| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 110.64% | 15.69% |
| Max Drawdown | -14.5% | -61.75% |
| Sharpe | 1.89 | 0.55 |
| Sortino | 3.95 | 0.81 |
| Payoff Ratio | 1.55 | 1.78 |
| Profit Factor | 2.02 | 1.08 |
| Common Sense Ratio | 2.93 | 1.17 |
| CPC Index | 1.71 | 0.94 |
| Tail Ratio | 1.45 | 1.08 |
| Outlier Win Ratio | 27.96 | 2.76 |
| Outlier Loss Ratio | 3.46 | 2.23 |
| Volatility (ann.) | 30.85% | 85.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 4.91 | 0.18 |
| Skew | 3.98 | 0.14 |
| Kurtosis | 43.15 | 3.03 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.48% | 0.86% |
| Expected Yearly % | 45.13% | 7.56% |
| Kelly Criterion | 25.22% | 20.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.5% | -7.24% |
| Expected Shortfall (cVaR) | -2.5% | -7.24% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 4.80 | 0.38 | - |
| 2025 | 2.58 | 100.99 | 39.11 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 12.2% | -8.13% |
| 3M | 17.23% | 8.68% |
| 6M | 24.15% | 39.48% |
| YTD | 100.99% | 2.58% |
| 1Y | 85.92% | 24.61% |
| 3Y (ann.) | 71.15% | 11.09% |
| 5Y (ann.) | 71.15% | 11.09% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -14.5% | -61.75% |
| Longest DD Days | 56.0 | 273.0 |
| Avg. Drawdown | -6.23% | -16.47% |
| Avg. Drawdown Days | 27.0 | 45.0 |
| Recovery Factor | 7.63 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-01-19 | -14.50 | 56 |
| 2024-06-06 | 2024-07-29 | -12.22 | 53 |
| 2025-08-25 | 2025-10-02 | -11.72 | 38 |
| 2025-05-11 | 2025-06-11 | -6.18 | 31 |
| 2024-07-30 | 2024-08-24 | -6.11 | 25 |
| 2025-03-17 | 2025-04-12 | -5.37 | 26 |
| 2025-02-12 | 2025-03-03 | -4.50 | 19 |
| 2025-06-25 | 2025-07-11 | -3.76 | 16 |
| 2025-07-12 | 2025-08-09 | -2.94 | 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 | -8.22% | -18.74% |
| Best Week | 20.97% | 25.06% |
| Worst Week | -9.1% | -26.95% |
| Best Month | 23.76% | 39.21% |
| Worst Month | -9.92% | -46.12% |
| Best Year | 100.99% | 12.78% |
| Worst Year | 4.8% | 2.58% |
| Avg. Up Day | 4.02% | 4.7% |
| Avg. Down Day | -2.59% | -2.64% |
| Avg. Up Week | 6.31% | 10.92% |
| Avg. Down Week | -2.65% | -8.47% |
| Avg. Up Month | 6.9% | 20.26% |
| Avg. Down Month | -6.83% | -28.86% |
| Win Days % | 54.55% | 48.81% |
| Win Month % | 70.59% | 58.82% |
| Win Week % | 57.14% | 51.35% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |