| Metric | 12246548:solusd:triple_med_gx:lsma220_115 | 12246548:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 421.06% | 123.02% |
| Max Drawdown | -40.57% | -93.44% |
| Sharpe | 0.64 | 0.36 |
| Sortino | 1.08 | 0.54 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.26 | 1.01 |
| Outlier Win Ratio | 28.18 | 3.23 |
| Outlier Loss Ratio | 3.43 | 2.88 |
| Volatility (ann.) | 21.91% | 50.06% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.48 | 0.27 |
| Skew | 3.16 | 0.49 |
| Kurtosis | 59.11 | 11.34 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.82% | 1.84% |
| Expected Yearly % | 51.08% | 22.2% |
| Kelly Criterion | 8.27% | 8.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.26% |
| Expected Shortfall (cVaR) | -1.85% | -4.26% |
| Year | 12246548:SOLUSD | 12246548:solusd:triple_med_gx:lsma220_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | 29.87 | -0.34 | + |
| 2023 | 921.46 | 71.62 | 0.08 | - |
| 2024 | 85.41 | 92.20 | 1.08 | + |
| 2025 | 5.60 | 21.63 | 3.86 | + |
| Metric | 12246548:solusd:triple_med_gx:lsma220_115 | 12246548:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -1.39% | 26.39% |
| 6M | 16.02% | 38.87% |
| YTD | 21.63% | 5.6% |
| 1Y | 88.6% | 47.35% |
| 3Y (ann.) | 59.34% | 84.92% |
| 5Y (ann.) | 59.88% | 25.61% |
| Metric | 12246548:solusd:triple_med_gx:lsma220_115 | 12246548:SOLUSD |
|---|---|---|
| Max Drawdown | -40.57% | -93.44% |
| Longest DD Days | 221.0 | 703.0 |
| Avg. Drawdown | -6.63% | -12.56% |
| Avg. Drawdown Days | 25.0 | 47.0 |
| Recovery Factor | 10.38 | 1.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-13 | -40.57 | 114 |
| 2022-03-02 | 2022-07-18 | -30.46 | 138 |
| 2022-12-16 | 2023-07-26 | -26.93 | 221 |
| 2024-06-05 | 2024-10-04 | -26.19 | 120 |
| 2022-07-30 | 2022-11-10 | -21.37 | 102 |
| 2023-11-25 | 2024-02-29 | -16.20 | 95 |
| 2024-03-26 | 2024-05-16 | -15.11 | 51 |
| 2025-05-14 | 2025-09-01 | -12.52 | 110 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12246548:solusd:triple_med_gx:lsma220_115 | 12246548:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 24.82% | 43.67% |
| Worst Week | -12.53% | -51.66% |
| Best Month | 36.83% | 140.02% |
| Worst Month | -20.35% | -56.44% |
| Best Year | 92.2% | 921.46% |
| Worst Year | 21.63% | -88.85% |
| Avg. Up Day | 1.91% | 1.91% |
| Avg. Down Day | -1.53% | -1.6% |
| Avg. Up Week | 9.43% | 11.57% |
| Avg. Down Week | -4.81% | -7.88% |
| Avg. Up Month | 14.2% | 24.6% |
| Avg. Down Month | -8.26% | -22.67% |
| Win Days % | 49.06% | 50.22% |
| Win Month % | 63.16% | 52.27% |
| Win Week % | 58.11% | 48.4% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |