| Metric | 12294905:solusd:triple_med_gx:lsma90_120 | 12294905:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 152.74% | 92.46% |
| Max Drawdown | -29.74% | -93.44% |
| Sharpe | 0.56 | 0.35 |
| Sortino | 0.93 | 0.51 |
| Payoff Ratio | 1.36 | 1.29 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 0.25 | 1.08 |
| CPC Index | 0.84 | 0.68 |
| Tail Ratio | 0.2 | 1.02 |
| Outlier Win Ratio | 54.61 | 2.93 |
| Outlier Loss Ratio | 3.55 | 2.53 |
| Volatility (ann.) | 13.96% | 50.42% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.06 | 0.23 |
| Skew | 3.08 | 0.49 |
| Kurtosis | 64.82 | 11.39 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.23% | 1.57% |
| Expected Yearly % | 26.09% | 17.78% |
| Kelly Criterion | 8.27% | 11.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.29% |
| Expected Shortfall (cVaR) | -1.18% | -4.29% |
| Year | 12294905:SOLUSD | 12294905:solusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | 32.60 | -0.37 | + |
| 2023 | 921.46 | 92.24 | 0.10 | - |
| 2024 | 85.41 | 31.61 | 0.37 | - |
| 2025 | -8.87 | -24.67 | 2.78 | - |
| Metric | 12294905:solusd:triple_med_gx:lsma90_120 | 12294905:SOLUSD |
|---|---|---|
| MTD | -1.68% | 11.11% |
| 3M | -3.16% | 36.47% |
| 6M | -23.89% | -8.22% |
| YTD | -24.67% | -8.87% |
| 1Y | -9.73% | 7.09% |
| 3Y (ann.) | 35.52% | 63.14% |
| 5Y (ann.) | 31.44% | 21.29% |
| Metric | 12294905:solusd:triple_med_gx:lsma90_120 | 12294905:SOLUSD |
|---|---|---|
| Max Drawdown | -29.74% | -93.44% |
| Longest DD Days | 233.0 | 703.0 |
| Avg. Drawdown | -4.72% | -12.56% |
| Avg. Drawdown Days | 28.0 | 45.0 |
| Recovery Factor | 5.14 | 0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-17 | -29.74 | 233 |
| 2022-04-20 | 2022-09-26 | -18.70 | 159 |
| 2024-06-10 | 2024-10-20 | -17.28 | 132 |
| 2023-07-29 | 2023-10-17 | -14.52 | 79 |
| 2022-09-27 | 2022-11-23 | -14.42 | 57 |
| 2024-04-30 | 2024-05-02 | -10.74 | 2 |
| 2024-01-09 | 2024-03-24 | -8.25 | 75 |
| 2022-03-08 | 2022-03-16 | -6.73 | 8 |
| 2022-04-17 | 2022-04-19 | -6.71 | 1 |
| 2023-01-21 | 2023-05-30 | -5.74 | 129 |
| Metric | 12294905:solusd:triple_med_gx:lsma90_120 | 12294905:SOLUSD |
|---|---|---|
| Best Day | 13.38% | 30.09% |
| Worst Day | -6.68% | -26.94% |
| Best Week | 23.24% | 43.67% |
| Worst Week | -16.94% | -51.66% |
| Best Month | 58.18% | 140.02% |
| Worst Month | -15.16% | -56.44% |
| Best Year | 92.24% | 921.46% |
| Worst Year | -24.67% | -88.85% |
| Avg. Up Day | 1.81% | 1.83% |
| Avg. Down Day | -1.33% | -1.42% |
| Avg. Up Week | 6.86% | 10.95% |
| Avg. Down Week | -5.9% | -7.87% |
| Avg. Up Month | 13.14% | 41.57% |
| Avg. Down Month | -5.49% | -20.13% |
| Win Days % | 47.16% | 50.15% |
| Win Month % | 54.29% | 52.38% |
| Win Week % | 61.82% | 47.51% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 50.0% |