| Metric | 12236191:solusd:triple_med_gx:lsma215_85 | 12236191:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 327.75% | 117.97% |
| Max Drawdown | -39.01% | -93.44% |
| Sharpe | 0.62 | 0.36 |
| Sortino | 1.11 | 0.53 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 2.45 | 1.07 |
| CPC Index | 0.83 | 0.61 |
| Tail Ratio | 1.85 | 1.01 |
| Outlier Win Ratio | 36.66 | 3.01 |
| Outlier Loss Ratio | 3.32 | 2.75 |
| Volatility (ann.) | 19.5% | 50.07% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.31 | 0.27 |
| Skew | 7.3 | 0.49 |
| Kurtosis | 192.37 | 11.34 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.36% | 1.79% |
| Expected Yearly % | 43.81% | 21.51% |
| Kelly Criterion | 10.43% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.26% |
| Expected Shortfall (cVaR) | -1.65% | -4.26% |
| Year | 12236191:SOLUSD | 12236191:solusd:triple_med_gx:lsma215_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | -12.27 | 0.14 | + |
| 2023 | 921.46 | 190.48 | 0.21 | - |
| 2024 | 85.41 | 51.78 | 0.61 | - |
| 2025 | 5.60 | 10.59 | 1.89 | + |
| Metric | 12236191:solusd:triple_med_gx:lsma215_85 | 12236191:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 12.18% | 26.39% |
| 6M | 19.75% | 38.87% |
| YTD | 10.59% | 5.6% |
| 1Y | 20.44% | 47.35% |
| 3Y (ann.) | 70.28% | 84.92% |
| 5Y (ann.) | 51.21% | 24.82% |
| Metric | 12236191:solusd:triple_med_gx:lsma215_85 | 12236191:SOLUSD |
|---|---|---|
| Max Drawdown | -39.01% | -93.44% |
| Longest DD Days | 283.0 | 703.0 |
| Avg. Drawdown | -5.3% | -12.93% |
| Avg. Drawdown Days | 27.0 | 49.0 |
| Recovery Factor | 8.4 | 1.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-14 | -39.01 | 221 |
| 2024-11-12 | 2025-08-22 | -22.80 | 283 |
| 2023-01-15 | 2023-04-11 | -13.40 | 86 |
| 2023-06-04 | 2023-09-19 | -12.73 | 106 |
| 2024-07-10 | 2024-11-06 | -11.66 | 118 |
| 2022-05-28 | 2022-06-06 | -11.28 | 9 |
| 2025-08-24 | 2025-08-28 | -10.75 | 3 |
| 2024-05-07 | 2024-05-15 | -10.65 | 8 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| Metric | 12236191:solusd:triple_med_gx:lsma215_85 | 12236191:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 33.92% | 43.67% |
| Worst Week | -21.12% | -51.66% |
| Best Month | 72.52% | 140.02% |
| Worst Month | -28.73% | -56.44% |
| Best Year | 190.48% | 921.46% |
| Worst Year | -12.27% | -89.1% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.5% | -1.65% |
| Avg. Up Week | 8.97% | 14.69% |
| Avg. Down Week | -5.34% | -8.86% |
| Avg. Up Month | 14.91% | 34.52% |
| Avg. Down Month | -8.78% | -13.85% |
| Win Days % | 50.2% | 50.21% |
| Win Month % | 65.52% | 52.27% |
| Win Week % | 61.82% | 48.13% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |