| Metric | 12215570:solusd:triple_med_gx:lsma70_15 | 12215570:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 54.77% | -9.97% |
| Max Drawdown | -23.39% | -64.93% |
| Sharpe | 0.66 | 0.16 |
| Sortino | 1.15 | 0.24 |
| Payoff Ratio | 1.36 | 1.34 |
| Profit Factor | 1.36 | 1.02 |
| Common Sense Ratio | 3.08 | 1.04 |
| CPC Index | 0.88 | 0.67 |
| Tail Ratio | 2.27 | 1.01 |
| Outlier Win Ratio | 35.43 | 2.79 |
| Outlier Loss Ratio | 3.11 | 2.68 |
| Volatility (ann.) | 17.52% | 43.54% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.11 | -0.14 |
| Skew | 6.02 | 0.65 |
| Kurtosis | 148.38 | 8.59 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.17% | -0.75% |
| Expected Yearly % | 24.41% | -5.12% |
| Kelly Criterion | 9.44% | 11.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.73% |
| Expected Shortfall (cVaR) | -1.48% | -3.73% |
| Year | 12215570:SOLUSD | 12215570:solusd:triple_med_gx:lsma70_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 22.69 | 1.73 | + |
| 2025 | -20.42 | 26.14 | -1.28 | + |
| Metric | 12215570:solusd:triple_med_gx:lsma70_15 | 12215570:SOLUSD |
|---|---|---|
| MTD | 0.0% | -2.98% |
| 3M | 1.91% | 28.3% |
| 6M | 24.94% | -22.48% |
| YTD | 26.14% | -20.42% |
| 1Y | 41.87% | 6.8% |
| 3Y (ann.) | 49.27% | -9.18% |
| 5Y (ann.) | 49.27% | -9.18% |
| Metric | 12215570:solusd:triple_med_gx:lsma70_15 | 12215570:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -64.93% |
| Longest DD Days | 123.0 | 165.0 |
| Avg. Drawdown | -4.85% | -11.98% |
| Avg. Drawdown Days | 21.0 | 23.0 |
| Recovery Factor | 2.34 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-04 | -23.39 | 123 |
| 2025-01-19 | 2025-03-02 | -16.76 | 42 |
| 2024-11-10 | 2025-01-18 | -10.19 | 68 |
| 2024-10-15 | 2024-11-07 | -5.15 | 23 |
| 2024-09-10 | 2024-09-12 | -3.21 | 2 |
| 2024-09-13 | 2024-09-13 | -2.55 | 0 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2024-09-14 | 2024-10-14 | -1.90 | 30 |
| 2024-06-26 | 2024-06-27 | -0.87 | 0 |
| 2024-07-14 | 2024-07-14 | -0.68 | 0 |
| Metric | 12215570:solusd:triple_med_gx:lsma70_15 | 12215570:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 14.72% | 21.25% |
| Worst Week | -6.62% | -17.1% |
| Best Month | 25.08% | 41.15% |
| Worst Month | -8.49% | -36.08% |
| Best Year | 26.14% | 13.13% |
| Worst Year | 22.69% | -20.42% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.44% | -1.47% |
| Avg. Up Week | 6.43% | 13.35% |
| Avg. Down Week | -2.41% | -7.03% |
| Avg. Up Month | 10.93% | 22.49% |
| Avg. Down Month | -5.56% | -19.24% |
| Win Days % | 47.78% | 49.06% |
| Win Month % | 58.33% | 50.0% |
| Win Week % | 54.55% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |