| Metric | 12237956:solusd:triple_med_gx:lsma215_90 | 12237956:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 337.26% | 117.97% |
| Max Drawdown | -39.01% | -93.44% |
| Sharpe | 0.64 | 0.36 |
| Sortino | 1.15 | 0.53 |
| Payoff Ratio | 1.24 | 1.15 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 2.78 | 1.07 |
| CPC Index | 0.84 | 0.61 |
| Tail Ratio | 2.07 | 1.01 |
| Outlier Win Ratio | 37.92 | 2.99 |
| Outlier Loss Ratio | 3.28 | 2.73 |
| Volatility (ann.) | 19.22% | 50.07% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.34 | 0.27 |
| Skew | 7.63 | 0.49 |
| Kurtosis | 203.56 | 11.34 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.41% | 1.79% |
| Expected Yearly % | 44.61% | 21.51% |
| Kelly Criterion | 10.81% | 6.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.26% |
| Expected Shortfall (cVaR) | -1.62% | -4.26% |
| Year | 12237956:SOLUSD | 12237956:solusd:triple_med_gx:lsma215_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | -16.51 | 0.19 | + |
| 2023 | 921.46 | 215.37 | 0.23 | - |
| 2024 | 85.41 | 47.39 | 0.55 | - |
| 2025 | 5.60 | 12.67 | 2.26 | + |
| Metric | 12237956:solusd:triple_med_gx:lsma215_90 | 12237956:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 18.21% | 26.39% |
| 6M | 23.24% | 38.87% |
| YTD | 12.67% | 5.6% |
| 1Y | 22.71% | 47.35% |
| 3Y (ann.) | 71.78% | 84.92% |
| 5Y (ann.) | 52.15% | 24.82% |
| Metric | 12237956:solusd:triple_med_gx:lsma215_90 | 12237956:SOLUSD |
|---|---|---|
| Max Drawdown | -39.01% | -93.44% |
| Longest DD Days | 283.0 | 703.0 |
| Avg. Drawdown | -5.19% | -12.93% |
| Avg. Drawdown Days | 28.0 | 49.0 |
| Recovery Factor | 8.65 | 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 | -23.57 | 283 |
| 2023-01-15 | 2023-04-11 | -12.70 | 86 |
| 2024-07-10 | 2024-11-06 | -11.66 | 118 |
| 2022-03-28 | 2022-06-06 | -11.09 | 70 |
| 2025-08-24 | 2025-08-28 | -10.75 | 3 |
| 2024-05-07 | 2024-05-15 | -10.65 | 8 |
| 2023-06-04 | 2023-09-19 | -10.30 | 106 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| Metric | 12237956:solusd:triple_med_gx:lsma215_90 | 12237956: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 | 215.37% | 921.46% |
| Worst Year | -16.51% | -89.1% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.52% | -1.65% |
| Avg. Up Week | 8.98% | 14.3% |
| Avg. Down Week | -5.29% | -7.64% |
| Avg. Up Month | 15.52% | 34.52% |
| Avg. Down Month | -8.38% | -13.85% |
| Win Days % | 50.63% | 50.21% |
| Win Month % | 64.29% | 52.27% |
| Win Week % | 61.11% | 48.13% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |