| Metric | 12242631:solusd:triple_med_gx:lsma215_105 | 12242631:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 104.23% | 20.96% |
| Max Drawdown | -32.02% | -64.93% |
| Sharpe | 0.73 | 0.29 |
| Sortino | 1.15 | 0.43 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.27 | 1.04 |
| Common Sense Ratio | 1.58 | 1.08 |
| CPC Index | 0.78 | 0.62 |
| Tail Ratio | 1.25 | 1.04 |
| Outlier Win Ratio | 21.46 | 3.03 |
| Outlier Loss Ratio | 3.34 | 2.98 |
| Volatility (ann.) | 20.72% | 42.26% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.14 | 0.23 |
| Skew | 1.3 | 0.58 |
| Kurtosis | 49.19 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.29% | 1.13% |
| Expected Yearly % | 42.91% | 9.98% |
| Kelly Criterion | 9.1% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.6% |
| Expected Shortfall (cVaR) | -1.74% | -3.6% |
| Year | 12242631:SOLUSD | 12242631:solusd:triple_med_gx:lsma215_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 12.02 | 0.92 | - |
| 2025 | 6.92 | 82.32 | 11.90 | + |
| Metric | 12242631:solusd:triple_med_gx:lsma215_105 | 12242631:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -12.29% | 24.43% |
| 6M | 10.15% | 56.02% |
| YTD | 82.32% | 6.92% |
| 1Y | 129.34% | 36.69% |
| 3Y (ann.) | 68.42% | 14.9% |
| 5Y (ann.) | 68.42% | 14.9% |
| Metric | 12242631:solusd:triple_med_gx:lsma215_105 | 12242631:SOLUSD |
|---|---|---|
| Max Drawdown | -32.02% | -64.93% |
| Longest DD Days | 101.0 | 268.0 |
| Avg. Drawdown | -5.06% | -11.98% |
| Avg. Drawdown Days | 17.0 | 29.0 |
| Recovery Factor | 3.26 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-11 | -32.02 | 101 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-10-14 | -16.94 | 88 |
| 2025-02-04 | 2025-03-24 | -10.10 | 48 |
| 2024-11-12 | 2025-01-15 | -7.92 | 64 |
| 2025-06-30 | 2025-07-18 | -6.29 | 17 |
| 2025-04-14 | 2025-05-08 | -6.25 | 23 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2025-02-02 | 2025-02-03 | -3.34 | 0 |
| Metric | 12242631:solusd:triple_med_gx:lsma215_105 | 12242631:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.27% | 21.25% |
| Worst Week | -24.12% | -18.95% |
| Best Month | 39.87% | 41.15% |
| Worst Month | -28.79% | -36.08% |
| Best Year | 82.32% | 13.13% |
| Worst Year | 12.02% | 6.92% |
| Avg. Up Day | 1.7% | 1.71% |
| Avg. Down Day | -1.38% | -1.44% |
| Avg. Up Week | 8.86% | 10.26% |
| Avg. Down Week | -4.05% | -7.8% |
| Avg. Up Month | 17.77% | 18.41% |
| Avg. Down Month | -12.24% | -25.95% |
| Win Days % | 49.79% | 49.63% |
| Win Month % | 62.5% | 58.82% |
| Win Week % | 58.82% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |