| Metric | 12253442:solusd:triple_med_gx:lsma215_130 | 12253442:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 28.26% | 3.1% |
| Max Drawdown | -13.79% | -64.93% |
| Sharpe | 0.56 | 0.23 |
| Sortino | 1.0 | 0.34 |
| Payoff Ratio | 1.44 | 1.35 |
| Profit Factor | 1.31 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.88 | 0.69 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 51.92 | 2.42 |
| Outlier Loss Ratio | 4.22 | 2.62 |
| Volatility (ann.) | 10.82% | 43.08% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.79 | 0.04 |
| Skew | 5.65 | 0.64 |
| Kurtosis | 114.26 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.79% | 0.22% |
| Expected Yearly % | 13.25% | 1.54% |
| Kelly Criterion | 9.45% | 11.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -3.68% |
| Expected Shortfall (cVaR) | -0.92% | -3.68% |
| Year | 12253442:SOLUSD | 12253442:solusd:triple_med_gx:lsma215_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 17.73 | 1.35 | + |
| 2025 | -8.87 | 8.95 | -1.01 | + |
| Metric | 12253442:solusd:triple_med_gx:lsma215_130 | 12253442:SOLUSD |
|---|---|---|
| MTD | 5.93% | 11.11% |
| 3M | 7.23% | 36.47% |
| 6M | 11.22% | -8.22% |
| YTD | 8.95% | -8.87% |
| 1Y | 28.71% | 7.09% |
| 3Y (ann.) | 24.73% | 2.75% |
| 5Y (ann.) | 24.73% | 2.75% |
| Metric | 12253442:solusd:triple_med_gx:lsma215_130 | 12253442:SOLUSD |
|---|---|---|
| Max Drawdown | -13.79% | -64.93% |
| Longest DD Days | 233.0 | 178.0 |
| Avg. Drawdown | -4.19% | -11.98% |
| Avg. Drawdown Days | 28.0 | 23.0 |
| Recovery Factor | 2.05 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-07-03 | -13.79 | 233 |
| 2024-09-14 | 2024-11-06 | -11.02 | 53 |
| 2024-09-05 | 2024-09-09 | -6.44 | 4 |
| 2024-07-10 | 2024-09-04 | -5.85 | 56 |
| 2025-07-03 | 2025-07-10 | -5.85 | 7 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-09-10 | 2024-09-12 | -3.21 | 2 |
| 2024-09-13 | 2024-09-13 | -2.55 | 0 |
| 2025-07-11 | 2025-07-17 | -1.08 | 5 |
| 2024-07-09 | 2024-07-10 | -0.52 | 0 |
| Metric | 12253442:solusd:triple_med_gx:lsma215_130 | 12253442:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -4.68% | -14.23% |
| Best Week | 11.3% | 21.25% |
| Worst Week | -5.3% | -17.1% |
| Best Month | 15.41% | 41.15% |
| Worst Month | -2.37% | -36.08% |
| Best Year | 17.73% | 13.13% |
| Worst Year | 8.95% | -8.87% |
| Avg. Up Day | 1.41% | 1.42% |
| Avg. Down Day | -0.98% | -1.05% |
| Avg. Up Week | 6.0% | 14.6% |
| Avg. Down Week | -1.81% | -9.07% |
| Avg. Up Month | 6.11% | 21.25% |
| Avg. Down Month | -1.48% | -15.91% |
| Win Days % | 46.59% | 49.3% |
| Win Month % | 62.5% | 57.14% |
| Win Week % | 47.06% | 51.67% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |