| Metric | 12215451:solusd:triple_med_gx:lsma40_15 | 12215451:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 254.54% | 93.43% |
| Max Drawdown | -25.72% | -93.44% |
| Sharpe | 0.67 | 0.35 |
| Sortino | 1.27 | 0.51 |
| Payoff Ratio | 1.51 | 1.34 |
| Profit Factor | 1.45 | 1.06 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 1.0 | 0.71 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 54.24 | 2.86 |
| Outlier Loss Ratio | 3.59 | 2.51 |
| Volatility (ann.) | 15.26% | 50.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.71 | 0.22 |
| Skew | 6.51 | 0.46 |
| Kurtosis | 131.39 | 10.99 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.99% | 1.55% |
| Expected Yearly % | 37.22% | 17.93% |
| Kelly Criterion | 10.27% | 12.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -4.3% |
| Expected Shortfall (cVaR) | -1.29% | -4.3% |
| Year | 12215451:SOLUSD | 12215451:solusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.79 | 0.01 | -0.00 | + |
| 2023 | 921.46 | 100.93 | 0.11 | - |
| 2024 | 85.41 | 26.74 | 0.31 | - |
| 2025 | -8.87 | 39.20 | -4.42 | + |
| Metric | 12215451:solusd:triple_med_gx:lsma40_15 | 12215451:SOLUSD |
|---|---|---|
| MTD | 8.23% | 11.11% |
| 3M | 14.23% | 36.47% |
| 6M | 39.2% | -8.22% |
| YTD | 39.2% | -8.87% |
| 1Y | 23.95% | 7.09% |
| 3Y (ann.) | 50.49% | 63.14% |
| 5Y (ann.) | 43.91% | 20.9% |
| Metric | 12215451:solusd:triple_med_gx:lsma40_15 | 12215451:SOLUSD |
|---|---|---|
| Max Drawdown | -25.72% | -93.44% |
| Longest DD Days | 368.0 | 703.0 |
| Avg. Drawdown | -3.79% | -13.3% |
| Avg. Drawdown Days | 27.0 | 46.0 |
| Recovery Factor | 9.89 | 1.0 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-09 | -25.72 | 368 |
| 2022-07-30 | 2023-01-02 | -17.27 | 155 |
| 2022-05-16 | 2022-06-19 | -14.01 | 34 |
| 2022-06-20 | 2022-07-30 | -8.21 | 40 |
| 2023-02-16 | 2023-03-12 | -7.16 | 24 |
| 2022-01-29 | 2022-03-16 | -6.70 | 46 |
| 2023-03-13 | 2023-03-13 | -5.41 | 0 |
| 2025-06-25 | 2025-07-09 | -4.91 | 14 |
| 2024-02-29 | 2024-04-20 | -4.44 | 51 |
| 2023-12-16 | 2023-12-21 | -4.19 | 4 |
| Metric | 12215451:solusd:triple_med_gx:lsma40_15 | 12215451:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -8.01% | -51.66% |
| Best Month | 25.84% | 140.02% |
| Worst Month | -17.88% | -56.44% |
| Best Year | 100.93% | 921.46% |
| Worst Year | 0.01% | -88.79% |
| Avg. Up Day | 2.07% | 2.1% |
| Avg. Down Day | -1.38% | -1.57% |
| Avg. Up Week | 6.26% | 15.38% |
| Avg. Down Week | -3.38% | -9.41% |
| Avg. Up Month | 8.17% | 33.13% |
| Avg. Down Month | -5.16% | -29.61% |
| Win Days % | 46.06% | 50.12% |
| Win Month % | 68.29% | 53.49% |
| Win Week % | 58.44% | 47.57% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 50.0% |