. Up Month | 14.39% | 17.57% |
| Avg. Down Month | -7.13% | -21.22% |
| Win Days % | 48.27% | 49.56% |
| Win Month % | 66.67% | 56.25% |
| Win Week % | 58.82% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |