| Metric | 12231228:solusd:triple_med_gx:lsma220_70 | 12231228:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 131.47% | 107.06% |
| Max Drawdown | -39.01% | -93.44% |
| Sharpe | 0.42 | 0.35 |
| Sortino | 0.64 | 0.52 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.73 | 1.05 |
| CPC Index | 0.66 | 0.57 |
| Tail Ratio | 1.48 | 1.0 |
| Outlier Win Ratio | 35.47 | 3.07 |
| Outlier Loss Ratio | 3.24 | 2.88 |
| Volatility (ann.) | 18.46% | 50.05% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.69 | 0.25 |
| Skew | 1.91 | 0.48 |
| Kurtosis | 50.59 | 11.39 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.93% | 1.67% |
| Expected Yearly % | 23.35% | 19.96% |
| Kelly Criterion | 6.08% | 3.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.26% |
| Expected Shortfall (cVaR) | -1.57% | -4.26% |
| Year | 12231228:SOLUSD | 12231228:solusd:triple_med_gx:lsma220_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 16.11 | -0.18 | + |
| 2023 | 921.46 | 96.84 | 0.11 | - |
| 2024 | 85.41 | 13.93 | 0.16 | - |
| 2025 | 5.60 | -11.10 | -1.98 | - |
| Metric | 12231228:solusd:triple_med_gx:lsma220_70 | 12231228:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -8.93% | 26.39% |
| 6M | -8.43% | 38.87% |
| YTD | -11.1% | 5.6% |
| 1Y | -23.77% | 47.35% |
| 3Y (ann.) | 23.13% | 84.92% |
| 5Y (ann.) | 27.04% | 23.07% |
| Metric | 12231228:solusd:triple_med_gx:lsma220_70 | 12231228:SOLUSD |
|---|---|---|
| Max Drawdown | -39.01% | -93.44% |
| Longest DD Days | 469.0 | 703.0 |
| Avg. Drawdown | -5.63% | -13.19% |
| Avg. Drawdown Days | 35.0 | 50.0 |
| Recovery Factor | 3.37 | 1.15 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-09-19 | -39.01 | 469 |
| 2024-09-14 | 2025-09-01 | -31.85 | 352 |
| 2023-12-25 | 2024-02-13 | -13.93 | 49 |
| 2024-02-15 | 2024-05-16 | -13.02 | 91 |
| 2024-05-20 | 2024-07-14 | -12.07 | 54 |
| 2022-05-26 | 2022-05-30 | -11.84 | 3 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| 2023-09-20 | 2023-09-29 | -5.52 | 8 |
| 2023-12-22 | 2023-12-23 | -5.00 | 1 |
| 2022-03-28 | 2022-03-29 | -4.90 | 0 |
| Metric | 12231228:solusd:triple_med_gx:lsma220_70 | 12231228:SOLUSD |
|---|---|---|
| Best Day | 16.97% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 25.16% | 43.67% |
| Worst Week | -13.55% | -51.66% |
| Best Month | 39.41% | 140.02% |
| Worst Month | -13.71% | -56.44% |
| Best Year | 96.84% | 921.46% |
| Worst Year | -11.1% | -89.65% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.58% | -1.65% |
| Avg. Up Week | 8.71% | 12.47% |
| Avg. Down Week | -5.29% | -8.0% |
| Avg. Up Month | 13.98% | 33.5% |
| Avg. Down Month | -4.6% | -19.07% |
| Win Days % | 50.55% | 50.23% |
| Win Month % | 48.15% | 52.27% |
| Win Week % | 50.0% | 48.13% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 75.0% | 75.0% |