| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 106.23% | -16.6% |
| Max Drawdown | -15.14% | -61.75% |
| Sharpe | 1.56 | 0.28 |
| Sortino | 3.07 | 0.42 |
| Payoff Ratio | 1.43 | 1.4 |
| Profit Factor | 1.72 | 1.04 |
| Common Sense Ratio | 3.0 | 1.07 |
| CPC Index | 1.3 | 0.71 |
| Tail Ratio | 1.74 | 1.03 |
| Outlier Win Ratio | 24.61 | 2.76 |
| Outlier Loss Ratio | 3.64 | 2.49 |
| Volatility (ann.) | 33.9% | 85.01% |
| R^2 | 0.15 | 0.15 |
| Calmar | 4.01 | -0.18 |
| Skew | 3.83 | 0.15 |
| Kurtosis | 41.09 | 2.92 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 3.88% | -0.95% |
| Expected Yearly % | 43.61% | -8.68% |
| Kelly Criterion | 19.56% | 11.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.77% | -7.25% |
| Expected Shortfall (cVaR) | -2.77% | -7.25% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 4.55 | 0.36 | - |
| 2025 | -26.05 | 97.26 | -3.73 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 0.75% | 2.5% |
| 3M | 5.78% | -32.85% |
| 6M | 26.83% | -7.15% |
| YTD | 97.26% | -26.05% |
| 1Y | 94.36% | -40.18% |
| 3Y (ann.) | 60.69% | -11.22% |
| 5Y (ann.) | 60.69% | -11.22% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -15.14% | -61.75% |
| Longest DD Days | 67.0 | 324.0 |
| Avg. Drawdown | -7.3% | -16.47% |
| Avg. Drawdown Days | 30.0 | 49.0 |
| Recovery Factor | 7.01 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-04 | 2025-12-10 | -15.14 | 67 |
| 2024-11-24 | 2025-01-18 | -14.60 | 55 |
| 2024-07-30 | 2024-09-10 | -12.63 | 42 |
| 2024-06-06 | 2024-07-29 | -12.47 | 53 |
| 2025-08-25 | 2025-10-02 | -11.07 | 38 |
| 2025-03-17 | 2025-05-10 | -10.31 | 54 |
| 2025-05-11 | 2025-06-11 | -6.31 | 31 |
| 2025-02-12 | 2025-03-03 | -5.68 | 19 |
| 2025-06-25 | 2025-06-29 | -3.79 | 4 |
| 2025-07-12 | 2025-07-14 | -2.39 | 2 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 18.57% | 20.8% |
| Worst Day | -7.92% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -8.45% | -26.95% |
| Best Month | 30.74% | 39.21% |
| Worst Month | -7.85% | -46.12% |
| Best Year | 97.26% | 12.78% |
| Worst Year | 4.55% | -26.05% |
| Avg. Up Day | 3.86% | 4.34% |
| Avg. Down Day | -2.7% | -3.09% |
| Avg. Up Week | 6.41% | 10.62% |
| Avg. Down Week | -3.39% | -8.9% |
| Avg. Up Month | 7.44% | 18.29% |
| Avg. Down Month | -5.78% | -28.36% |
| Win Days % | 52.68% | 48.47% |
| Win Month % | 68.42% | 57.89% |
| Win Week % | 57.45% | 49.38% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |