| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 541.34% | 88.64% |
| Max Drawdown | -28.63% | -93.44% |
| Sharpe | 0.9 | 0.33 |
| Sortino | 1.74 | 0.49 |
| Payoff Ratio | 1.53 | 1.36 |
| Profit Factor | 1.55 | 1.05 |
| Common Sense Ratio | 0.72 | 1.06 |
| CPC Index | 1.12 | 0.72 |
| Tail Ratio | 0.47 | 1.01 |
| Outlier Win Ratio | 47.66 | 2.94 |
| Outlier Loss Ratio | 3.85 | 2.51 |
| Volatility (ann.) | 15.0% | 49.88% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.25 | 0.2 |
| Skew | 5.78 | 0.44 |
| Kurtosis | 108.25 | 10.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.12% | 1.39% |
| Expected Yearly % | 59.14% | 17.19% |
| Kelly Criterion | 12.32% | 13.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -4.25% |
| Expected Shortfall (cVaR) | -1.25% | -4.25% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.22 | 11.71 | -0.13 | + |
| 2023 | 921.46 | 112.24 | 0.12 | - |
| 2024 | 85.41 | 34.78 | 0.41 | - |
| 2025 | 1.83 | 100.70 | 54.95 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 10.58% | -7.89% |
| 3M | 17.06% | 5.93% |
| 6M | 23.97% | 37.49% |
| YTD | 100.7% | 1.83% |
| 1Y | 85.65% | 20.5% |
| 3Y (ann.) | 68.71% | 88.09% |
| 5Y (ann.) | 64.31% | 18.48% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -28.63% | -93.44% |
| Longest DD Days | 218.0 | 703.0 |
| Avg. Drawdown | -3.53% | -14.47% |
| Avg. Drawdown Days | 16.0 | 54.0 |
| Recovery Factor | 18.91 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-30 | 2023-04-05 | -28.63 | 218 |
| 2024-11-08 | 2025-01-18 | -15.43 | 71 |
| 2023-12-22 | 2024-02-28 | -15.22 | 68 |
| 2025-08-24 | 2025-10-01 | -12.40 | 38 |
| 2024-06-05 | 2024-07-29 | -12.35 | 53 |
| 2022-05-16 | 2022-07-07 | -11.48 | 52 |
| 2025-03-16 | 2025-04-11 | -8.96 | 26 |
| 2024-03-31 | 2024-05-04 | -8.29 | 33 |
| 2023-04-06 | 2023-08-09 | -7.85 | 125 |
| 2024-07-29 | 2024-08-24 | -7.54 | 25 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -6.32% | -26.94% |
| Best Week | 20.97% | 43.67% |
| Worst Week | -11.98% | -51.66% |
| Best Month | 23.76% | 140.02% |
| Worst Month | -11.14% | -56.44% |
| Best Year | 112.24% | 921.46% |
| Worst Year | 11.71% | -90.22% |
| Avg. Up Day | 1.98% | 2.0% |
| Avg. Down Day | -1.29% | -1.47% |
| Avg. Up Week | 5.56% | 13.53% |
| Avg. Down Week | -3.55% | -6.88% |
| Avg. Up Month | 9.6% | 33.78% |
| Avg. Down Month | -7.24% | -24.84% |
| Win Days % | 46.97% | 50.17% |
| Win Month % | 71.11% | 52.17% |
| Win Week % | 62.0% | 47.74% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |