| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 595.23% | 88.64% |
| Max Drawdown | -27.14% | -93.44% |
| Sharpe | 0.89 | 0.33 |
| Sortino | 1.67 | 0.49 |
| Payoff Ratio | 1.46 | 1.32 |
| Profit Factor | 1.52 | 1.05 |
| Common Sense Ratio | 3.61 | 1.06 |
| CPC Index | 1.06 | 0.7 |
| Tail Ratio | 2.38 | 1.01 |
| Outlier Win Ratio | 44.82 | 3.04 |
| Outlier Loss Ratio | 3.72 | 2.55 |
| Volatility (ann.) | 15.88% | 49.88% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.5 | 0.2 |
| Skew | 5.03 | 0.44 |
| Kurtosis | 94.06 | 10.93 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.31% | 1.39% |
| Expected Yearly % | 62.38% | 17.19% |
| Kelly Criterion | 12.08% | 12.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -4.25% |
| Expected Shortfall (cVaR) | -1.33% | -4.25% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.22 | 5.10 | -0.06 | + |
| 2023 | 921.46 | 123.58 | 0.13 | - |
| 2024 | 85.41 | 40.22 | 0.47 | - |
| 2025 | 1.83 | 111.00 | 60.57 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 10.36% | -7.89% |
| 3M | 18.49% | 5.93% |
| 6M | 26.53% | 37.49% |
| YTD | 111.0% | 1.83% |
| 1Y | 96.06% | 20.5% |
| 3Y (ann.) | 78.73% | 88.09% |
| 5Y (ann.) | 67.89% | 18.48% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -27.14% | -93.44% |
| Longest DD Days | 300.0 | 703.0 |
| Avg. Drawdown | -3.4% | -14.47% |
| Avg. Drawdown Days | 18.0 | 54.0 |
| Recovery Factor | 21.93 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-12 | -27.14 | 300 |
| 2024-11-08 | 2025-01-18 | -15.53 | 71 |
| 2023-12-22 | 2024-02-28 | -15.22 | 68 |
| 2024-06-05 | 2024-07-29 | -12.35 | 53 |
| 2025-08-24 | 2025-10-01 | -11.66 | 37 |
| 2025-03-16 | 2025-04-12 | -10.27 | 27 |
| 2023-04-06 | 2023-08-29 | -9.47 | 145 |
| 2024-03-31 | 2024-05-03 | -8.29 | 32 |
| 2024-07-29 | 2024-08-24 | -7.74 | 25 |
| 2025-05-10 | 2025-06-10 | -7.04 | 31 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 21.12% | 43.67% |
| Worst Week | -11.98% | -51.66% |
| Best Month | 30.83% | 140.02% |
| Worst Month | -10.09% | -56.44% |
| Best Year | 123.58% | 921.46% |
| Worst Year | 5.1% | -90.22% |
| Avg. Up Day | 1.97% | 1.99% |
| Avg. Down Day | -1.35% | -1.51% |
| Avg. Up Week | 6.02% | 13.57% |
| Avg. Down Week | -3.66% | -6.91% |
| Avg. Up Month | 10.52% | 32.68% |
| Avg. Down Month | -5.98% | -25.31% |
| Win Days % | 47.81% | 50.17% |
| Win Month % | 66.67% | 52.17% |
| Win Week % | 61.39% | 47.74% |
| Win Quarter % | 81.25% | 56.25% |
| Win Year % | 100.0% | 75.0% |