| Metric | 12241610:solusd:triple_med_gx:lsma220_100 | 12241610:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 238.03% | 117.97% |
| Max Drawdown | -44.0% | -93.44% |
| Sharpe | 0.54 | 0.36 |
| Sortino | 0.94 | 0.53 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 2.22 | 1.07 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.74 | 1.01 |
| Outlier Win Ratio | 37.51 | 2.99 |
| Outlier Loss Ratio | 3.34 | 2.76 |
| Volatility (ann.) | 19.29% | 50.07% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.94 | 0.27 |
| Skew | 7.2 | 0.49 |
| Kurtosis | 199.52 | 11.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.81% | 1.79% |
| Expected Yearly % | 35.59% | 21.51% |
| Kelly Criterion | 8.38% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.26% |
| Expected Shortfall (cVaR) | -1.63% | -4.26% |
| Year | 12241610:SOLUSD | 12241610:solusd:triple_med_gx:lsma220_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.10 | -21.39 | 0.24 | + |
| 2023 | 921.46 | 211.21 | 0.23 | - |
| 2024 | 85.41 | 44.10 | 0.52 | - |
| 2025 | 5.60 | -4.12 | -0.74 | - |
| Metric | 12241610:solusd:triple_med_gx:lsma220_100 | 12241610:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.99% | 26.39% |
| 6M | 3.51% | 38.87% |
| YTD | -4.12% | 5.6% |
| 1Y | 14.86% | 47.35% |
| 3Y (ann.) | 59.59% | 84.92% |
| 5Y (ann.) | 41.41% | 24.82% |
| Metric | 12241610:solusd:triple_med_gx:lsma220_100 | 12241610:SOLUSD |
|---|---|---|
| Max Drawdown | -44.0% | -93.44% |
| Longest DD Days | 221.0 | 703.0 |
| Avg. Drawdown | -5.62% | -12.93% |
| Avg. Drawdown Days | 32.0 | 49.0 |
| Recovery Factor | 5.41 | 1.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-14 | -44.00 | 221 |
| 2024-11-12 | 2025-03-17 | -21.24 | 125 |
| 2025-07-03 | 2025-09-01 | -15.12 | 60 |
| 2023-12-25 | 2024-05-17 | -14.92 | 143 |
| 2023-01-15 | 2023-04-12 | -14.12 | 87 |
| 2023-06-04 | 2023-09-18 | -12.65 | 105 |
| 2024-05-18 | 2024-09-09 | -10.25 | 114 |
| 2022-06-03 | 2022-06-06 | -9.79 | 2 |
| 2024-09-14 | 2024-11-06 | -7.05 | 53 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| Metric | 12241610:solusd:triple_med_gx:lsma220_100 | 12241610:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 31.57% | 43.67% |
| Worst Week | -22.47% | -51.66% |
| Best Month | 67.83% | 140.02% |
| Worst Month | -28.92% | -56.44% |
| Best Year | 211.21% | 921.46% |
| Worst Year | -21.39% | -89.1% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.51% | -1.57% |
| Avg. Up Week | 9.07% | 15.11% |
| Avg. Down Week | -5.57% | -8.29% |
| Avg. Up Month | 13.22% | 34.23% |
| Avg. Down Month | -8.24% | -13.85% |
| Win Days % | 49.73% | 50.21% |
| Win Month % | 65.52% | 52.27% |
| Win Week % | 56.9% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |