| Metric | 12232784:solusd:triple_med_gx:lsma220_75 | 12232784:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 204.73% | 117.97% |
| Max Drawdown | -47.51% | -93.44% |
| Sharpe | 0.49 | 0.36 |
| Sortino | 0.83 | 0.53 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.66 | 1.07 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.36 | 1.01 |
| Outlier Win Ratio | 34.06 | 3.11 |
| Outlier Loss Ratio | 3.36 | 2.87 |
| Volatility (ann.) | 19.99% | 50.07% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.79 | 0.27 |
| Skew | 5.74 | 0.49 |
| Kurtosis | 158.47 | 11.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.56% | 1.79% |
| Expected Yearly % | 32.12% | 21.51% |
| Kelly Criterion | 6.85% | 6.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.26% |
| Expected Shortfall (cVaR) | -1.69% | -4.26% |
| Year | 12232784:SOLUSD | 12232784:solusd:triple_med_gx:lsma220_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | -27.23 | 0.31 | + |
| 2023 | 921.46 | 224.02 | 0.24 | - |
| 2024 | 85.41 | 31.56 | 0.37 | - |
| 2025 | 5.60 | -1.77 | -0.32 | - |
| Metric | 12232784:solusd:triple_med_gx:lsma220_75 | 12232784:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.69% | 26.39% |
| 6M | 5.11% | 38.87% |
| YTD | -1.77% | 5.6% |
| 1Y | -1.74% | 47.35% |
| 3Y (ann.) | 56.51% | 84.92% |
| 5Y (ann.) | 37.3% | 24.82% |
| Metric | 12232784:solusd:triple_med_gx:lsma220_75 | 12232784:SOLUSD |
|---|---|---|
| Max Drawdown | -47.51% | -93.44% |
| Longest DD Days | 309.0 | 703.0 |
| Avg. Drawdown | -5.89% | -12.93% |
| Avg. Drawdown Days | 32.0 | 49.0 |
| Recovery Factor | 4.31 | 1.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-04-12 | -47.51 | 309 |
| 2024-05-18 | 2025-03-15 | -20.88 | 301 |
| 2025-03-17 | 2025-08-28 | -17.48 | 164 |
| 2023-06-04 | 2023-07-07 | -14.45 | 32 |
| 2023-12-25 | 2024-02-12 | -14.24 | 49 |
| 2022-05-26 | 2022-06-06 | -12.14 | 10 |
| 2024-02-15 | 2024-05-16 | -11.48 | 91 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| 2022-03-28 | 2022-05-26 | -5.24 | 58 |
| Metric | 12232784:solusd:triple_med_gx:lsma220_75 | 12232784: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 | 224.02% | 921.46% |
| Worst Year | -27.23% | -89.1% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.55% | -1.62% |
| Avg. Up Week | 9.33% | 14.45% |
| Avg. Down Week | -6.15% | -8.7% |
| Avg. Up Month | 13.76% | 34.46% |
| Avg. Down Month | -8.38% | -18.13% |
| Win Days % | 49.41% | 50.21% |
| Win Month % | 64.52% | 52.27% |
| Win Week % | 57.63% | 48.13% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |