| Metric | 12215451:solusd:triple_med_gx:lsma40_15 | 12215451:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 9.04% | 3.1% |
| Max Drawdown | -25.72% | -64.93% |
| Sharpe | 0.2 | 0.23 |
| Sortino | 0.35 | 0.34 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.11 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.61 | 0.62 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 43.51 | 2.5 |
| Outlier Loss Ratio | 3.5 | 2.86 |
| Volatility (ann.) | 15.38% | 43.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.31 | 0.04 |
| Skew | 8.77 | 0.64 |
| Kurtosis | 224.21 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.62% | 0.22% |
| Expected Yearly % | 4.42% | 1.54% |
| Kelly Criterion | -1.0% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.68% |
| Expected Shortfall (cVaR) | -1.32% | -3.68% |
| Year | 12215451:SOLUSD | 12215451:solusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -21.67 | -1.65 | - |
| 2025 | -8.87 | 39.20 | -4.42 | + |
| Metric | 12215451:solusd:triple_med_gx:lsma40_15 | 12215451:SOLUSD |
|---|---|---|
| MTD | 8.23% | 11.11% |
| 3M | 14.23% | 36.47% |
| 6M | 39.2% | -8.22% |
| YTD | 39.2% | -8.87% |
| 1Y | 23.95% | 7.09% |
| 3Y (ann.) | 7.99% | 2.75% |
| 5Y (ann.) | 7.99% | 2.75% |
| Metric | 12215451:solusd:triple_med_gx:lsma40_15 | 12215451:SOLUSD |
|---|---|---|
| Max Drawdown | -25.72% | -64.93% |
| Longest DD Days | 368.0 | 178.0 |
| Avg. Drawdown | -10.38% | -11.98% |
| Avg. Drawdown Days | 127.0 | 23.0 |
| Recovery Factor | 0.35 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-09 | -25.72 | 368 |
| 2025-06-25 | 2025-07-09 | -4.91 | 14 |
| 2025-06-24 | 2025-06-25 | -0.51 | 0 |
| Metric | 12215451:solusd:triple_med_gx:lsma40_15 | 12215451:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.31% | -14.23% |
| Best Week | 11.74% | 21.25% |
| Worst Week | -8.01% | -17.1% |
| Best Month | 19.31% | 41.15% |
| Worst Month | -17.88% | -36.08% |
| Best Year | 39.2% | 13.13% |
| Worst Year | -21.67% | -8.87% |
| Avg. Up Day | 1.75% | 1.78% |
| Avg. Down Day | -1.39% | -1.46% |
| Avg. Up Week | 4.83% | 11.14% |
| Avg. Down Week | -4.63% | -10.26% |
| Avg. Up Month | 5.57% | 18.73% |
| Avg. Down Month | -11.71% | -22.99% |
| Win Days % | 43.78% | 49.3% |
| Win Month % | 64.29% | 57.14% |
| Win Week % | 48.15% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |