| Metric | 12154715:solusd:triple_med_gx:lsma250_115 | 12154715:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 234.47% | 84.64% |
| Max Drawdown | -35.78% | -93.44% |
| Sharpe | 0.55 | 0.34 |
| Sortino | 0.98 | 0.51 |
| Payoff Ratio | 1.42 | 1.26 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 2.01 | 1.07 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 1.58 | 1.02 |
| Outlier Win Ratio | 39.23 | 3.25 |
| Outlier Loss Ratio | 3.6 | 2.81 |
| Volatility (ann.) | 19.92% | 50.42% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.2 | 0.21 |
| Skew | 6.73 | 0.49 |
| Kurtosis | 171.32 | 11.47 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.99% | 1.51% |
| Expected Yearly % | 35.24% | 16.57% |
| Kelly Criterion | 4.93% | 10.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.29% |
| Expected Shortfall (cVaR) | -1.69% | -4.29% |
| Year | 12154715:SOLUSD | 12154715:solusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | -32.24 | 0.36 | + |
| 2023 | 921.46 | 283.54 | 0.31 | - |
| 2024 | 85.41 | 50.03 | 0.59 | - |
| 2025 | -8.87 | -14.21 | 1.60 | - |
| Metric | 12154715:solusd:triple_med_gx:lsma250_115 | 12154715:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -6.99% | 36.47% |
| 6M | -14.21% | -8.22% |
| YTD | -14.21% | -8.87% |
| 1Y | -7.08% | 7.09% |
| 3Y (ann.) | 53.83% | 63.14% |
| 5Y (ann.) | 43.09% | 19.96% |
| Metric | 12154715:solusd:triple_med_gx:lsma250_115 | 12154715:SOLUSD |
|---|---|---|
| Max Drawdown | -35.78% | -93.44% |
| Longest DD Days | 384.0 | 703.0 |
| Avg. Drawdown | -7.51% | -12.93% |
| Avg. Drawdown Days | 54.0 | 48.0 |
| Recovery Factor | 6.55 | 0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-01-14 | -35.78 | 280 |
| 2023-01-21 | 2023-11-10 | -27.25 | 293 |
| 2024-06-28 | 2025-07-17 | -24.87 | 384 |
| 2024-01-05 | 2024-03-13 | -14.92 | 68 |
| 2024-03-18 | 2024-06-27 | -10.37 | 101 |
| 2023-01-14 | 2023-01-20 | -6.23 | 6 |
| 2024-03-16 | 2024-03-17 | -5.74 | 1 |
| 2023-12-19 | 2023-12-20 | -5.31 | 1 |
| 2023-12-22 | 2023-12-23 | -5.00 | 1 |
| 2024-03-15 | 2024-03-15 | -3.87 | 0 |
| Metric | 12154715:solusd:triple_med_gx:lsma250_115 | 12154715:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 47.7% | 43.67% |
| Worst Week | -15.26% | -51.66% |
| Best Month | 96.69% | 140.02% |
| Worst Month | -16.63% | -56.44% |
| Best Year | 283.54% | 921.46% |
| Worst Year | -32.24% | -89.3% |
| Avg. Up Day | 2.18% | 2.21% |
| Avg. Down Day | -1.53% | -1.76% |
| Avg. Up Week | 11.98% | 18.4% |
| Avg. Down Week | -4.7% | -7.82% |
| Avg. Up Month | 25.55% | 47.96% |
| Avg. Down Month | -7.66% | -23.46% |
| Win Days % | 44.14% | 50.15% |
| Win Month % | 51.35% | 51.22% |
| Win Week % | 48.61% | 47.22% |
| Win Quarter % | 46.15% | 60.0% |
| Win Year % | 50.0% | 50.0% |