| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 540.28% | 34.26% |
| Max Drawdown | -33.62% | -93.44% |
| Sharpe | 0.78 | 0.29 |
| Sortino | 1.41 | 0.42 |
| Payoff Ratio | 1.38 | 1.27 |
| Profit Factor | 1.41 | 1.05 |
| Common Sense Ratio | 2.89 | 1.04 |
| CPC Index | 0.92 | 0.67 |
| Tail Ratio | 2.06 | 0.99 |
| Outlier Win Ratio | 41.1 | 3.15 |
| Outlier Loss Ratio | 3.63 | 2.67 |
| Volatility (ann.) | 17.06% | 49.65% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.82 | 0.08 |
| Skew | 4.31 | 0.43 |
| Kurtosis | 76.55 | 10.78 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.94% | 0.62% |
| Expected Yearly % | 59.07% | 7.64% |
| Kelly Criterion | 9.67% | 10.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -4.24% |
| Expected Shortfall (cVaR) | -1.43% | -4.24% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.22 | 0.31 | -0.00 | + |
| 2023 | 921.46 | 118.27 | 0.13 | - |
| 2024 | 85.41 | 50.79 | 0.59 | - |
| 2025 | -27.52 | 93.94 | -3.41 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | -0.94% | 2.49% |
| 3M | 3.31% | -36.97% |
| 6M | 13.4% | -17.14% |
| YTD | 93.94% | -27.52% |
| 1Y | 91.09% | -36.85% |
| 3Y (ann.) | 83.31% | 115.85% |
| 5Y (ann.) | 61.33% | 7.88% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -33.62% | -93.44% |
| Longest DD Days | 414.0 | 703.0 |
| Avg. Drawdown | -4.51% | -14.47% |
| Avg. Drawdown Days | 20.0 | 56.0 |
| Recovery Factor | 16.07 | 0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-10-01 | -33.62 | 414 |
| 2025-10-03 | 2025-12-10 | -17.14 | 68 |
| 2022-05-16 | 2022-06-20 | -16.86 | 35 |
| 2024-11-08 | 2025-01-18 | -15.76 | 70 |
| 2023-12-22 | 2024-02-10 | -15.34 | 49 |
| 2025-03-16 | 2025-05-09 | -13.74 | 54 |
| 2024-07-29 | 2024-09-09 | -13.66 | 42 |
| 2024-06-05 | 2024-07-29 | -12.63 | 53 |
| 2025-08-24 | 2025-10-01 | -11.78 | 37 |
| 2022-06-20 | 2022-08-13 | -11.55 | 53 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 21.07% | 43.67% |
| Worst Week | -12.01% | -51.66% |
| Best Month | 30.74% | 140.02% |
| Worst Month | -11.27% | -56.44% |
| Best Year | 118.27% | 921.46% |
| Worst Year | 0.31% | -90.22% |
| Avg. Up Day | 1.98% | 2.0% |
| Avg. Down Day | -1.43% | -1.57% |
| Avg. Up Week | 6.41% | 13.24% |
| Avg. Down Week | -4.12% | -6.86% |
| Avg. Up Month | 11.58% | 34.27% |
| Avg. Down Month | -5.38% | -25.61% |
| Win Days % | 47.58% | 50.12% |
| Win Month % | 61.7% | 52.08% |
| Win Week % | 58.49% | 47.09% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |