| Metric | 12215452:solusd:triple_med_gx:lsma45_15 | 12215452:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 9.61% | -16.12% |
| Max Drawdown | -27.4% | -64.93% |
| Sharpe | 0.18 | 0.14 |
| Sortino | 0.29 | 0.2 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.09 | 1.02 |
| Common Sense Ratio | 1.13 | 1.03 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.04 | 1.0 |
| Outlier Win Ratio | 41.85 | 2.57 |
| Outlier Loss Ratio | 3.26 | 2.78 |
| Volatility (ann.) | 14.95% | 42.06% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.24 | -0.17 |
| Skew | 7.18 | 0.52 |
| Kurtosis | 196.25 | 7.81 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.51% | -0.97% |
| Expected Yearly % | 4.7% | -8.42% |
| Kelly Criterion | -2.52% | 3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -3.61% |
| Expected Shortfall (cVaR) | -1.28% | -3.61% |
| Year | 12215452:SOLUSD | 12215452:solusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -23.36 | -1.78 | - |
| 2025 | -25.86 | 43.03 | -1.66 | + |
| Metric | 12215452:solusd:triple_med_gx:lsma45_15 | 12215452:SOLUSD |
|---|---|---|
| MTD | -7.57% | -25.19% |
| 3M | -5.14% | -23.51% |
| 6M | 4.83% | -16.12% |
| YTD | 43.03% | -25.86% |
| 1Y | 32.16% | -41.06% |
| 3Y (ann.) | 6.46% | -11.3% |
| 5Y (ann.) | 6.46% | -11.3% |
| Metric | 12215452:solusd:triple_med_gx:lsma45_15 | 12215452:SOLUSD |
|---|---|---|
| Max Drawdown | -27.4% | -64.93% |
| Longest DD Days | 310.0 | 303.0 |
| Avg. Drawdown | -5.96% | -11.98% |
| Avg. Drawdown Days | 39.0 | 31.0 |
| Recovery Factor | 0.35 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-04-12 | -27.40 | 310 |
| 2025-08-24 | 2025-10-21 | -13.93 | 57 |
| 2025-11-10 | 2025-11-18 | -9.07 | 8 |
| 2025-06-10 | 2025-07-10 | -6.81 | 30 |
| 2025-05-10 | 2025-06-09 | -5.55 | 30 |
| 2025-08-23 | 2025-08-24 | -2.71 | 1 |
| 2025-08-24 | 2025-08-24 | -1.90 | 0 |
| 2025-08-08 | 2025-08-09 | -1.42 | 0 |
| 2025-07-11 | 2025-08-08 | -1.26 | 28 |
| 2025-05-08 | 2025-05-09 | -1.17 | 0 |
| Metric | 12215452:solusd:triple_med_gx:lsma45_15 | 12215452:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.31% | -14.23% |
| Best Week | 11.74% | 21.25% |
| Worst Week | -9.6% | -18.95% |
| Best Month | 18.35% | 41.15% |
| Worst Month | -9.98% | -36.08% |
| Best Year | 43.03% | 13.13% |
| Worst Year | -23.36% | -25.86% |
| Avg. Up Day | 1.68% | 1.71% |
| Avg. Down Day | -1.48% | -1.56% |
| Avg. Up Week | 3.97% | 9.87% |
| Avg. Down Week | -4.77% | -9.11% |
| Avg. Up Month | 5.36% | 16.64% |
| Avg. Down Month | -8.35% | -23.07% |
| Win Days % | 45.63% | 49.63% |
| Win Month % | 55.56% | 55.56% |
| Win Week % | 56.41% | 51.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |