| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 121.63% | 15.21% |
| Max Drawdown | -15.53% | -64.93% |
| Sharpe | 1.02 | 0.27 |
| Sortino | 2.06 | 0.4 |
| Payoff Ratio | 1.45 | 1.32 |
| Profit Factor | 1.57 | 1.04 |
| Common Sense Ratio | 4.73 | 1.07 |
| CPC Index | 1.12 | 0.68 |
| Tail Ratio | 3.01 | 1.03 |
| Outlier Win Ratio | 35.21 | 2.79 |
| Outlier Loss Ratio | 3.77 | 2.61 |
| Volatility (ann.) | 15.13% | 42.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 4.99 | 0.17 |
| Skew | 8.44 | 0.57 |
| Kurtosis | 193.87 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.79% | 0.84% |
| Expected Yearly % | 48.87% | 7.33% |
| Kelly Criterion | 14.08% | 11.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -3.6% |
| Expected Shortfall (cVaR) | -1.26% | -3.6% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 5.04 | 0.38 | - |
| 2025 | 1.83 | 111.00 | 60.57 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 10.36% | -7.89% |
| 3M | 18.49% | 5.93% |
| 6M | 26.53% | 37.49% |
| YTD | 111.0% | 1.83% |
| 1Y | 96.06% | 20.5% |
| 3Y (ann.) | 77.55% | 10.75% |
| 5Y (ann.) | 77.55% | 10.75% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -15.53% | -64.93% |
| Longest DD Days | 71.0 | 273.0 |
| Avg. Drawdown | -3.31% | -11.98% |
| Avg. Drawdown Days | 13.0 | 29.0 |
| Recovery Factor | 7.83 | 0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-01-18 | -15.53 | 71 |
| 2024-06-05 | 2024-07-29 | -12.35 | 53 |
| 2025-08-24 | 2025-10-01 | -11.66 | 37 |
| 2025-03-16 | 2025-04-12 | -10.27 | 27 |
| 2024-07-29 | 2024-08-24 | -7.74 | 25 |
| 2025-05-10 | 2025-06-10 | -7.04 | 31 |
| 2025-02-11 | 2025-03-02 | -5.72 | 19 |
| 2025-03-03 | 2025-03-14 | -5.29 | 11 |
| 2025-06-25 | 2025-07-10 | -4.91 | 15 |
| 2025-07-11 | 2025-08-07 | -2.94 | 27 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.15% | -14.23% |
| Best Week | 21.12% | 21.25% |
| Worst Week | -8.32% | -18.95% |
| Best Month | 30.83% | 41.15% |
| Worst Month | -10.09% | -36.08% |
| Best Year | 111.0% | 13.13% |
| Worst Year | 5.04% | 1.83% |
| Avg. Up Day | 1.69% | 1.71% |
| Avg. Down Day | -1.16% | -1.29% |
| Avg. Up Week | 5.9% | 11.17% |
| Avg. Down Week | -3.0% | -8.09% |
| Avg. Up Month | 8.23% | 17.25% |
| Avg. Down Month | -7.26% | -22.99% |
| Win Days % | 49.12% | 49.63% |
| Win Month % | 70.59% | 58.82% |
| Win Week % | 56.82% | 52.7% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |