| Metric | 12242698:solusd:triple_med_gx:lsma250_105 | 12242698:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 824.35% | 106.62% |
| Max Drawdown | -38.28% | -93.44% |
| Sharpe | 0.78 | 0.35 |
| Sortino | 1.35 | 0.52 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.82 | 0.67 |
| Tail Ratio | 1.13 | 1.01 |
| Outlier Win Ratio | 24.9 | 3.4 |
| Outlier Loss Ratio | 3.63 | 2.9 |
| Volatility (ann.) | 23.19% | 49.67% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.22 | 0.24 |
| Skew | 3.09 | 0.48 |
| Kurtosis | 48.87 | 11.45 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.18% | 1.66% |
| Expected Yearly % | 74.36% | 19.89% |
| Kelly Criterion | 8.72% | 10.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -4.23% |
| Expected Shortfall (cVaR) | -1.95% | -4.23% |
| Year | 12242698:SOLUSD | 12242698:solusd:triple_med_gx:lsma250_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 35.86 | -0.40 | + |
| 2023 | 921.46 | 151.74 | 0.16 | - |
| 2024 | 85.41 | 80.97 | 0.95 | - |
| 2025 | 1.99 | 49.35 | 24.85 | + |
| Metric | 12242698:solusd:triple_med_gx:lsma250_105 | 12242698:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -18.21% | 17.41% |
| 6M | -3.49% | 52.72% |
| YTD | 49.35% | 1.99% |
| 1Y | 66.44% | 24.46% |
| 3Y (ann.) | 80.56% | 86.57% |
| 5Y (ann.) | 84.87% | 22.2% |
| Metric | 12242698:solusd:triple_med_gx:lsma250_105 | 12242698:SOLUSD |
|---|---|---|
| Max Drawdown | -38.28% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -5.76% | -12.93% |
| Avg. Drawdown Days | 17.0 | 52.0 |
| Recovery Factor | 21.54 | 1.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-25 | -38.28 | 132 |
| 2024-06-05 | 2024-11-06 | -33.55 | 153 |
| 2025-05-14 | 2025-10-16 | -25.48 | 155 |
| 2022-03-25 | 2022-06-15 | -24.77 | 82 |
| 2025-03-25 | 2025-04-12 | -23.09 | 18 |
| 2022-06-16 | 2022-07-18 | -22.40 | 32 |
| 2023-04-30 | 2023-10-21 | -19.55 | 173 |
| 2024-02-18 | 2024-02-28 | -13.52 | 10 |
| 2025-02-04 | 2025-03-24 | -12.43 | 48 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| Metric | 12242698:solusd:triple_med_gx:lsma250_105 | 12242698:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -16.88% | -51.66% |
| Best Month | 42.44% | 140.02% |
| Worst Month | -32.6% | -56.44% |
| Best Year | 151.74% | 921.46% |
| Worst Year | 35.86% | -89.3% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.46% | -1.52% |
| Avg. Up Week | 9.31% | 13.2% |
| Avg. Down Week | -4.97% | -7.05% |
| Avg. Up Month | 19.87% | 38.45% |
| Avg. Down Month | -7.07% | -17.88% |
| Win Days % | 48.24% | 50.2% |
| Win Month % | 57.5% | 52.27% |
| Win Week % | 59.34% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |