| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 230.92% | 88.64% |
| Max Drawdown | -35.18% | -93.44% |
| Sharpe | 0.66 | 0.33 |
| Sortino | 1.23 | 0.49 |
| Payoff Ratio | 1.51 | 1.32 |
| Profit Factor | 1.43 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.96 | 0.7 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 58.94 | 2.79 |
| Outlier Loss Ratio | 3.88 | 2.43 |
| Volatility (ann.) | 13.45% | 49.88% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.07 | 0.2 |
| Skew | 6.78 | 0.44 |
| Kurtosis | 155.29 | 10.93 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.64% | 1.39% |
| Expected Yearly % | 34.87% | 17.19% |
| Kelly Criterion | 7.57% | 12.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -4.25% |
| Expected Shortfall (cVaR) | -1.13% | -4.25% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.22 | -23.46 | 0.26 | + |
| 2023 | 921.46 | 72.16 | 0.08 | - |
| 2024 | 85.41 | 33.87 | 0.40 | - |
| 2025 | 1.83 | 87.59 | 47.80 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 7.66% | -7.89% |
| 3M | 21.34% | 5.93% |
| 6M | 24.56% | 37.49% |
| YTD | 87.59% | 1.83% |
| 1Y | 83.25% | 20.5% |
| 3Y (ann.) | 54.97% | 88.09% |
| 5Y (ann.) | 37.68% | 18.48% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -35.18% | -93.44% |
| Longest DD Days | 584.0 | 703.0 |
| Avg. Drawdown | -3.56% | -14.47% |
| Avg. Drawdown Days | 28.0 | 54.0 |
| Recovery Factor | 6.56 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-12-21 | -35.18 | 584 |
| 2023-12-22 | 2024-02-29 | -15.22 | 68 |
| 2024-06-05 | 2024-07-29 | -12.35 | 53 |
| 2024-11-23 | 2025-02-22 | -10.70 | 91 |
| 2024-03-31 | 2024-05-03 | -8.29 | 33 |
| 2024-07-29 | 2024-08-24 | -7.54 | 25 |
| 2025-05-10 | 2025-08-07 | -7.04 | 89 |
| 2022-01-30 | 2022-03-16 | -6.31 | 45 |
| 2025-03-03 | 2025-03-14 | -5.29 | 11 |
| 2025-08-24 | 2025-09-10 | -4.69 | 16 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -6.45% | -26.94% |
| Best Week | 20.97% | 43.67% |
| Worst Week | -11.98% | -51.66% |
| Best Month | 29.21% | 140.02% |
| Worst Month | -8.76% | -56.44% |
| Best Year | 87.59% | 921.46% |
| Worst Year | -23.46% | -90.22% |
| Avg. Up Day | 1.95% | 1.98% |
| Avg. Down Day | -1.29% | -1.5% |
| Avg. Up Week | 4.39% | 12.34% |
| Avg. Down Week | -3.52% | -7.21% |
| Avg. Up Month | 7.0% | 29.05% |
| Avg. Down Month | -5.82% | -20.57% |
| Win Days % | 44.38% | 50.17% |
| Win Month % | 66.67% | 52.17% |
| Win Week % | 60.0% | 47.74% |
| Win Quarter % | 87.5% | 56.25% |
| Win Year % | 75.0% | 75.0% |