| Metric | 12296816:solusd:triple_med_gx:lsma90_125 | 12296816:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 61.91% | 82.77% |
| Max Drawdown | -33.58% | -93.44% |
| Sharpe | 0.32 | 0.34 |
| Sortino | 0.52 | 0.5 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 56.62 | 2.87 |
| Outlier Loss Ratio | 3.54 | 2.61 |
| Volatility (ann.) | 13.81% | 50.5% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.45 | 0.21 |
| Skew | 2.97 | 0.48 |
| Kurtosis | 65.32 | 11.28 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.15% | 1.45% |
| Expected Yearly % | 12.8% | 16.27% |
| Kelly Criterion | 2.42% | 5.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.3% |
| Expected Shortfall (cVaR) | -1.18% | -4.3% |
| Year | 12296816:SOLUSD | 12296816:solusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.41 | 7.84 | -0.09 | + |
| 2023 | 921.46 | 97.17 | 0.11 | - |
| 2024 | 85.41 | 5.66 | 0.07 | - |
| 2025 | -8.87 | -27.93 | 3.15 | - |
| Metric | 12296816:solusd:triple_med_gx:lsma90_125 | 12296816:SOLUSD |
|---|---|---|
| MTD | -2.42% | 11.11% |
| 3M | -11.03% | 36.47% |
| 6M | -29.67% | -8.22% |
| YTD | -27.93% | -8.87% |
| 1Y | -23.9% | 7.09% |
| 3Y (ann.) | 18.18% | 63.14% |
| 5Y (ann.) | 15.21% | 19.39% |
| Metric | 12296816:solusd:triple_med_gx:lsma90_125 | 12296816:SOLUSD |
|---|---|---|
| Max Drawdown | -33.58% | -93.44% |
| Longest DD Days | 420.0 | 703.0 |
| Avg. Drawdown | -4.86% | -13.23% |
| Avg. Drawdown Days | 41.0 | 47.0 |
| Recovery Factor | 1.84 | 0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2025-07-17 | -33.58 | 420 |
| 2022-05-24 | 2023-01-20 | -23.45 | 241 |
| 2023-01-21 | 2023-10-20 | -18.02 | 272 |
| 2024-04-28 | 2024-05-02 | -11.06 | 3 |
| 2022-04-17 | 2022-04-19 | -6.71 | 1 |
| 2023-10-21 | 2023-10-23 | -4.77 | 1 |
| 2023-10-23 | 2023-10-23 | -4.68 | 0 |
| 2023-11-09 | 2023-11-10 | -3.87 | 0 |
| 2022-03-14 | 2022-03-14 | -2.06 | 0 |
| 2024-05-03 | 2024-05-03 | -1.74 | 0 |
| Metric | 12296816:solusd:triple_med_gx:lsma90_125 | 12296816:SOLUSD |
|---|---|---|
| Best Day | 13.38% | 30.09% |
| Worst Day | -6.68% | -26.94% |
| Best Week | 30.59% | 43.67% |
| Worst Week | -17.44% | -51.66% |
| Best Month | 42.99% | 140.02% |
| Worst Month | -15.53% | -56.44% |
| Best Year | 97.17% | 921.46% |
| Worst Year | -27.93% | -89.41% |
| Avg. Up Day | 1.74% | 1.76% |
| Avg. Down Day | -1.42% | -1.57% |
| Avg. Up Week | 6.27% | 11.32% |
| Avg. Down Week | -4.85% | -7.29% |
| Avg. Up Month | 14.94% | 47.53% |
| Avg. Down Month | -6.29% | -18.4% |
| Win Days % | 46.24% | 50.14% |
| Win Month % | 43.75% | 52.38% |
| Win Week % | 54.72% | 46.96% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 50.0% |