| Metric | 12242634:solusd:triple_med_gx:lsma220_105 | 12242634:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 845.01% | 115.38% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.79 | 0.35 |
| Sortino | 1.35 | 0.52 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.85 | 0.66 |
| Tail Ratio | 1.28 | 1.01 |
| Outlier Win Ratio | 26.07 | 3.34 |
| Outlier Loss Ratio | 3.43 | 2.89 |
| Volatility (ann.) | 22.62% | 49.68% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.2 | 0.25 |
| Skew | 3.03 | 0.48 |
| Kurtosis | 51.86 | 11.37 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.12% | 1.72% |
| Expected Yearly % | 75.33% | 21.14% |
| Kelly Criterion | 10.69% | 9.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.23% |
| Expected Shortfall (cVaR) | -1.9% | -4.23% |
| Year | 12242634:SOLUSD | 12242634:solusd:triple_med_gx:lsma220_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | 105.84 | -1.19 | + |
| 2023 | 921.46 | 81.38 | 0.09 | - |
| 2024 | 85.41 | 43.13 | 0.50 | - |
| 2025 | 1.99 | 76.85 | 38.70 | + |
| Metric | 12242634:solusd:triple_med_gx:lsma220_105 | 12242634:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -12.4% | 17.41% |
| 6M | 9.64% | 52.72% |
| YTD | 76.85% | 1.99% |
| 1Y | 118.73% | 24.46% |
| 3Y (ann.) | 57.0% | 86.57% |
| 5Y (ann.) | 85.31% | 23.46% |
| Metric | 12242634:solusd:triple_med_gx:lsma220_105 | 12242634:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 310.0 | 703.0 |
| Avg. Drawdown | -5.75% | -12.56% |
| Avg. Drawdown Days | 20.0 | 48.0 |
| Recovery Factor | 21.8 | 1.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-21 | -38.77 | 310 |
| 2024-04-01 | 2024-11-07 | -32.05 | 220 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-11-25 | 2024-02-29 | -17.07 | 95 |
| 2025-07-18 | 2025-10-16 | -17.03 | 89 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2022-04-10 | 2022-06-14 | -15.25 | 64 |
| 2025-02-04 | 2025-03-24 | -10.10 | 48 |
| 2022-09-27 | 2022-11-10 | -10.01 | 43 |
| 2024-11-12 | 2025-01-15 | -8.75 | 64 |
| Metric | 12242634:solusd:triple_med_gx:lsma220_105 | 12242634:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 25.21% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.75% | 140.02% |
| Worst Month | -29.19% | -56.44% |
| Best Year | 105.84% | 921.46% |
| Worst Year | 43.13% | -88.85% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.49% | -1.58% |
| Avg. Up Week | 10.08% | 11.43% |
| Avg. Down Week | -4.32% | -7.4% |
| Avg. Up Month | 16.25% | 31.95% |
| Avg. Down Month | -7.72% | -19.35% |
| Win Days % | 49.56% | 50.2% |
| Win Month % | 61.54% | 53.33% |
| Win Week % | 53.66% | 48.45% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |