| Metric | 12237957:solusd:triple_med_gx:lsma220_90 | 12237957:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 31.43% | 19.47% |
| Max Drawdown | -20.21% | -64.93% |
| Sharpe | 0.46 | 0.29 |
| Sortino | 0.78 | 0.44 |
| Payoff Ratio | 1.33 | 1.29 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 2.34 | 1.07 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | 1.92 | 1.03 |
| Outlier Win Ratio | 40.78 | 2.64 |
| Outlier Loss Ratio | 3.48 | 2.76 |
| Volatility (ann.) | 13.81% | 42.69% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.21 | 0.24 |
| Skew | 3.89 | 0.62 |
| Kurtosis | 64.74 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.72% | 1.12% |
| Expected Yearly % | 14.64% | 9.3% |
| Kelly Criterion | 6.09% | 10.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -3.64% |
| Expected Shortfall (cVaR) | -1.17% | -3.64% |
| Year | 12237957:SOLUSD | 12237957:solusd:triple_med_gx:lsma220_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 21.89 | 1.67 | + |
| 2025 | 5.60 | 7.83 | 1.40 | + |
| Metric | 12237957:solusd:triple_med_gx:lsma220_90 | 12237957:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 8.23% | 26.39% |
| 6M | 14.91% | 38.87% |
| YTD | 7.83% | 5.6% |
| 1Y | 22.59% | 47.35% |
| 3Y (ann.) | 24.39% | 15.27% |
| 5Y (ann.) | 24.39% | 15.27% |
| Metric | 12237957:solusd:triple_med_gx:lsma220_90 | 12237957:SOLUSD |
|---|---|---|
| Max Drawdown | -20.21% | -64.93% |
| Longest DD Days | 125.0 | 224.0 |
| Avg. Drawdown | -5.51% | -11.98% |
| Avg. Drawdown Days | 27.0 | 26.0 |
| Recovery Factor | 1.56 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-03-17 | -20.21 | 125 |
| 2025-08-24 | 2025-08-28 | -10.75 | 3 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2025-07-03 | 2025-08-22 | -7.87 | 50 |
| 2024-09-30 | 2024-11-06 | -6.03 | 37 |
| 2024-07-10 | 2024-07-14 | -5.85 | 3 |
| 2025-03-17 | 2025-07-02 | -5.00 | 107 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2025-08-23 | 2025-08-24 | -2.53 | 0 |
| Metric | 12237957:solusd:triple_med_gx:lsma220_90 | 12237957:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.1% | -14.23% |
| Best Week | 11.49% | 21.25% |
| Worst Week | -13.09% | -17.1% |
| Best Month | 14.54% | 41.15% |
| Worst Month | -6.16% | -36.08% |
| Best Year | 21.89% | 13.13% |
| Worst Year | 7.83% | 5.6% |
| Avg. Up Day | 1.68% | 1.69% |
| Avg. Down Day | -1.27% | -1.31% |
| Avg. Up Week | 5.37% | 10.95% |
| Avg. Down Week | -3.78% | -6.71% |
| Avg. Up Month | 7.65% | 20.75% |
| Avg. Down Month | -0.61% | -0.61% |
| Win Days % | 46.46% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 55.56% | 53.73% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |