| Metric | 12244524:solusd:triple_med_gx:lsma250_110 | 12244524:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 744.48% | 116.61% |
| Max Drawdown | -35.19% | -93.44% |
| Sharpe | 0.77 | 0.36 |
| Sortino | 1.33 | 0.53 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.84 | 0.67 |
| Tail Ratio | 1.15 | 1.01 |
| Outlier Win Ratio | 26.43 | 3.34 |
| Outlier Loss Ratio | 3.52 | 2.89 |
| Volatility (ann.) | 22.52% | 49.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.28 | 0.26 |
| Skew | 3.22 | 0.48 |
| Kurtosis | 53.68 | 11.44 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.97% | 1.77% |
| Expected Yearly % | 70.47% | 21.32% |
| Kelly Criterion | 9.8% | 10.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12244524:SOLUSD | 12244524:solusd:triple_med_gx:lsma250_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 34.36 | -0.38 | + |
| 2023 | 921.46 | 69.61 | 0.08 | - |
| 2024 | 85.41 | 112.34 | 1.32 | + |
| 2025 | 6.92 | 74.51 | 10.77 | + |
| Metric | 12244524:solusd:triple_med_gx:lsma250_110 | 12244524:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -11.7% | 24.43% |
| 6M | 8.84% | 56.02% |
| YTD | 74.51% | 6.92% |
| 1Y | 134.8% | 36.69% |
| 3Y (ann.) | 72.64% | 87.68% |
| 5Y (ann.) | 80.39% | 23.83% |
| Metric | 12244524:solusd:triple_med_gx:lsma250_110 | 12244524:SOLUSD |
|---|---|---|
| Max Drawdown | -35.19% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -5.18% | -12.93% |
| Avg. Drawdown Days | 16.0 | 52.0 |
| Recovery Factor | 21.16 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -35.19 | 45 |
| 2024-07-20 | 2024-10-19 | -25.57 | 91 |
| 2022-04-10 | 2022-07-17 | -23.63 | 97 |
| 2023-01-29 | 2023-10-21 | -20.09 | 264 |
| 2025-02-04 | 2025-04-12 | -19.52 | 67 |
| 2025-07-18 | 2025-10-14 | -16.07 | 88 |
| 2024-04-01 | 2024-05-29 | -14.10 | 58 |
| 2022-09-27 | 2022-11-10 | -12.31 | 44 |
| 2024-01-09 | 2024-02-28 | -12.06 | 50 |
| 2024-06-05 | 2024-07-20 | -10.59 | 44 |
| Metric | 12244524:solusd:triple_med_gx:lsma250_110 | 12244524:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 41.95% | 140.02% |
| Worst Month | -28.65% | -56.44% |
| Best Year | 112.34% | 921.46% |
| Worst Year | 34.36% | -89.3% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.47% | -1.55% |
| Avg. Up Week | 9.04% | 12.51% |
| Avg. Down Week | -4.24% | -7.05% |
| Avg. Up Month | 19.96% | 36.37% |
| Avg. Down Month | -6.77% | -20.31% |
| Win Days % | 48.7% | 50.22% |
| Win Month % | 56.41% | 52.27% |
| Win Week % | 57.14% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |