| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 89.53% | 15.69% |
| Max Drawdown | -12.22% | -61.75% |
| Sharpe | 1.89 | 0.55 |
| Sortino | 4.35 | 0.81 |
| Payoff Ratio | 1.91 | 1.95 |
| Profit Factor | 2.28 | 1.08 |
| Common Sense Ratio | 9.44 | 1.17 |
| CPC Index | 2.33 | 1.03 |
| Tail Ratio | 4.14 | 1.08 |
| Outlier Win Ratio | 35.29 | 2.62 |
| Outlier Loss Ratio | 3.93 | 2.01 |
| Volatility (ann.) | 26.16% | 85.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 4.79 | 0.18 |
| Skew | 5.66 | 0.14 |
| Kurtosis | 72.83 | 3.03 |
| Expected Daily % | 0.13% | 0.03% |
| Expected Monthly % | 3.83% | 0.86% |
| Expected Yearly % | 37.67% | 7.56% |
| Kelly Criterion | 29.06% | 22.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.12% | -7.24% |
| Expected Shortfall (cVaR) | -2.12% | -7.24% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 2.34 | 0.18 | - |
| 2025 | 2.58 | 85.19 | 32.99 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 8.69% | -8.13% |
| 3M | 21.65% | 8.68% |
| 6M | 28.62% | 39.48% |
| YTD | 85.19% | 2.58% |
| 1Y | 77.07% | 24.61% |
| 3Y (ann.) | 58.6% | 11.09% |
| 5Y (ann.) | 58.6% | 11.09% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -12.22% | -61.75% |
| Longest DD Days | 99.0 | 273.0 |
| Avg. Drawdown | -4.41% | -16.47% |
| Avg. Drawdown Days | 29.0 | 45.0 |
| Recovery Factor | 7.32 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-07-29 | -12.22 | 53 |
| 2024-11-24 | 2025-03-03 | -10.87 | 99 |
| 2025-05-11 | 2025-06-11 | -6.18 | 31 |
| 2024-07-30 | 2024-08-24 | -5.78 | 25 |
| 2025-08-25 | 2025-09-10 | -2.87 | 16 |
| 2025-06-25 | 2025-07-11 | -1.82 | 16 |
| 2025-07-12 | 2025-08-08 | -1.61 | 27 |
| 2025-03-20 | 2025-04-11 | -1.45 | 22 |
| 2025-05-09 | 2025-05-10 | -1.13 | 1 |
| 2025-03-14 | 2025-03-15 | -0.14 | 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 | 20.97% | 25.06% |
| Worst Week | -5.86% | -26.95% |
| Best Month | 28.17% | 39.21% |
| Worst Month | -8.82% | -46.12% |
| Best Year | 85.19% | 12.78% |
| Worst Year | 2.34% | 2.58% |
| Avg. Up Day | 3.95% | 4.7% |
| Avg. Down Day | -2.06% | -2.41% |
| Avg. Up Week | 5.14% | 11.8% |
| Avg. Down Week | -2.28% | -7.17% |
| Avg. Up Month | 4.49% | 19.48% |
| Avg. Down Month | -5.71% | -28.86% |
| Win Days % | 53.42% | 48.81% |
| Win Month % | 76.47% | 58.82% |
| Win Week % | 61.54% | 51.35% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |