| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 89.25% | 15.21% |
| Max Drawdown | -12.35% | -64.93% |
| Sharpe | 0.92 | 0.27 |
| Sortino | 2.0 | 0.4 |
| Payoff Ratio | 1.66 | 1.45 |
| Profit Factor | 1.65 | 1.04 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 1.27 | 0.75 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 46.52 | 2.67 |
| Outlier Loss Ratio | 3.99 | 2.54 |
| Volatility (ann.) | 13.49% | 42.15% |
| R^2 | 0.1 | 0.1 |
| Calmar | 4.73 | 0.17 |
| Skew | 11.57 | 0.57 |
| Kurtosis | 301.96 | 8.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.82% | 0.84% |
| Expected Yearly % | 37.57% | 7.33% |
| Kelly Criterion | 13.6% | 15.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -3.6% |
| Expected Shortfall (cVaR) | -1.13% | -3.6% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.34 | 0.18 | - |
| 2025 | 1.83 | 84.92 | 46.34 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 7.12% | -7.89% |
| 3M | 21.47% | 5.93% |
| 6M | 28.44% | 37.49% |
| YTD | 84.92% | 1.83% |
| 1Y | 76.81% | 20.5% |
| 3Y (ann.) | 58.43% | 10.75% |
| 5Y (ann.) | 58.43% | 10.75% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -12.35% | -64.93% |
| Longest DD Days | 99.0 | 273.0 |
| Avg. Drawdown | -2.56% | -11.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 7.23 | 0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-07-29 | -12.35 | 53 |
| 2024-11-23 | 2025-03-02 | -10.87 | 99 |
| 2025-05-10 | 2025-07-10 | -7.04 | 61 |
| 2024-07-29 | 2024-08-23 | -6.58 | 25 |
| 2025-03-03 | 2025-03-14 | -5.29 | 11 |
| 2025-03-19 | 2025-04-11 | -4.62 | 22 |
| 2025-08-24 | 2025-09-10 | -3.62 | 16 |
| 2024-11-22 | 2024-11-23 | -1.99 | 0 |
| 2025-08-24 | 2025-08-24 | -1.90 | 0 |
| 2025-07-11 | 2025-08-07 | -1.75 | 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 | 20.97% | 21.25% |
| Worst Week | -5.86% | -18.95% |
| Best Month | 28.17% | 41.15% |
| Worst Month | -8.82% | -36.08% |
| Best Year | 84.92% | 13.13% |
| Worst Year | 2.34% | 1.83% |
| Avg. Up Day | 1.85% | 1.87% |
| Avg. Down Day | -1.11% | -1.28% |
| Avg. Up Week | 4.42% | 11.03% |
| Avg. Down Week | -2.22% | -7.19% |
| Avg. Up Month | 4.64% | 17.17% |
| Avg. Down Month | -5.71% | -22.99% |
| Win Days % | 46.08% | 49.63% |
| Win Month % | 76.47% | 58.82% |
| Win Week % | 59.46% | 52.7% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |