| Metric | 12237956:solusd:triple_med_gx:lsma215_90 | 12237956:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 28.61% | 19.47% |
| Max Drawdown | -23.57% | -64.93% |
| Sharpe | 0.44 | 0.29 |
| Sortino | 0.74 | 0.44 |
| Payoff Ratio | 1.32 | 1.27 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 2.22 | 1.07 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.82 | 1.03 |
| Outlier Win Ratio | 43.1 | 2.63 |
| Outlier Loss Ratio | 3.41 | 2.76 |
| Volatility (ann.) | 13.49% | 42.69% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.94 | 0.24 |
| Skew | 3.93 | 0.62 |
| Kurtosis | 69.32 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.59% | 1.12% |
| Expected Yearly % | 13.41% | 9.3% |
| Kelly Criterion | 6.43% | 9.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -3.64% |
| Expected Shortfall (cVaR) | -1.15% | -3.64% |
| Year | 12237956:SOLUSD | 12237956:solusd:triple_med_gx:lsma215_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 14.15 | 1.08 | + |
| 2025 | 5.60 | 12.67 | 2.26 | + |
| Metric | 12237956:solusd:triple_med_gx:lsma215_90 | 12237956:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 18.21% | 26.39% |
| 6M | 23.24% | 38.87% |
| YTD | 12.67% | 5.6% |
| 1Y | 22.71% | 47.35% |
| 3Y (ann.) | 22.26% | 15.27% |
| 5Y (ann.) | 22.26% | 15.27% |
| Metric | 12237956:solusd:triple_med_gx:lsma215_90 | 12237956:SOLUSD |
|---|---|---|
| Max Drawdown | -23.57% | -64.93% |
| Longest DD Days | 283.0 | 224.0 |
| Avg. Drawdown | -6.02% | -11.98% |
| Avg. Drawdown Days | 34.0 | 26.0 |
| Recovery Factor | 1.21 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-08-22 | -23.57 | 283 |
| 2024-07-10 | 2024-11-06 | -11.66 | 118 |
| 2025-08-24 | 2025-08-28 | -10.75 | 3 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2025-08-23 | 2025-08-24 | -2.53 | 0 |
| 2025-08-24 | 2025-08-24 | -1.90 | 0 |
| 2025-08-28 | 2025-08-28 | -1.28 | 0 |
| 2024-07-05 | 2024-07-06 | -0.64 | 0 |
| Metric | 12237956:solusd:triple_med_gx:lsma215_90 | 12237956:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.1% | -14.23% |
| Best Week | 11.49% | 21.25% |
| Worst Week | -13.09% | -17.1% |
| Best Month | 15.41% | 41.15% |
| Worst Month | -8.58% | -36.08% |
| Best Year | 14.15% | 13.13% |
| Worst Year | 12.67% | 5.6% |
| Avg. Up Day | 1.69% | 1.7% |
| Avg. Down Day | -1.28% | -1.34% |
| Avg. Up Week | 4.87% | 10.89% |
| Avg. Down Week | -4.04% | -6.71% |
| Avg. Up Month | 7.92% | 20.92% |
| Avg. Down Month | -0.61% | -0.61% |
| Win Days % | 46.7% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 61.11% | 53.73% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |