| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 111.78% | 15.69% |
| Max Drawdown | -12.81% | -61.75% |
| Sharpe | 2.0 | 0.55 |
| Sortino | 4.39 | 0.81 |
| Payoff Ratio | 1.61 | 1.79 |
| Profit Factor | 2.1 | 1.08 |
| Common Sense Ratio | 3.6 | 1.17 |
| CPC Index | 1.87 | 0.94 |
| Tail Ratio | 1.71 | 1.08 |
| Outlier Win Ratio | 28.03 | 2.66 |
| Outlier Loss Ratio | 3.61 | 2.21 |
| Volatility (ann.) | 29.09% | 85.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 5.61 | 0.18 |
| Skew | 4.41 | 0.14 |
| Kurtosis | 48.42 | 3.03 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.51% | 0.86% |
| Expected Yearly % | 45.53% | 7.56% |
| Kelly Criterion | 27.32% | 20.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.35% | -7.24% |
| Expected Shortfall (cVaR) | -2.35% | -7.24% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 7.53 | 0.59 | - |
| 2025 | 2.58 | 96.96 | 37.55 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 13.83% | -8.13% |
| 3M | 22.25% | 8.68% |
| 6M | 27.91% | 39.48% |
| YTD | 96.96% | 2.58% |
| 1Y | 86.38% | 24.61% |
| 3Y (ann.) | 71.82% | 11.09% |
| 5Y (ann.) | 71.82% | 11.09% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -12.81% | -61.75% |
| Longest DD Days | 56.0 | 273.0 |
| Avg. Drawdown | -5.25% | -16.47% |
| Avg. Drawdown Days | 26.0 | 45.0 |
| Recovery Factor | 8.72 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-01-19 | -12.81 | 56 |
| 2024-06-06 | 2024-07-29 | -12.22 | 53 |
| 2025-08-25 | 2025-10-02 | -7.28 | 38 |
| 2025-05-11 | 2025-06-11 | -6.18 | 31 |
| 2024-07-30 | 2024-08-24 | -5.97 | 25 |
| 2025-03-17 | 2025-04-12 | -5.38 | 26 |
| 2025-02-12 | 2025-03-03 | -4.17 | 19 |
| 2025-06-25 | 2025-07-11 | -3.90 | 16 |
| 2025-07-12 | 2025-08-09 | -3.09 | 28 |
| 2025-05-09 | 2025-05-10 | -1.13 | 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 | -5.29% | -26.95% |
| Best Month | 23.5% | 39.21% |
| Worst Month | -7.72% | -46.12% |
| Best Year | 96.96% | 12.78% |
| Worst Year | 7.53% | 2.58% |
| Avg. Up Day | 3.93% | 4.78% |
| Avg. Down Day | -2.44% | -2.67% |
| Avg. Up Week | 6.2% | 11.04% |
| Avg. Down Week | -2.74% | -9.37% |
| Avg. Up Month | 5.34% | 19.48% |
| Avg. Down Month | -5.87% | -28.86% |
| Win Days % | 55.17% | 48.81% |
| Win Month % | 76.47% | 58.82% |
| Win Week % | 58.54% | 51.35% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |