| Metric | 12239764:solusd:triple_med_gx:lsma220_95 | 12239764:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 259.77% | 117.97% |
| Max Drawdown | -48.08% | -93.44% |
| Sharpe | 0.56 | 0.36 |
| Sortino | 0.98 | 0.53 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 2.26 | 1.07 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.76 | 1.01 |
| Outlier Win Ratio | 36.6 | 3.01 |
| Outlier Loss Ratio | 3.32 | 2.76 |
| Volatility (ann.) | 19.7% | 50.07% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.91 | 0.27 |
| Skew | 7.09 | 0.49 |
| Kurtosis | 187.43 | 11.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.95% | 1.79% |
| Expected Yearly % | 37.72% | 21.51% |
| Kelly Criterion | 7.75% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.26% |
| Expected Shortfall (cVaR) | -1.67% | -4.26% |
| Year | 12239764:SOLUSD | 12239764:solusd:triple_med_gx:lsma220_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | -26.74 | 0.30 | + |
| 2023 | 921.46 | 256.64 | 0.28 | - |
| 2024 | 85.41 | 46.20 | 0.54 | - |
| 2025 | 5.60 | -5.82 | -1.04 | - |
| Metric | 12239764:solusd:triple_med_gx:lsma220_95 | 12239764:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -6.27% | 26.39% |
| 6M | 1.9% | 38.87% |
| YTD | -5.82% | 5.6% |
| 1Y | 7.16% | 47.35% |
| 3Y (ann.) | 65.76% | 84.92% |
| 5Y (ann.) | 43.94% | 24.82% |
| Metric | 12239764:solusd:triple_med_gx:lsma220_95 | 12239764:SOLUSD |
|---|---|---|
| Max Drawdown | -48.08% | -93.44% |
| Longest DD Days | 360.0 | 703.0 |
| Avg. Drawdown | -5.37% | -12.93% |
| Avg. Drawdown Days | 30.0 | 49.0 |
| Recovery Factor | 5.4 | 1.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-06-02 | -48.08 | 360 |
| 2024-11-12 | 2025-03-17 | -21.40 | 125 |
| 2025-07-03 | 2025-09-01 | -16.83 | 60 |
| 2023-12-25 | 2024-05-16 | -14.24 | 142 |
| 2023-06-04 | 2023-06-29 | -10.04 | 24 |
| 2022-06-03 | 2022-06-06 | -9.79 | 2 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2024-09-14 | 2024-11-06 | -7.05 | 53 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| 2024-07-10 | 2024-07-14 | -5.85 | 3 |
| Metric | 12239764:solusd:triple_med_gx:lsma220_95 | 12239764:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 34.03% | 43.67% |
| Worst Week | -22.47% | -51.66% |
| Best Month | 70.98% | 140.02% |
| Worst Month | -28.92% | -56.44% |
| Best Year | 256.64% | 921.46% |
| Worst Year | -26.74% | -89.1% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.55% | -1.58% |
| Avg. Up Week | 8.84% | 14.57% |
| Avg. Down Week | -5.9% | -8.29% |
| Avg. Up Month | 14.66% | 35.66% |
| Avg. Down Month | -10.19% | -14.59% |
| Win Days % | 49.34% | 50.21% |
| Win Month % | 65.52% | 52.27% |
| Win Week % | 59.32% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |