| Metric | 12215452:solusd:triple_med_gx:lsma45_15 | 12215452:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 14.59% | 15.38% |
| Max Drawdown | -26.78% | -61.75% |
| Sharpe | 0.48 | 0.55 |
| Sortino | 0.78 | 0.81 |
| Payoff Ratio | 1.23 | 1.35 |
| Profit Factor | 1.2 | 1.08 |
| Common Sense Ratio | 1.6 | 1.17 |
| CPC Index | 0.68 | 0.71 |
| Tail Ratio | 1.33 | 1.08 |
| Outlier Win Ratio | 36.1 | 2.65 |
| Outlier Loss Ratio | 3.46 | 2.55 |
| Volatility (ann.) | 30.02% | 85.83% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.39 | 0.18 |
| Skew | 2.95 | 0.14 |
| Kurtosis | 48.33 | 3.01 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 0.8% | 0.85% |
| Expected Yearly % | 7.04% | 7.42% |
| Kelly Criterion | 2.56% | 10.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -7.26% |
| Expected Shortfall (cVaR) | -2.55% | -7.26% |
| Year | 12215452:SOLUSD | 12215452:solusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -23.36 | -1.83 | - |
| 2025 | 2.31 | 49.52 | 21.48 | + |
| Metric | 12215452:solusd:triple_med_gx:lsma45_15 | 12215452:SOLUSD |
|---|---|---|
| MTD | 7.41% | -8.37% |
| 3M | 3.02% | 20.18% |
| 6M | 13.67% | 46.71% |
| YTD | 49.52% | 2.31% |
| 1Y | 48.19% | 24.83% |
| 3Y (ann.) | 10.41% | 10.96% |
| 5Y (ann.) | 10.41% | 10.96% |
| Metric | 12215452:solusd:triple_med_gx:lsma45_15 | 12215452:SOLUSD |
|---|---|---|
| Max Drawdown | -26.78% | -61.75% |
| Longest DD Days | 311.0 | 269.0 |
| Avg. Drawdown | -7.06% | -16.47% |
| Avg. Drawdown Days | 61.0 | 44.0 |
| Recovery Factor | 0.54 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-04-13 | -26.78 | 311 |
| 2025-08-25 | 2025-10-16 | -12.37 | 52 |
| 2025-05-23 | 2025-06-10 | -3.85 | 18 |
| 2025-06-25 | 2025-07-10 | -3.79 | 15 |
| 2025-07-12 | 2025-08-09 | -1.26 | 28 |
| 2025-05-09 | 2025-05-10 | -1.17 | 1 |
| 2025-08-23 | 2025-08-24 | -0.18 | 1 |
| Metric | 12215452:solusd:triple_med_gx:lsma45_15 | 12215452:SOLUSD |
|---|---|---|
| Best Day | 18.79% | 20.8% |
| Worst Day | -9.17% | -18.74% |
| Best Week | 11.74% | 25.06% |
| Worst Week | -10.11% | -26.95% |
| Best Month | 18.35% | 39.21% |
| Worst Month | -9.98% | -46.12% |
| Best Year | 49.52% | 12.78% |
| Worst Year | -23.36% | 2.31% |
| Avg. Up Day | 3.62% | 4.59% |
| Avg. Down Day | -2.94% | -3.39% |
| Avg. Up Week | 5.3% | 11.0% |
| Avg. Down Week | -4.5% | -10.0% |
| Avg. Up Month | 5.36% | 17.6% |
| Avg. Down Month | -8.54% | -27.7% |
| Win Days % | 46.25% | 48.8% |
| Win Month % | 58.82% | 58.82% |
| Win Week % | 48.72% | 50.68% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |