| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -5.96% | -23.98% |
| Max Drawdown | -20.17% | -58.89% |
| Sharpe | -0.08 | 0.03 |
| Sortino | -0.1 | 0.05 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 0.97 | 1.0 |
| Common Sense Ratio | 1.17 | 1.02 |
| CPC Index | 0.47 | 0.5 |
| Tail Ratio | 1.21 | 1.01 |
| Outlier Win Ratio | 44.69 | 2.72 |
| Outlier Loss Ratio | 3.7 | 2.9 |
| Volatility (ann.) | 13.36% | 44.81% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.37 | -0.49 |
| Skew | -0.94 | 0.62 |
| Kurtosis | 26.96 | 8.53 |
| Expected Daily % | -0.01% | -0.02% |
| Expected Monthly % | -0.61% | -2.71% |
| Expected Yearly % | -3.02% | -12.81% |
| Kelly Criterion | -5.87% | -0.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -3.85% |
| Expected Shortfall (cVaR) | -1.15% | -3.85% |
| Year | 12303114:SOLUSD | 12303114:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 7.01 | 0.53 | - |
| 2025 | -32.81 | -12.12 | 0.37 | + |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| MTD | -4.21% | -14.33% |
| 3M | -13.29% | -34.49% |
| 6M | 9.52% | -11.21% |
| YTD | -12.12% | -32.81% |
| 1Y | -5.96% | -23.98% |
| 3Y (ann.) | -7.37% | -28.94% |
| 5Y (ann.) | -7.37% | -28.94% |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Max Drawdown | -20.17% | -58.89% |
| Longest DD Days | 135.0 | 101.0 |
| Avg. Drawdown | -7.62% | -11.63% |
| Avg. Drawdown Days | 42.0 | 17.0 |
| Recovery Factor | -0.3 | -0.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-03 | 2025-03-21 | -20.17 | 76 |
| 2024-06-06 | 2024-10-19 | -15.97 | 135 |
| 2024-12-31 | 2025-01-02 | -3.56 | 1 |
| 2024-11-23 | 2024-12-31 | -3.08 | 37 |
| 2024-10-21 | 2024-10-23 | -2.70 | 2 |
| 2024-10-20 | 2024-10-20 | -0.25 | 0 |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Best Day | 5.18% | 19.54% |
| Worst Day | -6.28% | -14.23% |
| Best Week | 12.1% | 21.25% |
| Worst Week | -17.44% | -17.1% |
| Best Month | 26.68% | 41.15% |
| Worst Month | -12.25% | -36.08% |
| Best Year | 7.01% | 13.13% |
| Worst Year | -12.12% | -32.81% |
| Avg. Up Day | 1.46% | 1.48% |
| Avg. Down Day | -1.36% | -1.45% |
| Avg. Up Week | 5.89% | 9.3% |
| Avg. Down Week | -5.26% | -8.87% |
| Avg. Up Month | 15.61% | 16.52% |
| Avg. Down Month | -5.1% | -20.89% |
| Win Days % | 45.12% | 49.19% |
| Win Month % | 22.22% | 50.0% |
| Win Week % | 43.75% | 48.84% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |