| Metric | 12242641:solusd:triple_med_gx:lsma250_105 | 12242641:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 838.28% | 106.62% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.77 | 0.35 |
| Sortino | 1.34 | 0.52 |
| Payoff Ratio | 1.3 | 1.25 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 24.92 | 3.41 |
| Outlier Loss Ratio | 3.49 | 2.93 |
| Volatility (ann.) | 23.44% | 49.67% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.21 | 0.24 |
| Skew | 3.06 | 0.48 |
| Kurtosis | 48.16 | 11.45 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.22% | 1.66% |
| Expected Yearly % | 75.02% | 19.89% |
| Kelly Criterion | 9.71% | 10.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -4.23% |
| Expected Shortfall (cVaR) | -1.97% | -4.23% |
| Year | 12242641:SOLUSD | 12242641:solusd:triple_med_gx:lsma250_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 97.33 | -1.09 | + |
| 2023 | 921.46 | 99.28 | 0.11 | - |
| 2024 | 85.41 | 42.74 | 0.50 | - |
| 2025 | 1.99 | 67.16 | 33.82 | + |
| Metric | 12242641:solusd:triple_med_gx:lsma250_105 | 12242641:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -12.88% | 17.41% |
| 6M | 7.25% | 52.72% |
| YTD | 67.16% | 1.99% |
| 1Y | 113.82% | 24.46% |
| 3Y (ann.) | 62.7% | 86.57% |
| 5Y (ann.) | 85.64% | 22.2% |
| Metric | 12242641:solusd:triple_med_gx:lsma250_105 | 12242641:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -6.2% | -12.93% |
| Avg. Drawdown Days | 20.0 | 52.0 |
| Recovery Factor | 21.62 | 1.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -38.77 | 45 |
| 2024-04-01 | 2024-11-07 | -36.59 | 220 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-10-16 | -18.38 | 89 |
| 2023-01-29 | 2023-10-21 | -16.96 | 264 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2022-04-10 | 2022-06-14 | -15.11 | 64 |
| 2024-01-09 | 2024-02-28 | -14.91 | 50 |
| 2025-02-04 | 2025-04-04 | -13.14 | 59 |
| 2023-11-25 | 2024-01-09 | -11.65 | 44 |
| Metric | 12242641:solusd:triple_med_gx:lsma250_105 | 12242641:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.75% | 140.02% |
| Worst Month | -29.06% | -56.44% |
| Best Year | 99.28% | 921.46% |
| Worst Year | 42.74% | -89.3% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.5% | -1.57% |
| Avg. Up Week | 9.6% | 11.76% |
| Avg. Down Week | -4.67% | -7.26% |
| Avg. Up Month | 17.05% | 32.71% |
| Avg. Down Month | -6.53% | -18.28% |
| Win Days % | 48.91% | 50.2% |
| Win Month % | 56.41% | 52.27% |
| Win Week % | 54.65% | 48.19% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |