| Metric | 12244515:solusd:triple_med_gx:lsma215_110 | 12244515:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 553.57% | 123.82% |
| Max Drawdown | -35.84% | -93.44% |
| Sharpe | 0.72 | 0.36 |
| Sortino | 1.21 | 0.54 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.65 | 1.07 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 1.27 | 1.01 |
| Outlier Win Ratio | 28.56 | 3.32 |
| Outlier Loss Ratio | 3.39 | 2.86 |
| Volatility (ann.) | 21.61% | 50.1% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.97 | 0.28 |
| Skew | 2.78 | 0.48 |
| Kurtosis | 53.77 | 11.29 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.36% | 1.85% |
| Expected Yearly % | 59.89% | 22.31% |
| Kelly Criterion | 9.65% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.26% |
| Expected Shortfall (cVaR) | -1.82% | -4.26% |
| Year | 12244515:SOLUSD | 12244515:solusd:triple_med_gx:lsma215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 23.24 | -0.26 | + |
| 2023 | 921.46 | 55.51 | 0.06 | - |
| 2024 | 85.41 | 82.86 | 0.97 | - |
| 2025 | 5.60 | 86.49 | 15.44 | + |
| Metric | 12244515:solusd:triple_med_gx:lsma215_110 | 12244515:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -10.07% | 26.39% |
| 6M | 33.59% | 38.87% |
| YTD | 86.49% | 5.6% |
| 1Y | 161.66% | 47.35% |
| 3Y (ann.) | 58.72% | 84.92% |
| 5Y (ann.) | 70.44% | 25.71% |
| Metric | 12244515:solusd:triple_med_gx:lsma215_110 | 12244515:SOLUSD |
|---|---|---|
| Max Drawdown | -35.84% | -93.44% |
| Longest DD Days | 311.0 | 703.0 |
| Avg. Drawdown | -5.69% | -12.45% |
| Avg. Drawdown Days | 19.0 | 45.0 |
| Recovery Factor | 15.45 | 1.33 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-10-23 | -35.84 | 311 |
| 2024-07-20 | 2024-11-10 | -28.80 | 112 |
| 2022-04-10 | 2022-07-17 | -23.58 | 97 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2022-09-27 | 2022-12-15 | -16.27 | 78 |
| 2024-04-01 | 2024-06-05 | -15.25 | 65 |
| 2025-07-18 | 2025-09-01 | -14.83 | 45 |
| 2023-11-25 | 2024-02-17 | -13.11 | 84 |
| 2024-02-18 | 2024-02-28 | -11.93 | 9 |
| 2025-02-04 | 2025-03-25 | -9.70 | 49 |
| Metric | 12244515:solusd:triple_med_gx:lsma215_110 | 12244515:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 24.07% | 43.67% |
| Worst Week | -24.12% | -51.66% |
| Best Month | 41.95% | 140.02% |
| Worst Month | -29.85% | -56.44% |
| Best Year | 86.49% | 921.46% |
| Worst Year | 23.24% | -88.81% |
| Avg. Up Day | 1.95% | 1.95% |
| Avg. Down Day | -1.52% | -1.6% |
| Avg. Up Week | 9.37% | 12.25% |
| Avg. Down Week | -4.68% | -6.69% |
| Avg. Up Month | 17.38% | 25.27% |
| Avg. Down Month | -10.67% | -22.34% |
| Win Days % | 49.3% | 50.23% |
| Win Month % | 64.86% | 52.27% |
| Win Week % | 60.0% | 48.4% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |