| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 121.95% | 15.69% |
| Max Drawdown | -14.66% | -61.75% |
| Sharpe | 1.89 | 0.55 |
| Sortino | 4.18 | 0.81 |
| Payoff Ratio | 1.57 | 1.64 |
| Profit Factor | 2.06 | 1.08 |
| Common Sense Ratio | 3.14 | 1.17 |
| CPC Index | 1.79 | 0.87 |
| Tail Ratio | 1.52 | 1.08 |
| Outlier Win Ratio | 26.42 | 2.76 |
| Outlier Loss Ratio | 3.49 | 2.28 |
| Volatility (ann.) | 33.09% | 85.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 5.3 | 0.18 |
| Skew | 4.71 | 0.14 |
| Kurtosis | 48.88 | 3.03 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 4.8% | 0.86% |
| Expected Yearly % | 48.98% | 7.56% |
| Kelly Criterion | 26.97% | 17.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.68% | -7.24% |
| Expected Shortfall (cVaR) | -2.68% | -7.24% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 5.04 | 0.39 | - |
| 2025 | 2.58 | 111.30 | 43.11 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 11.97% | -8.13% |
| 3M | 18.67% | 8.68% |
| 6M | 26.71% | 39.48% |
| YTD | 111.3% | 2.58% |
| 1Y | 96.34% | 24.61% |
| 3Y (ann.) | 77.73% | 11.09% |
| 5Y (ann.) | 77.73% | 11.09% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -14.66% | -61.75% |
| Longest DD Days | 56.0 | 273.0 |
| Avg. Drawdown | -5.87% | -16.47% |
| Avg. Drawdown Days | 26.0 | 45.0 |
| Recovery Factor | 8.32 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-01-19 | -14.66 | 56 |
| 2024-06-06 | 2024-07-29 | -12.22 | 53 |
| 2025-08-25 | 2025-10-02 | -10.97 | 38 |
| 2025-03-17 | 2025-04-12 | -6.73 | 26 |
| 2024-07-30 | 2024-08-24 | -6.32 | 25 |
| 2025-05-11 | 2025-06-11 | -6.18 | 31 |
| 2025-02-12 | 2025-03-03 | -5.58 | 19 |
| 2025-06-25 | 2025-07-11 | -3.76 | 16 |
| 2025-07-12 | 2025-08-08 | -2.39 | 27 |
| 2025-05-09 | 2025-05-10 | -1.13 | 1 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 18.62% | 20.8% |
| Worst Day | -7.84% | -18.74% |
| Best Week | 25.15% | 25.06% |
| Worst Week | -8.32% | -26.95% |
| Best Month | 30.83% | 39.21% |
| Worst Month | -10.09% | -46.12% |
| Best Year | 111.3% | 12.78% |
| Worst Year | 5.04% | 2.58% |
| Avg. Up Day | 3.94% | 4.53% |
| Avg. Down Day | -2.52% | -2.75% |
| Avg. Up Week | 6.68% | 10.92% |
| Avg. Down Week | -2.47% | -8.09% |
| Avg. Up Month | 8.05% | 20.26% |
| Avg. Down Month | -7.26% | -28.86% |
| Win Days % | 55.43% | 48.81% |
| Win Month % | 70.59% | 58.82% |
| Win Week % | 55.81% | 51.35% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |