| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 100.02% | 15.69% |
| Max Drawdown | -12.22% | -61.75% |
| Sharpe | 1.98 | 0.55 |
| Sortino | 4.56 | 0.81 |
| Payoff Ratio | 1.75 | 1.84 |
| Profit Factor | 2.3 | 1.08 |
| Common Sense Ratio | 16.41 | 1.17 |
| CPC Index | 2.17 | 0.97 |
| Tail Ratio | 7.15 | 1.08 |
| Outlier Win Ratio | 33.04 | 2.65 |
| Outlier Loss Ratio | 3.79 | 2.02 |
| Volatility (ann.) | 26.94% | 85.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 5.31 | 0.18 |
| Skew | 5.31 | 0.14 |
| Kurtosis | 65.07 | 3.03 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.16% | 0.86% |
| Expected Yearly % | 41.43% | 7.56% |
| Kelly Criterion | 27.7% | 20.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.17% | -7.24% |
| Expected Shortfall (cVaR) | -2.17% | -7.24% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 6.47 | 0.51 | - |
| 2025 | 2.58 | 87.87 | 34.03 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 9.24% | -8.13% |
| 3M | 21.52% | 8.68% |
| 6M | 24.74% | 39.48% |
| YTD | 87.87% | 2.58% |
| 1Y | 83.51% | 24.61% |
| 3Y (ann.) | 64.88% | 11.09% |
| 5Y (ann.) | 64.88% | 11.09% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -12.22% | -61.75% |
| Longest DD Days | 99.0 | 273.0 |
| Avg. Drawdown | -4.37% | -16.47% |
| Avg. Drawdown Days | 32.0 | 45.0 |
| Recovery Factor | 8.18 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-07-29 | -12.22 | 53 |
| 2024-11-24 | 2025-03-03 | -10.70 | 99 |
| 2025-05-11 | 2025-07-11 | -6.18 | 61 |
| 2024-07-30 | 2024-08-24 | -6.11 | 25 |
| 2025-08-25 | 2025-09-11 | -3.96 | 17 |
| 2025-07-12 | 2025-08-08 | -1.56 | 27 |
| 2025-03-20 | 2025-04-11 | -1.45 | 22 |
| 2025-05-09 | 2025-05-10 | -1.13 | 1 |
| 2025-08-10 | 2025-08-24 | -0.27 | 14 |
| 2025-03-14 | 2025-03-15 | -0.15 | 1 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 18.62% | 20.8% |
| Worst Day | -7.84% | -18.74% |
| Best Week | 20.97% | 25.06% |
| Worst Week | -5.8% | -26.95% |
| Best Month | 29.21% | 39.21% |
| Worst Month | -8.76% | -46.12% |
| Best Year | 87.87% | 12.78% |
| Worst Year | 6.47% | 2.58% |
| Avg. Up Day | 4.0% | 4.43% |
| Avg. Down Day | -2.28% | -2.41% |
| Avg. Up Week | 5.43% | 10.5% |
| Avg. Down Week | -2.38% | -9.37% |
| Avg. Up Month | 5.2% | 19.48% |
| Avg. Down Month | -8.24% | -20.22% |
| Win Days % | 53.95% | 48.81% |
| Win Month % | 82.35% | 58.82% |
| Win Week % | 60.0% | 51.35% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |