| Metric | 12236191:solusd:triple_med_gx:lsma215_85 | 12236191:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 28.44% | 19.47% |
| Max Drawdown | -22.8% | -64.93% |
| Sharpe | 0.43 | 0.29 |
| Sortino | 0.7 | 0.44 |
| Payoff Ratio | 1.31 | 1.24 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 2.31 | 1.07 |
| CPC Index | 0.74 | 0.64 |
| Tail Ratio | 1.92 | 1.03 |
| Outlier Win Ratio | 40.65 | 2.65 |
| Outlier Loss Ratio | 3.34 | 2.77 |
| Volatility (ann.) | 13.95% | 42.69% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.97 | 0.24 |
| Skew | 3.42 | 0.62 |
| Kurtosis | 62.38 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.58% | 1.12% |
| Expected Yearly % | 13.33% | 9.3% |
| Kelly Criterion | 6.38% | 8.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -3.64% |
| Expected Shortfall (cVaR) | -1.18% | -3.64% |
| Year | 12236191:SOLUSD | 12236191:solusd:triple_med_gx:lsma215_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 16.14 | 1.23 | + |
| 2025 | 5.60 | 10.59 | 1.89 | + |
| Metric | 12236191:solusd:triple_med_gx:lsma215_85 | 12236191:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 12.18% | 26.39% |
| 6M | 19.75% | 38.87% |
| YTD | 10.59% | 5.6% |
| 1Y | 20.44% | 47.35% |
| 3Y (ann.) | 22.13% | 15.27% |
| 5Y (ann.) | 22.13% | 15.27% |
| Metric | 12236191:solusd:triple_med_gx:lsma215_85 | 12236191:SOLUSD |
|---|---|---|
| Max Drawdown | -22.8% | -64.93% |
| Longest DD Days | 283.0 | 224.0 |
| Avg. Drawdown | -5.91% | -11.98% |
| Avg. Drawdown Days | 32.0 | 26.0 |
| Recovery Factor | 1.25 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-08-22 | -22.80 | 283 |
| 2024-07-10 | 2024-11-06 | -11.66 | 118 |
| 2025-08-24 | 2025-08-28 | -10.75 | 3 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2024-07-04 | 2024-07-06 | -5.83 | 1 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2025-08-23 | 2025-08-24 | -2.53 | 0 |
| 2025-08-24 | 2025-08-24 | -1.90 | 0 |
| 2025-08-28 | 2025-08-28 | -1.28 | 0 |
| Metric | 12236191:solusd:triple_med_gx:lsma215_85 | 12236191:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.43% | -14.23% |
| Best Week | 10.93% | 21.25% |
| Worst Week | -12.21% | -17.1% |
| Best Month | 15.41% | 41.15% |
| Worst Month | -7.65% | -36.08% |
| Best Year | 16.14% | 13.13% |
| Worst Year | 10.59% | 5.6% |
| Avg. Up Day | 1.7% | 1.7% |
| Avg. Down Day | -1.29% | -1.37% |
| Avg. Up Week | 4.82% | 11.66% |
| Avg. Down Week | -4.67% | -7.42% |
| Avg. Up Month | 7.15% | 20.92% |
| Avg. Down Month | -0.61% | -0.61% |
| Win Days % | 46.88% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 61.11% | 53.73% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |