| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 256.86% | 88.64% |
| Max Drawdown | -30.6% | -93.44% |
| Sharpe | 0.72 | 0.33 |
| Sortino | 1.4 | 0.49 |
| Payoff Ratio | 1.6 | 1.37 |
| Profit Factor | 1.51 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.07 | 0.73 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 62.47 | 2.77 |
| Outlier Loss Ratio | 3.94 | 2.42 |
| Volatility (ann.) | 13.04% | 49.88% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.32 | 0.2 |
| Skew | 7.61 | 0.44 |
| Kurtosis | 172.79 | 10.93 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.8% | 1.39% |
| Expected Yearly % | 37.44% | 17.19% |
| Kelly Criterion | 9.58% | 13.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -4.25% |
| Expected Shortfall (cVaR) | -1.1% | -4.25% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.22 | -11.16 | 0.12 | + |
| 2023 | 921.46 | 78.20 | 0.08 | - |
| 2024 | 85.41 | 21.90 | 0.26 | - |
| 2025 | 1.83 | 84.92 | 46.34 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 7.12% | -7.89% |
| 3M | 21.47% | 5.93% |
| 6M | 28.44% | 37.49% |
| YTD | 84.92% | 1.83% |
| 1Y | 76.81% | 20.5% |
| 3Y (ann.) | 50.57% | 88.09% |
| 5Y (ann.) | 40.49% | 18.48% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -30.6% | -93.44% |
| Longest DD Days | 383.0 | 703.0 |
| Avg. Drawdown | -3.46% | -14.47% |
| Avg. Drawdown Days | 25.0 | 54.0 |
| Recovery Factor | 8.4 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2023-08-29 | -30.60 | 383 |
| 2023-12-22 | 2024-03-14 | -16.94 | 83 |
| 2024-06-05 | 2024-07-29 | -12.35 | 53 |
| 2024-11-23 | 2025-03-02 | -10.87 | 99 |
| 2022-05-16 | 2022-07-30 | -9.59 | 75 |
| 2024-03-31 | 2024-05-03 | -8.29 | 33 |
| 2025-05-10 | 2025-07-10 | -7.04 | 61 |
| 2024-07-29 | 2024-08-23 | -6.58 | 25 |
| 2022-01-30 | 2022-03-17 | -6.58 | 46 |
| 2025-03-03 | 2025-03-14 | -5.29 | 11 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -5.64% | -26.94% |
| Best Week | 20.97% | 43.67% |
| Worst Week | -12.1% | -51.66% |
| Best Month | 28.17% | 140.02% |
| Worst Month | -9.97% | -56.44% |
| Best Year | 84.92% | 921.46% |
| Worst Year | -11.16% | -90.22% |
| Avg. Up Day | 2.01% | 2.04% |
| Avg. Down Day | -1.26% | -1.48% |
| Avg. Up Week | 4.48% | 12.62% |
| Avg. Down Week | -3.54% | -6.67% |
| Avg. Up Month | 6.61% | 29.05% |
| Avg. Down Month | -5.13% | -21.86% |
| Win Days % | 44.4% | 50.17% |
| Win Month % | 64.44% | 52.17% |
| Win Week % | 60.67% | 47.74% |
| Win Quarter % | 81.25% | 56.25% |
| Win Year % | 75.0% | 75.0% |