| Metric | 12239765:solusd:triple_med_gx:lsma215_95 | 12239765:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 269.84% | 117.97% |
| Max Drawdown | -42.37% | -93.44% |
| Sharpe | 0.58 | 0.36 |
| Sortino | 1.04 | 0.53 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 2.72 | 1.07 |
| CPC Index | 0.81 | 0.6 |
| Tail Ratio | 2.07 | 1.01 |
| Outlier Win Ratio | 38.76 | 2.94 |
| Outlier Loss Ratio | 3.25 | 2.73 |
| Volatility (ann.) | 18.89% | 50.07% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.06 | 0.27 |
| Skew | 7.76 | 0.49 |
| Kurtosis | 215.88 | 11.34 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.02% | 1.79% |
| Expected Yearly % | 38.68% | 21.51% |
| Kelly Criterion | 9.66% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -4.26% |
| Expected Shortfall (cVaR) | -1.6% | -4.26% |
| Year | 12239765:SOLUSD | 12239765:solusd:triple_med_gx:lsma215_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | -20.25 | 0.23 | + |
| 2023 | 921.46 | 230.45 | 0.25 | - |
| 2024 | 85.41 | 42.59 | 0.50 | - |
| 2025 | 5.60 | -1.59 | -0.28 | - |
| Metric | 12239765:solusd:triple_med_gx:lsma215_95 | 12239765:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 2.38% | 26.39% |
| 6M | 9.28% | 38.87% |
| YTD | -1.59% | 5.6% |
| 1Y | 8.38% | 47.35% |
| 3Y (ann.) | 62.67% | 84.92% |
| 5Y (ann.) | 45.08% | 24.82% |
| Metric | 12239765:solusd:triple_med_gx:lsma215_95 | 12239765:SOLUSD |
|---|---|---|
| Max Drawdown | -42.37% | -93.44% |
| Longest DD Days | 290.0 | 703.0 |
| Avg. Drawdown | -5.41% | -12.93% |
| Avg. Drawdown Days | 31.0 | 49.0 |
| Recovery Factor | 6.37 | 1.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-14 | -42.37 | 221 |
| 2024-11-12 | 2025-08-29 | -24.72 | 290 |
| 2023-01-15 | 2023-04-11 | -13.64 | 86 |
| 2024-02-15 | 2024-05-15 | -11.17 | 90 |
| 2022-03-28 | 2022-06-06 | -11.09 | 70 |
| 2024-09-14 | 2024-11-06 | -11.02 | 53 |
| 2023-06-04 | 2023-09-18 | -10.04 | 105 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| Metric | 12239765:solusd:triple_med_gx:lsma215_95 | 12239765:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 32.22% | 43.67% |
| Worst Week | -21.12% | -51.66% |
| Best Month | 70.32% | 140.02% |
| Worst Month | -28.73% | -56.44% |
| Best Year | 230.45% | 921.46% |
| Worst Year | -20.25% | -89.1% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.54% | -1.67% |
| Avg. Up Week | 8.94% | 14.89% |
| Avg. Down Week | -5.76% | -8.21% |
| Avg. Up Month | 16.6% | 37.87% |
| Avg. Down Month | -8.06% | -13.85% |
| Win Days % | 50.36% | 50.21% |
| Win Month % | 57.14% | 52.27% |
| Win Week % | 60.38% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |