| Metric | 12124959:solusd:triple_med_gx:lsma215_15 | 12124959:SOLUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 22.05% | 35.64% |
| Max Drawdown | -14.94% | -30.87% |
| Sharpe | 0.99 | 1.17 |
| Sortino | 1.85 | 1.85 |
| Payoff Ratio | 1.51 | 1.26 |
| Profit Factor | 1.28 | 1.2 |
| Common Sense Ratio | 1.56 | 1.33 |
| CPC Index | 0.83 | 0.75 |
| Tail Ratio | 1.22 | 1.11 |
| Outlier Win Ratio | 11.99 | 3.79 |
| Outlier Loss Ratio | 3.86 | 3.52 |
| Volatility (ann.) | 31.55% | 41.85% |
| R^2 | 0.57 | 0.57 |
| Calmar | 12.81 | 13.4 |
| Skew | 3.34 | 1.0 |
| Kurtosis | 30.55 | 9.96 |
| Expected Daily % | 0.07% | 0.11% |
| Expected Monthly % | 6.87% | 10.7% |
| Expected Yearly % | 22.05% | 35.64% |
| Kelly Criterion | 5.5% | 10.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.63% | -3.47% |
| Expected Shortfall (cVaR) | -2.63% | -3.47% |
| Year | 12124959:SOLUSD | 12124959:solusd:triple_med_gx:lsma215_15 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.64 | 22.05 | 0.62 | - |
| Metric | 12124959:solusd:triple_med_gx:lsma215_15 | 12124959:SOLUSD |
|---|---|---|
| MTD | 5.58% | 16.63% |
| 3M | 22.05% | 35.64% |
| 6M | 22.05% | 35.64% |
| YTD | 22.05% | 35.64% |
| 1Y | 22.05% | 35.64% |
| 3Y (ann.) | 191.43% | 413.64% |
| 5Y (ann.) | 191.43% | 413.64% |
| Metric | 12124959:solusd:triple_med_gx:lsma215_15 | 12124959:SOLUSD |
|---|---|---|
| Max Drawdown | -14.94% | -30.87% |
| Longest DD Days | 15.0 | 28.0 |
| Avg. Drawdown | -4.38% | -5.61% |
| Avg. Drawdown Days | 2.0 | 5.0 |
| Recovery Factor | 1.48 | 1.15 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-05-29 | -14.94 | 15 |
| 2025-04-04 | 2025-04-08 | -9.56 | 3 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-08 | 2025-04-09 | -7.33 | 1 |
| 2025-04-14 | 2025-04-23 | -6.31 | 8 |
| 2025-04-03 | 2025-04-04 | -3.99 | 1 |
| 2025-05-11 | 2025-05-13 | -3.42 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| 2025-05-09 | 2025-05-09 | -0.19 | 0 |
| Metric | 12124959:solusd:triple_med_gx:lsma215_15 | 12124959:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 15.42% |
| Worst Day | -6.14% | -9.45% |
| Best Week | 9.81% | 16.67% |
| Worst Week | -6.14% | -5.18% |
| Best Month | 15.61% | 18.49% |
| Worst Month | 0.0% | -1.84% |
| Best Year | 22.05% | 35.64% |
| Worst Year | 22.05% | 35.64% |
| Avg. Up Day | 2.11% | 2.14% |
| Avg. Down Day | -1.4% | -1.69% |
| Avg. Up Week | 5.87% | 11.06% |
| Avg. Down Week | -5.78% | -3.07% |
| Avg. Up Month | 10.59% | 17.56% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 43.22% | 50.0% |
| Win Month % | 100.0% | 66.67% |
| Win Week % | 75.0% | 54.55% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |