| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 153.66% | 48.82% |
| Max Drawdown | -23.83% | -93.44% |
| Sharpe | 0.56 | 0.32 |
| Sortino | 0.93 | 0.47 |
| Payoff Ratio | 1.28 | 1.2 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 2.35 | 1.08 |
| CPC Index | 0.79 | 0.63 |
| Tail Ratio | 1.85 | 1.03 |
| Outlier Win Ratio | 47.35 | 3.09 |
| Outlier Loss Ratio | 3.52 | 2.67 |
| Volatility (ann.) | 15.62% | 51.57% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.48 | 0.15 |
| Skew | 2.69 | 0.47 |
| Kurtosis | 48.33 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.48% | 1.05% |
| Expected Yearly % | 26.2% | 10.45% |
| Kelly Criterion | 7.93% | 8.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -4.39% |
| Expected Shortfall (cVaR) | -1.32% | -4.39% |
| Year | 12303114:SOLUSD | 12303114:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.30 | 37.85 | -0.43 | + |
| 2023 | 921.46 | 60.05 | 0.07 | - |
| 2024 | 85.41 | 30.83 | 0.36 | - |
| 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 | 8.64% | -33.9% |
| 3Y (ann.) | 31.84% | 12.69% |
| 5Y (ann.) | 35.33% | 13.79% |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Max Drawdown | -23.83% | -93.44% |
| Longest DD Days | 169.0 | 703.0 |
| Avg. Drawdown | -5.45% | -12.29% |
| Avg. Drawdown Days | 25.0 | 39.0 |
| Recovery Factor | 6.45 | 0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2022-08-13 | -23.83 | 114 |
| 2023-06-24 | 2023-10-21 | -22.17 | 119 |
| 2024-05-07 | 2024-10-23 | -21.35 | 169 |
| 2025-01-03 | 2025-03-21 | -20.17 | 76 |
| 2022-09-27 | 2022-11-23 | -17.20 | 57 |
| 2023-11-20 | 2024-03-24 | -11.59 | 125 |
| 2024-04-28 | 2024-05-02 | -11.06 | 3 |
| 2022-03-19 | 2022-04-19 | -8.54 | 30 |
| 2022-11-25 | 2023-01-20 | -6.80 | 56 |
| 2023-01-22 | 2023-05-05 | -6.72 | 102 |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Best Day | 13.38% | 30.09% |
| Worst Day | -6.68% | -26.94% |
| Best Week | 22.95% | 43.67% |
| Worst Week | -17.44% | -51.66% |
| Best Month | 40.74% | 140.02% |
| Worst Month | -12.25% | -56.44% |
| Best Year | 60.05% | 921.46% |
| Worst Year | -12.12% | -88.3% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.44% | -1.55% |
| Avg. Up Week | 8.29% | 12.61% |
| Avg. Down Week | -5.2% | -8.31% |
| Avg. Up Month | 14.48% | 45.32% |
| Avg. Down Month | -5.1% | -19.88% |
| Win Days % | 48.31% | 50.24% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 55.77% | 46.34% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |