| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 111.47% | 15.21% |
| Max Drawdown | -14.6% | -64.93% |
| Sharpe | 1.0 | 0.27 |
| Sortino | 2.08 | 0.4 |
| Payoff Ratio | 1.54 | 1.39 |
| Profit Factor | 1.6 | 1.04 |
| Common Sense Ratio | 5.25 | 1.07 |
| CPC Index | 1.18 | 0.72 |
| Tail Ratio | 3.27 | 1.03 |
| Outlier Win Ratio | 38.69 | 2.76 |
| Outlier Loss Ratio | 3.82 | 2.57 |
| Volatility (ann.) | 14.5% | 42.15% |
| R^2 | 0.12 | 0.12 |
| Calmar | 4.91 | 0.17 |
| Skew | 9.49 | 0.57 |
| Kurtosis | 227.39 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.5% | 0.84% |
| Expected Yearly % | 45.42% | 7.33% |
| Kelly Criterion | 14.0% | 13.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -3.6% |
| Expected Shortfall (cVaR) | -1.21% | -3.6% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 7.53 | 0.57 | - |
| 2025 | 1.83 | 96.67 | 52.76 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 12.19% | -7.89% |
| 3M | 22.07% | 5.93% |
| 6M | 27.73% | 37.49% |
| YTD | 96.67% | 1.83% |
| 1Y | 86.11% | 20.5% |
| 3Y (ann.) | 71.64% | 10.75% |
| 5Y (ann.) | 71.64% | 10.75% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -14.6% | -64.93% |
| Longest DD Days | 70.0 | 273.0 |
| Avg. Drawdown | -3.0% | -11.98% |
| Avg. Drawdown Days | 12.0 | 29.0 |
| Recovery Factor | 7.64 | 0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-01-18 | -14.60 | 70 |
| 2024-06-05 | 2024-07-29 | -12.35 | 53 |
| 2025-03-16 | 2025-04-11 | -8.97 | 26 |
| 2025-08-24 | 2025-10-01 | -8.00 | 37 |
| 2024-07-29 | 2024-08-24 | -7.36 | 25 |
| 2025-05-10 | 2025-06-10 | -7.04 | 31 |
| 2025-03-03 | 2025-03-14 | -5.29 | 11 |
| 2025-06-25 | 2025-07-11 | -4.91 | 15 |
| 2025-02-11 | 2025-03-02 | -4.31 | 19 |
| 2025-07-11 | 2025-08-07 | -3.23 | 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 | -4.93% | -18.95% |
| Best Month | 23.5% | 41.15% |
| Worst Month | -7.72% | -36.08% |
| Best Year | 96.67% | 13.13% |
| Worst Year | 7.53% | 1.83% |
| Avg. Up Day | 1.76% | 1.78% |
| Avg. Down Day | -1.14% | -1.29% |
| Avg. Up Week | 5.68% | 11.82% |
| Avg. Down Week | -2.48% | -8.09% |
| Avg. Up Month | 5.5% | 17.17% |
| Avg. Down Month | -5.87% | -22.99% |
| Win Days % | 47.83% | 49.63% |
| Win Month % | 76.47% | 58.82% |
| Win Week % | 54.76% | 52.7% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |