| Metric | 12215395:solusd:triple_med_gx:lsma65_15 | 12215395:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 415.45% | 25.02% |
| Max Drawdown | -58.11% | -93.54% |
| Sharpe | 0.66 | 0.28 |
| Sortino | 1.12 | 0.42 |
| Payoff Ratio | 1.36 | 1.26 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.66 | 1.06 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.31 | 1.01 |
| Outlier Win Ratio | 30.79 | 3.34 |
| Outlier Loss Ratio | 3.88 | 2.84 |
| Volatility (ann.) | 20.89% | 50.83% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.03 | 0.07 |
| Skew | 2.82 | 0.43 |
| Kurtosis | 48.98 | 10.78 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.89% | 0.52% |
| Expected Yearly % | 50.68% | 5.74% |
| Kelly Criterion | 5.89% | 10.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.34% |
| Expected Shortfall (cVaR) | -1.76% | -4.34% |
| Year | 12215395:SOLUSD | 12215395:solusd:triple_med_gx:lsma65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.76 | -45.58 | 0.49 | + |
| 2023 | 921.46 | 297.04 | 0.32 | - |
| 2024 | 85.41 | 91.01 | 1.07 | + |
| 2025 | -8.87 | 24.90 | -2.81 | + |
| Metric | 12215395:solusd:triple_med_gx:lsma65_15 | 12215395:SOLUSD |
|---|---|---|
| MTD | 3.08% | 11.11% |
| 3M | 0.93% | 36.47% |
| 6M | 24.9% | -8.22% |
| YTD | 24.9% | -8.87% |
| 1Y | 30.34% | 7.09% |
| 3Y (ann.) | 67.14% | 63.14% |
| 5Y (ann.) | 59.91% | 6.6% |
| Metric | 12215395:solusd:triple_med_gx:lsma65_15 | 12215395:SOLUSD |
|---|---|---|
| Max Drawdown | -58.11% | -93.54% |
| Longest DD Days | 438.0 | 778.0 |
| Avg. Drawdown | -6.74% | -16.6% |
| Avg. Drawdown Days | 27.0 | 74.0 |
| Recovery Factor | 7.15 | 0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-10-01 | -58.11 | 438 |
| 2022-05-16 | 2022-07-19 | -29.86 | 64 |
| 2025-03-03 | 2025-07-17 | -22.28 | 136 |
| 2024-11-08 | 2025-01-18 | -20.64 | 71 |
| 2024-06-05 | 2024-09-09 | -16.43 | 95 |
| 2025-02-09 | 2025-03-02 | -15.99 | 21 |
| 2022-02-16 | 2022-03-16 | -14.68 | 28 |
| 2024-03-16 | 2024-05-06 | -13.40 | 50 |
| 2022-03-17 | 2022-05-15 | -12.33 | 59 |
| 2023-11-01 | 2023-12-01 | -7.34 | 29 |
| Metric | 12215395:solusd:triple_med_gx:lsma65_15 | 12215395:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -10.53% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -14.22% | -51.66% |
| Best Month | 38.72% | 140.02% |
| Worst Month | -26.4% | -56.44% |
| Best Year | 297.04% | 921.46% |
| Worst Year | -45.58% | -92.76% |
| Avg. Up Day | 1.95% | 1.97% |
| Avg. Down Day | -1.44% | -1.56% |
| Avg. Up Week | 7.15% | 13.64% |
| Avg. Down Week | -4.69% | -8.02% |
| Avg. Up Month | 14.56% | 38.3% |
| Avg. Down Month | -9.55% | -24.74% |
| Win Days % | 45.82% | 50.09% |
| Win Month % | 62.79% | 51.16% |
| Win Week % | 55.12% | 46.77% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 50.0% |