| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -5.96% | -23.16% |
| Max Drawdown | -19.29% | -54.18% |
| Sharpe | -0.13 | 0.09 |
| Sortino | -0.18 | 0.13 |
| Payoff Ratio | 0.91 | 0.9 |
| Profit Factor | 0.95 | 1.01 |
| Common Sense Ratio | 0.95 | 0.94 |
| CPC Index | 0.43 | 0.43 |
| Tail Ratio | 1.0 | 0.93 |
| Outlier Win Ratio | 45.19 | 2.89 |
| Outlier Loss Ratio | 3.07 | 2.53 |
| Volatility (ann.) | 27.95% | 90.63% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.38 | -0.52 |
| Skew | -0.8 | 0.36 |
| Kurtosis | 18.2 | 3.26 |
| Expected Daily % | -0.02% | -0.09% |
| Expected Monthly % | -0.61% | -2.6% |
| Expected Yearly % | -3.02% | -12.34% |
| Kelly Criterion | -7.06% | -12.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.42% | -7.78% |
| Expected Shortfall (cVaR) | -2.42% | -7.78% |
| Year | 12303114:SOLUSD | 12303114:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 6.68 | 0.52 | - |
| 2025 | -31.87 | -11.85 | 0.37 | + |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| MTD | -4.21% | 0.22% |
| 3M | -13.29% | -40.54% |
| 6M | 9.52% | -2.09% |
| YTD | -11.85% | -31.87% |
| 1Y | -5.96% | -23.16% |
| 3Y (ann.) | -7.37% | -27.98% |
| 5Y (ann.) | -7.37% | -27.98% |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Max Drawdown | -19.29% | -54.18% |
| Longest DD Days | 135.0 | 101.0 |
| Avg. Drawdown | -9.9% | -15.78% |
| Avg. Drawdown Days | 63.0 | 25.0 |
| Recovery Factor | -0.31 | -0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-04 | 2025-03-21 | -19.29 | 76 |
| 2024-06-07 | 2024-10-20 | -15.67 | 135 |
| 2024-10-22 | 2024-10-24 | -2.70 | 2 |
| 2024-11-24 | 2025-01-02 | -1.93 | 39 |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Best Day | 8.27% | 20.8% |
| Worst Day | -9.06% | -18.74% |
| Best Week | 12.1% | 25.06% |
| Worst Week | -17.1% | -26.95% |
| Best Month | 26.68% | 39.21% |
| Worst Month | -12.25% | -46.12% |
| Best Year | 6.68% | 12.78% |
| Worst Year | -11.85% | -31.87% |
| Avg. Up Day | 2.8% | 2.84% |
| Avg. Down Day | -3.08% | -3.15% |
| Avg. Up Week | 6.54% | 9.19% |
| Avg. Down Week | -5.11% | -10.03% |
| Avg. Up Month | 15.78% | 18.89% |
| Avg. Down Month | -5.41% | -27.7% |
| Win Days % | 48.98% | 46.76% |
| Win Month % | 22.22% | 60.0% |
| Win Week % | 37.5% | 48.84% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |