| Metric | 12228412:solusd:triple_med_gx:lsma250_65 | 12228412:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 195.09% | 84.64% |
| Max Drawdown | -47.83% | -93.44% |
| Sharpe | 0.44 | 0.34 |
| Sortino | 0.72 | 0.51 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 25.37 | 3.45 |
| Outlier Loss Ratio | 3.52 | 3.07 |
| Volatility (ann.) | 25.33% | 50.42% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.79 | 0.21 |
| Skew | 3.78 | 0.49 |
| Kurtosis | 86.16 | 11.47 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.67% | 1.51% |
| Expected Yearly % | 31.07% | 16.57% |
| Kelly Criterion | 5.0% | 6.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -4.29% |
| Expected Shortfall (cVaR) | -2.15% | -4.29% |
| Year | 12228412:SOLUSD | 12228412:solusd:triple_med_gx:lsma250_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | -10.89 | 0.12 | + |
| 2023 | 921.46 | 273.40 | 0.30 | - |
| 2024 | 85.41 | -1.74 | -0.02 | - |
| 2025 | -8.87 | -9.74 | 1.10 | - |
| Metric | 12228412:solusd:triple_med_gx:lsma250_65 | 12228412:SOLUSD |
|---|---|---|
| MTD | 12.17% | 11.11% |
| 3M | 30.37% | 36.47% |
| 6M | -9.06% | -8.22% |
| YTD | -9.74% | -8.87% |
| 1Y | -17.64% | 7.09% |
| 3Y (ann.) | 31.31% | 63.14% |
| 5Y (ann.) | 37.87% | 19.96% |
| Metric | 12228412:solusd:triple_med_gx:lsma250_65 | 12228412:SOLUSD |
|---|---|---|
| Max Drawdown | -47.83% | -93.44% |
| Longest DD Days | 352.0 | 703.0 |
| Avg. Drawdown | -9.75% | -12.93% |
| Avg. Drawdown Days | 37.0 | 48.0 |
| Recovery Factor | 4.08 | 0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-29 | -47.83 | 84 |
| 2024-07-29 | 2025-07-17 | -46.73 | 352 |
| 2023-11-20 | 2024-05-16 | -26.41 | 178 |
| 2022-03-09 | 2022-06-15 | -19.22 | 98 |
| 2023-01-29 | 2023-04-11 | -17.74 | 71 |
| 2023-07-20 | 2023-10-30 | -16.82 | 102 |
| 2022-07-18 | 2022-07-30 | -16.75 | 12 |
| 2022-07-30 | 2022-11-05 | -16.55 | 97 |
| 2022-06-16 | 2022-07-04 | -15.70 | 18 |
| 2023-04-11 | 2023-06-30 | -14.85 | 79 |
| Metric | 12228412:solusd:triple_med_gx:lsma250_65 | 12228412:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -16.05% | -26.94% |
| Best Week | 38.38% | 43.67% |
| Worst Week | -39.44% | -51.66% |
| Best Month | 61.21% | 140.02% |
| Worst Month | -34.67% | -56.44% |
| Best Year | 273.4% | 921.46% |
| Worst Year | -10.89% | -89.3% |
| Avg. Up Day | 1.9% | 1.9% |
| Avg. Down Day | -1.58% | -1.66% |
| Avg. Up Week | 11.28% | 16.12% |
| Avg. Down Week | -6.43% | -9.35% |
| Avg. Up Month | 20.59% | 38.75% |
| Avg. Down Month | -10.15% | -24.3% |
| Win Days % | 48.14% | 50.15% |
| Win Month % | 55.56% | 51.22% |
| Win Week % | 50.54% | 47.22% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 25.0% | 50.0% |