| Metric | 12259351:solusd:triple_med_gx:lsma90_145 | 12259351:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 34.18% | 19.47% |
| Max Drawdown | -26.86% | -64.93% |
| Sharpe | 0.41 | 0.29 |
| Sortino | 0.65 | 0.44 |
| Payoff Ratio | 1.29 | 1.28 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 0.36 | 1.07 |
| CPC Index | 0.74 | 0.66 |
| Tail Ratio | 0.3 | 1.03 |
| Outlier Win Ratio | 36.27 | 2.73 |
| Outlier Loss Ratio | 2.74 | 2.85 |
| Volatility (ann.) | 18.72% | 42.69% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.99 | 0.24 |
| Skew | 3.15 | 0.62 |
| Kurtosis | 112.39 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.85% | 1.12% |
| Expected Yearly % | 15.84% | 9.3% |
| Kelly Criterion | 5.11% | 10.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -3.64% |
| Expected Shortfall (cVaR) | -1.59% | -3.64% |
| Year | 12259351:SOLUSD | 12259351:solusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 16.75 | 1.28 | + |
| 2025 | 5.60 | 14.93 | 2.66 | + |
| Metric | 12259351:solusd:triple_med_gx:lsma90_145 | 12259351:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -3.68% | 26.39% |
| 6M | 11.96% | 38.87% |
| YTD | 14.93% | 5.6% |
| 1Y | 18.18% | 47.35% |
| 3Y (ann.) | 26.47% | 15.27% |
| 5Y (ann.) | 26.47% | 15.27% |
| Metric | 12259351:solusd:triple_med_gx:lsma90_145 | 12259351:SOLUSD |
|---|---|---|
| Max Drawdown | -26.86% | -64.93% |
| Longest DD Days | 110.0 | 224.0 |
| Avg. Drawdown | -6.77% | -11.98% |
| Avg. Drawdown Days | 32.0 | 26.0 |
| Recovery Factor | 1.27 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-05-08 | -26.86 | 93 |
| 2024-06-05 | 2024-08-07 | -20.27 | 62 |
| 2025-05-14 | 2025-09-01 | -10.46 | 110 |
| 2024-09-17 | 2025-01-01 | -10.04 | 106 |
| 2024-08-09 | 2024-09-17 | -6.19 | 39 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| Metric | 12259351:solusd:triple_med_gx:lsma90_145 | 12259351:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 17.03% | 21.25% |
| Worst Week | -16.37% | -17.1% |
| Best Month | 18.88% | 41.15% |
| Worst Month | -16.37% | -36.08% |
| Best Year | 16.75% | 13.13% |
| Worst Year | 14.93% | 5.6% |
| Avg. Up Day | 2.21% | 2.22% |
| Avg. Down Day | -1.71% | -1.73% |
| Avg. Up Week | 6.13% | 9.14% |
| Avg. Down Week | -5.52% | -8.77% |
| Avg. Up Month | 9.33% | 14.09% |
| Avg. Down Month | -7.2% | -17.69% |
| Win Days % | 46.53% | 49.56% |
| Win Month % | 61.54% | 56.25% |
| Win Week % | 66.67% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |