| Metric | 12231145:solusd:triple_med_gx:lsma220_70 | 12231145:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 162.38% | 117.97% |
| Max Drawdown | -45.52% | -93.44% |
| Sharpe | 0.44 | 0.36 |
| Sortino | 0.73 | 0.53 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.29 | 1.01 |
| Outlier Win Ratio | 33.49 | 3.07 |
| Outlier Loss Ratio | 3.39 | 2.88 |
| Volatility (ann.) | 19.93% | 50.07% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.69 | 0.27 |
| Skew | 5.59 | 0.49 |
| Kurtosis | 159.15 | 11.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.22% | 1.79% |
| Expected Yearly % | 27.27% | 21.51% |
| Kelly Criterion | 6.07% | 6.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.26% |
| Expected Shortfall (cVaR) | -1.69% | -4.26% |
| Year | 12231145:SOLUSD | 12231145:solusd:triple_med_gx:lsma220_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | -29.46 | 0.33 | + |
| 2023 | 921.46 | 236.80 | 0.26 | - |
| 2024 | 85.41 | 27.12 | 0.32 | - |
| 2025 | 5.60 | -13.13 | -2.34 | - |
| Metric | 12231145:solusd:triple_med_gx:lsma220_70 | 12231145:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -14.58% | 26.39% |
| 6M | -7.34% | 38.87% |
| YTD | -13.13% | 5.6% |
| 1Y | -10.24% | 47.35% |
| 3Y (ann.) | 51.19% | 84.92% |
| 5Y (ann.) | 31.58% | 24.82% |
| Metric | 12231145:solusd:triple_med_gx:lsma220_70 | 12231145:SOLUSD |
|---|---|---|
| Max Drawdown | -45.52% | -93.44% |
| Longest DD Days | 470.0 | 703.0 |
| Avg. Drawdown | -5.31% | -12.93% |
| Avg. Drawdown Days | 34.0 | 49.0 |
| Recovery Factor | 3.57 | 1.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-28 | 2023-01-14 | -45.52 | 292 |
| 2024-05-18 | 2025-09-01 | -22.41 | 470 |
| 2023-06-04 | 2023-07-07 | -14.45 | 32 |
| 2023-12-25 | 2024-02-10 | -14.24 | 46 |
| 2024-02-15 | 2024-05-17 | -13.80 | 92 |
| 2023-03-20 | 2023-04-11 | -11.51 | 22 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| 2023-01-15 | 2023-03-20 | -5.65 | 64 |
| 2024-02-10 | 2024-02-12 | -5.41 | 2 |
| 2023-12-22 | 2023-12-23 | -5.00 | 1 |
| Metric | 12231145:solusd:triple_med_gx:lsma220_70 | 12231145:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 36.29% | 43.67% |
| Worst Week | -22.47% | -51.66% |
| Best Month | 73.85% | 140.02% |
| Worst Month | -28.92% | -56.44% |
| Best Year | 236.8% | 921.46% |
| Worst Year | -29.46% | -89.1% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.54% | -1.59% |
| Avg. Up Week | 9.72% | 15.1% |
| Avg. Down Week | -6.15% | -8.79% |
| Avg. Up Month | 15.61% | 36.97% |
| Avg. Down Month | -8.04% | -17.31% |
| Win Days % | 49.37% | 50.21% |
| Win Month % | 56.25% | 52.27% |
| Win Week % | 55.0% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |