| Metric | 12244405:solusd:triple_med_gx:lsma215_110 | 12244405:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 94.85% | 15.38% |
| Max Drawdown | -28.46% | -61.75% |
| Sharpe | 1.45 | 0.55 |
| Sortino | 2.6 | 0.81 |
| Payoff Ratio | 1.51 | 1.3 |
| Profit Factor | 1.62 | 1.08 |
| Common Sense Ratio | 2.98 | 1.17 |
| CPC Index | 1.28 | 0.69 |
| Tail Ratio | 1.84 | 1.08 |
| Outlier Win Ratio | 23.27 | 2.96 |
| Outlier Loss Ratio | 3.05 | 2.39 |
| Volatility (ann.) | 38.44% | 85.83% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.19 | 0.18 |
| Skew | 2.1 | 0.14 |
| Kurtosis | 28.22 | 3.01 |
| Expected Daily % | 0.13% | 0.03% |
| Expected Monthly % | 4.0% | 0.85% |
| Expected Yearly % | 39.59% | 7.42% |
| Kelly Criterion | 20.77% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.16% | -7.26% |
| Expected Shortfall (cVaR) | -3.16% | -7.26% |
| Year | 12244405:SOLUSD | 12244405:solusd:triple_med_gx:lsma215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 11.28 | 0.88 | - |
| 2025 | 2.31 | 75.10 | 32.57 | + |
| Metric | 12244405:solusd:triple_med_gx:lsma215_110 | 12244405:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -0.76% | 20.18% |
| 6M | 8.11% | 46.71% |
| YTD | 75.1% | 2.31% |
| 1Y | 145.67% | 24.83% |
| 3Y (ann.) | 62.42% | 10.96% |
| 5Y (ann.) | 62.42% | 10.96% |
| Metric | 12244405:solusd:triple_med_gx:lsma215_110 | 12244405:SOLUSD |
|---|---|---|
| Max Drawdown | -28.46% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -9.67% | -16.47% |
| Avg. Drawdown Days | 50.0 | 44.0 |
| Recovery Factor | 3.33 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-28 | -28.46 | 118 |
| 2025-05-15 | 2025-10-16 | -17.57 | 154 |
| 2025-04-06 | 2025-05-10 | -15.57 | 34 |
| 2025-02-03 | 2025-02-05 | -5.74 | 2 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-12-01 | 2025-01-16 | -3.43 | 46 |
| 2024-06-02 | 2024-07-15 | -1.53 | 43 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| Metric | 12244405:solusd:triple_med_gx:lsma215_110 | 12244405:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -15.29% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -14.96% | -26.95% |
| Best Month | 44.91% | 39.21% |
| Worst Month | -15.11% | -46.12% |
| Best Year | 75.1% | 12.78% |
| Worst Year | 11.28% | 2.31% |
| Avg. Up Day | 3.94% | 4.05% |
| Avg. Down Day | -2.61% | -3.11% |
| Avg. Up Week | 10.88% | 11.99% |
| Avg. Down Week | -5.44% | -4.13% |
| Avg. Up Month | 25.56% | 21.03% |
| Avg. Down Month | -6.38% | -21.56% |
| Win Days % | 52.34% | 48.8% |
| Win Month % | 46.67% | 58.82% |
| Win Week % | 54.84% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |