| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 154.12% | 58.22% |
| Max Drawdown | -21.49% | -88.1% |
| Sharpe | 3.92 | 2.53 |
| Sortino | 9.54 | 4.34 |
| Payoff Ratio | 4.18 | 0.82 |
| Profit Factor | 2.26 | 1.55 |
| Common Sense Ratio | 4.29 | 2.49 |
| CPC Index | 2.5 | 0.67 |
| Tail Ratio | 1.9 | 1.61 |
| Outlier Win Ratio | 5.38 | 3.08 |
| Outlier Loss Ratio | 22.34 | 2.87 |
| Volatility (ann.) | 121.16% | 407.1% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.68 | 0.19 |
| Skew | 1.96 | 0.68 |
| Kurtosis | 6.94 | 3.71 |
| Expected Daily % | 1.12% | 0.55% |
| Expected Monthly % | 3.16% | 1.54% |
| Expected Yearly % | 26.26% | 12.15% |
| Kelly Criterion | 8.94% | -4.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.13% | -32.23% |
| Expected Shortfall (cVaR) | -9.13% | -32.23% |
| Year | 12303114:SOLUSD | 12303114:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -82.75 | 38.10 | -0.46 | + |
| 2023 | 287.14 | 60.05 | 0.21 | - |
| 2024 | 252.92 | 32.35 | 0.13 | - |
| 2025 | -32.86 | -13.13 | 0.40 | + |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| MTD | -4.21% | -37.29% |
| 3M | -13.29% | -44.39% |
| 6M | 9.52% | -9.93% |
| YTD | -13.13% | -32.86% |
| 1Y | 8.64% | 30.86% |
| 3Y (ann.) | 32.76% | 12.86% |
| 5Y (ann.) | 36.16% | 16.4% |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Max Drawdown | -21.49% | -88.1% |
| Longest DD Days | 139.0 | 670.0 |
| Avg. Drawdown | -5.74% | -55.81% |
| Avg. Drawdown Days | 56.0 | 332.0 |
| Recovery Factor | 7.17 | 0.66 |
| Ulcer Index | 0.99 | 1.28 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-22 | 2023-10-23 | -21.49 | 123 |
| 2025-01-03 | 2025-03-21 | -17.10 | 76 |
| 2024-06-06 | 2024-10-24 | -15.47 | 139 |
| 2022-05-24 | 2022-08-14 | -9.66 | 81 |
| 2023-11-20 | 2024-03-25 | -7.71 | 126 |
| 2023-01-21 | 2023-05-30 | -3.37 | 128 |
| 2022-09-25 | 2022-11-25 | -3.18 | 60 |
| 2024-11-23 | 2025-01-02 | -1.35 | 39 |
| 2022-09-03 | 2022-09-05 | -0.18 | 2 |
| 2024-04-28 | 2024-05-08 | -0.18 | 9 |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Best Day | 32.44% | 78.47% |
| Worst Day | -12.09% | -62.74% |
| Best Week | 32.44% | 97.04% |
| Worst Week | -12.09% | -57.51% |
| Best Month | 40.74% | 97.04% |
| Worst Month | -12.25% | -57.51% |
| Best Year | 60.05% | 287.14% |
| Worst Year | -13.13% | -82.75% |
| Avg. Up Day | 8.91% | 9.11% |
| Avg. Down Day | -2.13% | -11.09% |
| Avg. Up Week | 9.81% | 25.03% |
| Avg. Down Week | -3.04% | -13.7% |
| Avg. Up Month | 13.37% | 42.14% |
| Avg. Down Month | -5.16% | -18.97% |
| Win Days % | 26.51% | 53.01% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 39.22% | 52.94% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 75.0% | 50.0% |