| Metric | 12244405:solusd:triple_med_gx:lsma215_110 | 12244405:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 94.85% | 15.38% |
| Max Drawdown | -30.44% | -64.93% |
| Sharpe | 0.74 | 0.27 |
| Sortino | 1.28 | 0.4 |
| Payoff Ratio | 1.31 | 1.25 |
| Profit Factor | 1.31 | 1.04 |
| Common Sense Ratio | 1.58 | 1.08 |
| CPC Index | 0.84 | 0.64 |
| Tail Ratio | 1.2 | 1.04 |
| Outlier Win Ratio | 26.96 | 2.98 |
| Outlier Loss Ratio | 3.27 | 2.86 |
| Volatility (ann.) | 18.53% | 42.23% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.05 | 0.17 |
| Skew | 3.41 | 0.58 |
| Kurtosis | 54.89 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.0% | 0.85% |
| Expected Yearly % | 39.59% | 7.42% |
| Kelly Criterion | 9.79% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.6% |
| Expected Shortfall (cVaR) | -1.56% | -3.6% |
| Year | 12244405:SOLUSD | 12244405:solusd:triple_med_gx:lsma215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 11.28 | 0.86 | - |
| 2025 | 1.99 | 75.10 | 37.81 | + |
| Metric | 12244405:solusd:triple_med_gx:lsma215_110 | 12244405:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -0.76% | 17.41% |
| 6M | 12.54% | 52.72% |
| YTD | 75.1% | 1.99% |
| 1Y | 145.67% | 24.46% |
| 3Y (ann.) | 62.42% | 10.96% |
| 5Y (ann.) | 62.42% | 10.96% |
| Metric | 12244405:solusd:triple_med_gx:lsma215_110 | 12244405:SOLUSD |
|---|---|---|
| Max Drawdown | -30.44% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -5.29% | -11.98% |
| Avg. Drawdown Days | 22.0 | 29.0 |
| Recovery Factor | 3.12 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-27 | -30.44 | 116 |
| 2025-05-14 | 2025-10-16 | -18.80 | 155 |
| 2025-04-04 | 2025-05-09 | -18.54 | 34 |
| 2025-01-19 | 2025-03-23 | -10.47 | 62 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2024-11-29 | 2025-01-15 | -4.02 | 47 |
| 2024-06-01 | 2024-07-15 | -3.03 | 43 |
| 2024-11-28 | 2024-11-29 | -2.89 | 1 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| Metric | 12244405:solusd:triple_med_gx:lsma215_110 | 12244405:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -10.78% | -18.95% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -16.3% | -36.08% |
| Best Year | 75.1% | 13.13% |
| Worst Year | 11.28% | 1.99% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.37% | -1.45% |
| Avg. Up Week | 12.46% | 13.36% |
| Avg. Down Week | -4.64% | -5.84% |
| Avg. Up Month | 25.28% | 18.26% |
| Avg. Down Month | -4.81% | -13.78% |
| Win Days % | 48.9% | 49.58% |
| Win Month % | 43.75% | 58.82% |
| Win Week % | 51.61% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |