| Metric | 12241609:solusd:triple_med_gx:lsma215_100 | 12241609:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 15.33% | 19.47% |
| Max Drawdown | -24.56% | -64.93% |
| Sharpe | 0.29 | 0.29 |
| Sortino | 0.45 | 0.44 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 2.36 | 1.07 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 2.09 | 1.03 |
| Outlier Win Ratio | 44.13 | 2.56 |
| Outlier Loss Ratio | 3.49 | 2.73 |
| Volatility (ann.) | 12.72% | 42.69% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.49 | 0.24 |
| Skew | 3.02 | 0.62 |
| Kurtosis | 64.68 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.9% | 1.12% |
| Expected Yearly % | 7.39% | 9.3% |
| Kelly Criterion | 3.8% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -3.64% |
| Expected Shortfall (cVaR) | -1.09% | -3.64% |
| Year | 12241609:SOLUSD | 12241609:solusd:triple_med_gx:lsma215_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 15.12 | 1.15 | + |
| 2025 | 5.60 | 0.19 | 0.03 | - |
| Metric | 12241609:solusd:triple_med_gx:lsma215_100 | 12241609:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 3.78% | 26.39% |
| 6M | 11.02% | 38.87% |
| YTD | 0.19% | 5.6% |
| 1Y | 16.17% | 47.35% |
| 3Y (ann.) | 12.07% | 15.27% |
| 5Y (ann.) | 12.07% | 15.27% |
| Metric | 12241609:solusd:triple_med_gx:lsma215_100 | 12241609:SOLUSD |
|---|---|---|
| Max Drawdown | -24.56% | -64.93% |
| Longest DD Days | 289.0 | 224.0 |
| Avg. Drawdown | -5.3% | -11.98% |
| Avg. Drawdown Days | 32.0 | 26.0 |
| Recovery Factor | 0.62 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-08-28 | -24.56 | 289 |
| 2024-09-14 | 2024-11-06 | -11.02 | 53 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2024-07-10 | 2024-09-09 | -5.85 | 61 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-09-10 | 2024-09-12 | -3.21 | 2 |
| 2024-09-13 | 2024-09-13 | -2.55 | 0 |
| 2025-08-28 | 2025-08-28 | -1.28 | 0 |
| 2024-11-06 | 2024-11-09 | -0.51 | 3 |
| Metric | 12241609:solusd:triple_med_gx:lsma215_100 | 12241609:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.1% | -14.23% |
| Best Week | 10.93% | 21.25% |
| Worst Week | -14.22% | -17.1% |
| Best Month | 15.41% | 41.15% |
| Worst Month | -9.76% | -36.08% |
| Best Year | 15.12% | 13.13% |
| Worst Year | 0.19% | 5.6% |
| Avg. Up Day | 1.55% | 1.56% |
| Avg. Down Day | -1.22% | -1.29% |
| Avg. Up Week | 4.87% | 13.06% |
| Avg. Down Week | -5.17% | -7.42% |
| Avg. Up Month | 6.37% | 20.91% |
| Avg. Down Month | -0.61% | -0.61% |
| Win Days % | 46.15% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |