| Metric | 12215395:solusd:triple_med_gx:lsma65_15 | 12215395:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 18.76% | 3.1% |
| Max Drawdown | -22.28% | -64.93% |
| Sharpe | 0.3 | 0.23 |
| Sortino | 0.53 | 0.34 |
| Payoff Ratio | 1.4 | 1.32 |
| Profit Factor | 1.12 | 1.04 |
| Common Sense Ratio | 1.07 | 1.06 |
| CPC Index | 0.65 | 0.67 |
| Tail Ratio | 0.96 | 1.02 |
| Outlier Win Ratio | 30.86 | 2.9 |
| Outlier Loss Ratio | 4.18 | 2.95 |
| Volatility (ann.) | 17.81% | 43.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.74 | 0.04 |
| Skew | 6.29 | 0.64 |
| Kurtosis | 128.32 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.24% | 0.22% |
| Expected Yearly % | 8.98% | 1.54% |
| Kelly Criterion | -0.12% | 10.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.68% |
| Expected Shortfall (cVaR) | -1.52% | -3.68% |
| Year | 12215395:SOLUSD | 12215395:solusd:triple_med_gx:lsma65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -4.92 | -0.37 | - |
| 2025 | -8.87 | 24.90 | -2.81 | + |
| Metric | 12215395:solusd:triple_med_gx:lsma65_15 | 12215395:SOLUSD |
|---|---|---|
| MTD | 3.08% | 11.11% |
| 3M | 0.93% | 36.47% |
| 6M | 24.9% | -8.22% |
| YTD | 24.9% | -8.87% |
| 1Y | 30.34% | 7.09% |
| 3Y (ann.) | 16.5% | 2.75% |
| 5Y (ann.) | 16.5% | 2.75% |
| Metric | 12215395:solusd:triple_med_gx:lsma65_15 | 12215395:SOLUSD |
|---|---|---|
| Max Drawdown | -22.28% | -64.93% |
| Longest DD Days | 136.0 | 178.0 |
| Avg. Drawdown | -10.33% | -11.98% |
| Avg. Drawdown Days | 48.0 | 23.0 |
| Recovery Factor | 0.84 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -22.28 | 136 |
| 2024-11-08 | 2025-01-18 | -20.64 | 71 |
| 2024-06-05 | 2024-09-09 | -16.43 | 95 |
| 2025-02-09 | 2025-03-02 | -15.99 | 21 |
| 2024-09-10 | 2024-11-07 | -6.61 | 58 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2025-02-08 | 2025-02-08 | -0.18 | 0 |
| Metric | 12215395:solusd:triple_med_gx:lsma65_15 | 12215395:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.18% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -7.59% | -17.1% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -10.69% | -36.08% |
| Best Year | 24.9% | 13.13% |
| Worst Year | -4.92% | -8.87% |
| Avg. Up Day | 1.68% | 1.7% |
| Avg. Down Day | -1.2% | -1.3% |
| Avg. Up Week | 5.87% | 8.66% |
| Avg. Down Week | -4.35% | -6.3% |
| Avg. Up Month | 11.13% | 18.77% |
| Avg. Down Month | -7.07% | -17.51% |
| Win Days % | 41.59% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 44.19% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |