| Metric | 12244515:solusd:triple_med_gx:lsma215_110 | 12244515:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 125.34% | 19.47% |
| Max Drawdown | -28.8% | -64.93% |
| Sharpe | 0.88 | 0.29 |
| Sortino | 1.43 | 0.44 |
| Payoff Ratio | 1.32 | 1.24 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 1.91 | 1.07 |
| CPC Index | 0.89 | 0.64 |
| Tail Ratio | 1.41 | 1.03 |
| Outlier Win Ratio | 23.1 | 3.12 |
| Outlier Loss Ratio | 3.33 | 2.94 |
| Volatility (ann.) | 20.79% | 42.69% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.17 | 0.24 |
| Skew | 1.52 | 0.62 |
| Kurtosis | 52.78 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.21% | 1.12% |
| Expected Yearly % | 50.11% | 9.3% |
| Kelly Criterion | 12.02% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.64% |
| Expected Shortfall (cVaR) | -1.74% | -3.64% |
| Year | 12244515:SOLUSD | 12244515:solusd:triple_med_gx:lsma215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 20.83 | 1.59 | + |
| 2025 | 5.60 | 86.49 | 15.44 | + |
| Metric | 12244515:solusd:triple_med_gx:lsma215_110 | 12244515:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -10.07% | 26.39% |
| 6M | 33.59% | 38.87% |
| YTD | 86.49% | 5.6% |
| 1Y | 161.66% | 47.35% |
| 3Y (ann.) | 91.34% | 15.27% |
| 5Y (ann.) | 91.34% | 15.27% |
| Metric | 12244515:solusd:triple_med_gx:lsma215_110 | 12244515:SOLUSD |
|---|---|---|
| Max Drawdown | -28.8% | -64.93% |
| Longest DD Days | 112.0 | 224.0 |
| Avg. Drawdown | -5.05% | -11.98% |
| Avg. Drawdown Days | 14.0 | 26.0 |
| Recovery Factor | 4.35 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-10 | -28.80 | 112 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-09-01 | -14.83 | 45 |
| 2025-02-04 | 2025-03-25 | -9.70 | 49 |
| 2024-11-12 | 2024-11-27 | -7.92 | 15 |
| 2024-11-29 | 2025-01-15 | -7.13 | 47 |
| 2025-06-30 | 2025-07-18 | -6.29 | 17 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-02 | 2025-05-08 | -5.63 | 6 |
| 2025-03-25 | 2025-04-04 | -5.19 | 9 |
| Metric | 12244515:solusd:triple_med_gx:lsma215_110 | 12244515:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -24.12% | -17.1% |
| Best Month | 41.95% | 41.15% |
| Worst Month | -25.1% | -36.08% |
| Best Year | 86.49% | 13.13% |
| Worst Year | 20.83% | 5.6% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.37% | -1.46% |
| Avg. Up Week | 8.72% | 10.26% |
| Avg. Down Week | -3.49% | -8.05% |
| Avg. Up Month | 19.05% | 18.41% |
| Avg. Down Month | -7.84% | -19.61% |
| Win Days % | 50.0% | 49.56% |
| Win Month % | 62.5% | 56.25% |
| Win Week % | 62.5% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |