| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 324.91% | 88.64% |
| Max Drawdown | -35.17% | -93.44% |
| Sharpe | 0.76 | 0.33 |
| Sortino | 1.43 | 0.49 |
| Payoff Ratio | 1.5 | 1.32 |
| Profit Factor | 1.48 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 1.02 | 0.7 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 54.0 | 2.85 |
| Outlier Loss Ratio | 3.83 | 2.48 |
| Volatility (ann.) | 14.05% | 49.88% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.34 | 0.2 |
| Skew | 6.37 | 0.44 |
| Kurtosis | 134.14 | 10.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.19% | 1.39% |
| Expected Yearly % | 43.57% | 17.19% |
| Kelly Criterion | 10.06% | 12.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.25% |
| Expected Shortfall (cVaR) | -1.18% | -4.25% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.22 | -18.20 | 0.20 | + |
| 2023 | 921.46 | 90.01 | 0.10 | - |
| 2024 | 85.41 | 41.15 | 0.48 | - |
| 2025 | 1.83 | 93.68 | 51.13 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 9.87% | -7.89% |
| 3M | 19.63% | 5.93% |
| 6M | 24.71% | 37.49% |
| YTD | 93.68% | 1.83% |
| 1Y | 81.42% | 20.5% |
| 3Y (ann.) | 63.82% | 88.09% |
| 5Y (ann.) | 47.19% | 18.48% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -35.17% | -93.44% |
| Longest DD Days | 503.0 | 703.0 |
| Avg. Drawdown | -3.36% | -14.47% |
| Avg. Drawdown Days | 23.0 | 54.0 |
| Recovery Factor | 9.24 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-10-01 | -35.17 | 503 |
| 2023-12-22 | 2024-02-28 | -15.22 | 68 |
| 2024-11-08 | 2025-03-02 | -14.52 | 114 |
| 2024-06-05 | 2024-07-29 | -12.35 | 53 |
| 2024-03-31 | 2024-05-03 | -8.29 | 33 |
| 2025-08-24 | 2025-10-01 | -7.57 | 37 |
| 2024-07-29 | 2024-08-24 | -7.04 | 25 |
| 2025-05-10 | 2025-06-10 | -7.04 | 31 |
| 2022-01-30 | 2022-01-31 | -6.31 | 1 |
| 2025-03-16 | 2025-04-11 | -5.32 | 26 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -6.32% | -26.94% |
| Best Week | 20.97% | 43.67% |
| Worst Week | -11.98% | -51.66% |
| Best Month | 28.45% | 140.02% |
| Worst Month | -10.09% | -56.44% |
| Best Year | 93.68% | 921.46% |
| Worst Year | -18.2% | -90.22% |
| Avg. Up Day | 1.95% | 1.97% |
| Avg. Down Day | -1.3% | -1.49% |
| Avg. Up Week | 4.94% | 12.67% |
| Avg. Down Week | -3.37% | -6.88% |
| Avg. Up Month | 7.63% | 32.87% |
| Avg. Down Month | -5.19% | -23.64% |
| Win Days % | 45.97% | 50.17% |
| Win Month % | 66.67% | 52.17% |
| Win Week % | 59.18% | 47.74% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 75.0% |