| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 102.77% | -18.0% |
| Max Drawdown | -17.14% | -64.93% |
| Sharpe | 0.8 | 0.13 |
| Sortino | 1.47 | 0.19 |
| Payoff Ratio | 1.33 | 1.23 |
| Profit Factor | 1.39 | 1.02 |
| Common Sense Ratio | 2.59 | 1.01 |
| CPC Index | 0.89 | 0.62 |
| Tail Ratio | 1.87 | 0.99 |
| Outlier Win Ratio | 32.91 | 2.87 |
| Outlier Loss Ratio | 3.69 | 2.78 |
| Volatility (ann.) | 16.03% | 42.23% |
| R^2 | 0.14 | 0.14 |
| Calmar | 3.44 | -0.19 |
| Skew | 6.49 | 0.52 |
| Kurtosis | 143.54 | 7.54 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.79% | -1.04% |
| Expected Yearly % | 42.4% | -9.45% |
| Kelly Criterion | 9.47% | 8.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -3.62% |
| Expected Shortfall (cVaR) | -1.34% | -3.62% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 4.55 | 0.35 | - |
| 2025 | -27.52 | 93.94 | -3.41 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | -0.94% | 2.49% |
| 3M | 3.31% | -36.97% |
| 6M | 13.4% | -17.14% |
| YTD | 93.94% | -27.52% |
| 1Y | 91.09% | -36.85% |
| 3Y (ann.) | 58.92% | -12.2% |
| 5Y (ann.) | 58.92% | -12.2% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -17.14% | -64.93% |
| Longest DD Days | 70.0 | 325.0 |
| Avg. Drawdown | -4.14% | -11.98% |
| Avg. Drawdown Days | 15.0 | 32.0 |
| Recovery Factor | 6.0 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-03 | 2025-12-10 | -17.14 | 68 |
| 2024-11-08 | 2025-01-18 | -15.76 | 70 |
| 2025-03-16 | 2025-05-09 | -13.74 | 54 |
| 2024-07-29 | 2024-09-09 | -13.66 | 42 |
| 2024-06-05 | 2024-07-29 | -12.63 | 53 |
| 2025-08-24 | 2025-10-01 | -11.78 | 37 |
| 2025-05-10 | 2025-06-10 | -7.17 | 31 |
| 2025-02-11 | 2025-03-02 | -5.85 | 19 |
| 2025-03-03 | 2025-03-14 | -5.36 | 11 |
| 2025-06-25 | 2025-06-28 | -4.91 | 2 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.18% | -14.23% |
| Best Week | 21.07% | 21.25% |
| Worst Week | -9.25% | -18.95% |
| Best Month | 30.74% | 41.15% |
| Worst Month | -7.85% | -36.08% |
| Best Year | 93.94% | 13.13% |
| Worst Year | 4.55% | -27.52% |
| Avg. Up Day | 1.69% | 1.71% |
| Avg. Down Day | -1.27% | -1.39% |
| Avg. Up Week | 5.79% | 10.5% |
| Avg. Down Week | -3.86% | -8.53% |
| Avg. Up Month | 8.45% | 17.25% |
| Avg. Down Month | -5.78% | -24.4% |
| Win Days % | 48.26% | 49.55% |
| Win Month % | 63.16% | 57.89% |
| Win Week % | 57.14% | 50.62% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |