| Metric | 12237957:solusd:triple_med_gx:lsma220_90 | 12237957:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 345.91% | 117.97% |
| Max Drawdown | -42.64% | -93.44% |
| Sharpe | 0.63 | 0.36 |
| Sortino | 1.12 | 0.53 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 2.31 | 1.07 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 1.75 | 1.01 |
| Outlier Win Ratio | 35.4 | 3.03 |
| Outlier Loss Ratio | 3.31 | 2.76 |
| Volatility (ann.) | 20.03% | 50.07% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.24 | 0.27 |
| Skew | 6.98 | 0.49 |
| Kurtosis | 177.11 | 11.34 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.46% | 1.79% |
| Expected Yearly % | 45.32% | 21.51% |
| Kelly Criterion | 9.48% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.26% |
| Expected Shortfall (cVaR) | -1.69% | -4.26% |
| Year | 12237957:SOLUSD | 12237957:solusd:triple_med_gx:lsma220_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | -21.02 | 0.24 | + |
| 2023 | 921.46 | 242.89 | 0.26 | - |
| 2024 | 85.41 | 52.70 | 0.62 | - |
| 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.) | 76.31% | 84.92% |
| 5Y (ann.) | 53.0% | 24.82% |
| Metric | 12237957:solusd:triple_med_gx:lsma220_90 | 12237957:SOLUSD |
|---|---|---|
| Max Drawdown | -42.64% | -93.44% |
| Longest DD Days | 221.0 | 703.0 |
| Avg. Drawdown | -4.97% | -12.93% |
| Avg. Drawdown Days | 22.0 | 49.0 |
| Recovery Factor | 8.11 | 1.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-14 | -42.64 | 221 |
| 2024-11-12 | 2025-03-17 | -20.21 | 125 |
| 2023-12-25 | 2024-02-14 | -14.24 | 51 |
| 2023-01-15 | 2023-04-11 | -13.31 | 86 |
| 2025-08-24 | 2025-08-28 | -10.75 | 3 |
| 2023-06-04 | 2023-06-29 | -10.44 | 24 |
| 2024-02-15 | 2024-05-15 | -10.33 | 90 |
| 2022-06-03 | 2022-06-06 | -9.79 | 2 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| Metric | 12237957:solusd:triple_med_gx:lsma220_90 | 12237957: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 | 242.89% | 921.46% |
| Worst Year | -21.02% | -89.1% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.54% | -1.57% |
| Avg. Up Week | 9.19% | 14.29% |
| Avg. Down Week | -5.22% | -7.75% |
| Avg. Up Month | 15.02% | 34.46% |
| Avg. Down Month | -10.35% | -14.59% |
| Win Days % | 49.87% | 50.21% |
| Win Month % | 70.0% | 52.27% |
| Win Week % | 61.4% | 48.13% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |