| Metric | 12215452:solusd:triple_med_gx:lsma45_15 | 12215452:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 398.99% | 57.36% |
| Max Drawdown | -27.4% | -93.44% |
| Sharpe | 0.74 | 0.31 |
| Sortino | 1.38 | 0.45 |
| Payoff Ratio | 1.49 | 1.33 |
| Profit Factor | 1.46 | 1.05 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 1.01 | 0.7 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 47.86 | 2.93 |
| Outlier Loss Ratio | 3.59 | 2.54 |
| Volatility (ann.) | 15.99% | 49.59% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.91 | 0.13 |
| Skew | 5.86 | 0.45 |
| Kurtosis | 110.14 | 10.94 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.48% | 0.97% |
| Expected Yearly % | 49.46% | 12.0% |
| Kelly Criterion | 10.41% | 12.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -4.23% |
| Expected Shortfall (cVaR) | -1.34% | -4.23% |
| Year | 12215452:SOLUSD | 12215452:solusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.79 | 19.23 | -0.22 | + |
| 2023 | 921.46 | 161.62 | 0.18 | - |
| 2024 | 85.41 | 11.84 | 0.14 | - |
| 2025 | -25.86 | 43.03 | -1.66 | + |
| Metric | 12215452:solusd:triple_med_gx:lsma45_15 | 12215452:SOLUSD |
|---|---|---|
| MTD | -7.57% | -25.19% |
| 3M | -5.14% | -23.51% |
| 6M | 4.83% | -16.12% |
| YTD | 43.03% | -25.86% |
| 1Y | 32.16% | -41.06% |
| 3Y (ann.) | 53.61% | 117.32% |
| 5Y (ann.) | 52.33% | 12.6% |
| Metric | 12215452:solusd:triple_med_gx:lsma45_15 | 12215452:SOLUSD |
|---|---|---|
| Max Drawdown | -27.4% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -3.99% | -13.3% |
| Avg. Drawdown Days | 20.0 | 51.0 |
| Recovery Factor | 14.56 | 0.61 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-04-12 | -27.40 | 310 |
| 2022-05-16 | 2022-06-20 | -17.66 | 35 |
| 2025-08-24 | 2025-10-21 | -13.93 | 57 |
| 2022-11-17 | 2023-01-03 | -13.59 | 46 |
| 2022-07-30 | 2022-08-31 | -12.96 | 31 |
| 2025-11-10 | 2025-11-18 | -9.07 | 8 |
| 2023-03-13 | 2023-08-29 | -8.90 | 168 |
| 2022-09-27 | 2022-10-25 | -8.13 | 28 |
| 2023-02-16 | 2023-03-12 | -6.83 | 24 |
| 2025-06-10 | 2025-07-10 | -6.81 | 30 |
| Metric | 12215452:solusd:triple_med_gx:lsma45_15 | 12215452:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 24.21% | 43.67% |
| Worst Week | -9.6% | -51.66% |
| Best Month | 25.4% | 140.02% |
| Worst Month | -9.98% | -56.44% |
| Best Year | 161.62% | 921.46% |
| Worst Year | 11.84% | -88.79% |
| Avg. Up Day | 2.06% | 2.09% |
| Avg. Down Day | -1.38% | -1.58% |
| Avg. Up Week | 6.3% | 13.77% |
| Avg. Down Week | -3.56% | -7.49% |
| Avg. Up Month | 9.54% | 31.77% |
| Avg. Down Month | -6.22% | -26.87% |
| Win Days % | 46.41% | 50.17% |
| Win Month % | 64.44% | 53.19% |
| Win Week % | 60.87% | 47.78% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |