| Metric | 12124959:solusd:triple_med_gx:lsma215_15 | 12124959:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 640.71% | 92.47% |
| Max Drawdown | -29.55% | -93.44% |
| Sharpe | 0.72 | 0.35 |
| Sortino | 1.16 | 0.52 |
| Payoff Ratio | 1.33 | 1.04 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.5 | 1.08 |
| CPC Index | 0.73 | 0.55 |
| Tail Ratio | 1.21 | 1.02 |
| Outlier Win Ratio | 20.46 | 3.54 |
| Outlier Loss Ratio | 4.3 | 3.15 |
| Volatility (ann.) | 25.95% | 51.02% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.87 | 0.24 |
| Skew | 1.82 | 0.49 |
| Kurtosis | 29.42 | 11.26 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.13% | 1.65% |
| Expected Yearly % | 64.97% | 17.79% |
| Kelly Criterion | 2.75% | 2.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.18% | -4.34% |
| Expected Shortfall (cVaR) | -2.18% | -4.34% |
| Year | 12124959:SOLUSD | 12124959:solusd:triple_med_gx:lsma215_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | 64.33 | -0.72 | + |
| 2023 | 921.46 | 188.83 | 0.20 | - |
| 2024 | 85.41 | 9.67 | 0.11 | - |
| 2025 | -8.86 | 42.29 | -4.77 | + |
| Metric | 12124959:solusd:triple_med_gx:lsma215_15 | 12124959:SOLUSD |
|---|---|---|
| MTD | 5.58% | 16.63% |
| 3M | 14.59% | 19.37% |
| 6M | 32.95% | -25.37% |
| YTD | 42.29% | -8.86% |
| 1Y | 39.66% | 2.09% |
| 3Y (ann.) | 88.36% | 57.2% |
| 5Y (ann.) | 84.91% | 22.26% |
| Metric | 12124959:solusd:triple_med_gx:lsma215_15 | 12124959:SOLUSD |
|---|---|---|
| Max Drawdown | -29.55% | -93.44% |
| Longest DD Days | 198.0 | 703.0 |
| Avg. Drawdown | -5.79% | -12.56% |
| Avg. Drawdown Days | 15.0 | 43.0 |
| Recovery Factor | 21.68 | 0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-04-14 | -29.55 | 119 |
| 2024-05-20 | 2024-12-05 | -29.04 | 198 |
| 2022-05-06 | 2022-06-21 | -25.45 | 46 |
| 2025-03-03 | 2025-05-08 | -23.39 | 66 |
| 2023-08-02 | 2023-10-21 | -19.47 | 80 |
| 2024-02-15 | 2024-05-02 | -19.01 | 77 |
| 2024-12-12 | 2025-01-18 | -17.69 | 37 |
| 2022-04-03 | 2022-05-05 | -15.08 | 32 |
| 2022-07-19 | 2022-09-08 | -15.07 | 50 |
| 2025-05-14 | 2025-05-29 | -14.94 | 15 |
| Metric | 12124959:solusd:triple_med_gx:lsma215_15 | 12124959:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 44.6% | 43.67% |
| Worst Week | -18.25% | -51.66% |
| Best Month | 78.87% | 140.02% |
| Worst Month | -21.42% | -56.44% |
| Best Year | 188.83% | 921.46% |
| Worst Year | 9.67% | -88.85% |
| Avg. Up Day | 2.0% | 2.03% |
| Avg. Down Day | -1.5% | -1.95% |
| Avg. Up Week | 7.69% | 14.66% |
| Avg. Down Week | -4.95% | -9.44% |
| Avg. Up Month | 16.94% | 29.12% |
| Avg. Down Month | -9.73% | -19.94% |
| Win Days % | 44.49% | 50.2% |
| Win Month % | 62.5% | 52.5% |
| Win Week % | 59.12% | 46.55% |
| Win Quarter % | 92.86% | 57.14% |
| Win Year % | 100.0% | 50.0% |