| Metric | 12244404:solusd:triple_med_gx:lsma220_110 | 12244404:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 743.76% | 125.79% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.82 | 0.36 |
| Sortino | 1.42 | 0.53 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 1.99 | 1.07 |
| CPC Index | 0.9 | 0.68 |
| Tail Ratio | 1.46 | 1.01 |
| Outlier Win Ratio | 30.92 | 3.27 |
| Outlier Loss Ratio | 3.45 | 2.82 |
| Volatility (ann.) | 20.46% | 49.7% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.11 | 0.27 |
| Skew | 3.29 | 0.48 |
| Kurtosis | 52.86 | 11.37 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.85% | 1.83% |
| Expected Yearly % | 70.43% | 22.58% |
| Kelly Criterion | 11.76% | 11.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -4.23% |
| Expected Shortfall (cVaR) | -1.72% | -4.23% |
| Year | 12244404:SOLUSD | 12244404:solusd:triple_med_gx:lsma220_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | 39.25 | -0.44 | + |
| 2023 | 921.46 | 128.21 | 0.14 | - |
| 2024 | 85.41 | 44.72 | 0.52 | - |
| 2025 | 6.92 | 83.47 | 12.07 | + |
| Metric | 12244404:solusd:triple_med_gx:lsma220_110 | 12244404:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -0.04% | 24.43% |
| 6M | 13.25% | 56.02% |
| YTD | 83.47% | 6.92% |
| 1Y | 157.36% | 36.69% |
| 3Y (ann.) | 71.71% | 87.68% |
| 5Y (ann.) | 79.79% | 25.11% |
| Metric | 12244404:solusd:triple_med_gx:lsma220_110 | 12244404:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 309.0 | 703.0 |
| Avg. Drawdown | -5.04% | -12.56% |
| Avg. Drawdown Days | 20.0 | 48.0 |
| Recovery Factor | 19.63 | 1.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-20 | -37.89 | 309 |
| 2024-08-02 | 2024-11-10 | -23.12 | 99 |
| 2025-04-04 | 2025-05-08 | -18.54 | 34 |
| 2022-03-22 | 2022-06-20 | -18.05 | 89 |
| 2025-05-14 | 2025-10-14 | -16.76 | 153 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-09-27 | 2022-11-10 | -13.73 | 44 |
| 2023-11-25 | 2024-03-24 | -12.94 | 120 |
| 2024-05-10 | 2024-07-15 | -10.83 | 65 |
| 2025-01-19 | 2025-03-24 | -10.47 | 63 |
| Metric | 12244404:solusd:triple_med_gx:lsma220_110 | 12244404:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 24.43% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -24.17% | -56.44% |
| Best Year | 128.21% | 921.46% |
| Worst Year | 39.25% | -88.85% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.46% | -1.54% |
| Avg. Up Week | 10.28% | 13.73% |
| Avg. Down Week | -3.77% | -7.09% |
| Avg. Up Month | 18.72% | 26.92% |
| Avg. Down Month | -7.26% | -21.38% |
| Win Days % | 49.52% | 50.22% |
| Win Month % | 57.89% | 53.33% |
| Win Week % | 57.14% | 48.45% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |