| Metric | 12215394:solusd:triple_med_gx:lsma60_15 | 12215394:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 14.83% | 3.1% |
| Max Drawdown | -25.33% | -64.93% |
| Sharpe | 0.26 | 0.23 |
| Sortino | 0.47 | 0.34 |
| Payoff Ratio | 1.38 | 1.3 |
| Profit Factor | 1.11 | 1.04 |
| Common Sense Ratio | 1.03 | 1.06 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 0.93 | 1.02 |
| Outlier Win Ratio | 34.1 | 2.87 |
| Outlier Loss Ratio | 4.09 | 2.92 |
| Volatility (ann.) | 16.88% | 43.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.52 | 0.04 |
| Skew | 6.91 | 0.64 |
| Kurtosis | 149.52 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.99% | 0.22% |
| Expected Yearly % | 7.16% | 1.54% |
| Kelly Criterion | -1.66% | 10.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.68% |
| Expected Shortfall (cVaR) | -1.44% | -3.68% |
| Year | 12215394:SOLUSD | 12215394:solusd:triple_med_gx:lsma60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -17.48 | -1.33 | - |
| 2025 | -8.87 | 39.16 | -4.42 | + |
| Metric | 12215394:solusd:triple_med_gx:lsma60_15 | 12215394:SOLUSD |
|---|---|---|
| MTD | 4.97% | 11.11% |
| 3M | 14.18% | 36.47% |
| 6M | 39.16% | -8.22% |
| YTD | 39.16% | -8.87% |
| 1Y | 32.44% | 7.09% |
| 3Y (ann.) | 13.07% | 2.75% |
| 5Y (ann.) | 13.07% | 2.75% |
| Metric | 12215394:solusd:triple_med_gx:lsma60_15 | 12215394:SOLUSD |
|---|---|---|
| Max Drawdown | -25.33% | -64.93% |
| Longest DD Days | 248.0 | 178.0 |
| Avg. Drawdown | -9.61% | -11.98% |
| Avg. Drawdown Days | 65.0 | 23.0 |
| Recovery Factor | 0.59 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-02-08 | -25.33 | 248 |
| 2025-02-09 | 2025-03-02 | -15.15 | 21 |
| 2025-03-16 | 2025-07-14 | -15.07 | 120 |
| 2025-07-14 | 2025-07-17 | -1.63 | 2 |
| 2025-03-14 | 2025-03-15 | -0.29 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 12215394:solusd:triple_med_gx:lsma60_15 | 12215394:SOLUSD |
|---|---|---|
| Best Day | 19.33% | 19.54% |
| Worst Day | -5.08% | -14.23% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -11.46% | -17.1% |
| Best Month | 26.55% | 41.15% |
| Worst Month | -14.3% | -36.08% |
| Best Year | 39.16% | 13.13% |
| Worst Year | -17.48% | -8.87% |
| Avg. Up Day | 1.72% | 1.74% |
| Avg. Down Day | -1.24% | -1.34% |
| Avg. Up Week | 5.49% | 8.96% |
| Avg. Down Week | -4.4% | -7.01% |
| Avg. Up Month | 9.32% | 18.77% |
| Avg. Down Month | -9.37% | -22.99% |
| Win Days % | 40.99% | 49.3% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 46.34% | 51.67% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |