| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 542.27% | 117.81% |
| Max Drawdown | -28.13% | -93.26% |
| Sharpe | 1.72 | 0.71 |
| Sortino | 3.88 | 1.09 |
| Payoff Ratio | 1.67 | 1.9 |
| Profit Factor | 2.05 | 1.11 |
| Common Sense Ratio | 5.33 | 1.32 |
| CPC Index | 1.74 | 1.04 |
| Tail Ratio | 2.6 | 1.18 |
| Outlier Win Ratio | 35.77 | 2.81 |
| Outlier Loss Ratio | 4.36 | 2.38 |
| Volatility (ann.) | 31.74% | 102.7% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.29 | 0.25 |
| Skew | 4.83 | 0.43 |
| Kurtosis | 47.08 | 6.88 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 4.13% | 1.71% |
| Expected Yearly % | 59.19% | 21.48% |
| Kelly Criterion | 21.24% | 22.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -8.64% |
| Expected Shortfall (cVaR) | -2.58% | -8.64% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.02 | 11.71 | -0.13 | + |
| 2023 | 940.49 | 112.24 | 0.12 | - |
| 2024 | 85.92 | 34.78 | 0.40 | - |
| 2025 | 2.58 | 100.99 | 39.11 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 12.2% | -8.13% |
| 3M | 17.23% | 8.68% |
| 6M | 24.15% | 39.48% |
| YTD | 100.99% | 2.58% |
| 1Y | 85.92% | 24.61% |
| 3Y (ann.) | 66.8% | 86.14% |
| 5Y (ann.) | 64.43% | 23.14% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -28.13% | -93.26% |
| Longest DD Days | 364.0 | 704.0 |
| Avg. Drawdown | -5.57% | -18.27% |
| Avg. Drawdown Days | 34.0 | 79.0 |
| Recovery Factor | 19.28 | 1.26 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-31 | 2023-08-30 | -28.13 | 364 |
| 2023-12-23 | 2024-02-29 | -15.22 | 68 |
| 2024-11-24 | 2025-01-19 | -14.50 | 56 |
| 2024-06-06 | 2024-07-29 | -12.22 | 53 |
| 2025-08-25 | 2025-10-02 | -11.72 | 38 |
| 2022-05-18 | 2022-07-08 | -7.89 | 51 |
| 2024-04-01 | 2024-05-04 | -6.92 | 33 |
| 2025-05-11 | 2025-06-11 | -6.18 | 31 |
| 2024-07-30 | 2024-08-24 | -6.11 | 25 |
| 2022-01-31 | 2022-02-01 | -5.93 | 1 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 18.62% | 41.46% |
| Worst Day | -8.22% | -36.82% |
| Best Week | 20.97% | 42.44% |
| Worst Week | -9.1% | -46.51% |
| Best Month | 23.76% | 147.89% |
| Worst Month | -11.14% | -59.31% |
| Best Year | 112.24% | 940.49% |
| Worst Year | 11.71% | -89.02% |
| Avg. Up Day | 4.3% | 5.42% |
| Avg. Down Day | -2.57% | -2.85% |
| Avg. Up Week | 5.97% | 12.11% |
| Avg. Down Week | -2.98% | -8.07% |
| Avg. Up Month | 10.32% | 39.78% |
| Avg. Down Month | -6.07% | -22.05% |
| Win Days % | 50.72% | 49.16% |
| Win Month % | 65.91% | 50.0% |
| Win Week % | 59.0% | 54.04% |
| Win Quarter % | 75.0% | 62.5% |
| Win Year % | 100.0% | 75.0% |