| Metric | 12246440:solusd:triple_med_gx:lsma250_115 | 12246440:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 405.09% | 113.95% |
| Max Drawdown | -35.41% | -93.44% |
| Sharpe | 0.63 | 0.36 |
| Sortino | 1.06 | 0.53 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.46 | 1.06 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 27.62 | 3.28 |
| Outlier Loss Ratio | 3.42 | 2.91 |
| Volatility (ann.) | 22.48% | 50.05% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.66 | 0.26 |
| Skew | 3.18 | 0.49 |
| Kurtosis | 55.82 | 11.42 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.84% | 1.78% |
| Expected Yearly % | 49.91% | 20.94% |
| Kelly Criterion | 7.96% | 9.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.26% |
| Expected Shortfall (cVaR) | -1.9% | -4.26% |
| Year | 12246440:SOLUSD | 12246440:solusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 11.87 | -0.13 | + |
| 2023 | 921.46 | 75.74 | 0.08 | - |
| 2024 | 85.41 | 87.74 | 1.03 | + |
| 2025 | 5.60 | 36.84 | 6.58 | + |
| Metric | 12246440:solusd:triple_med_gx:lsma250_115 | 12246440:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -13.22% | 26.39% |
| 6M | 13.4% | 38.87% |
| YTD | 36.84% | 5.6% |
| 1Y | 91.59% | 47.35% |
| 3Y (ann.) | 60.94% | 84.92% |
| 5Y (ann.) | 58.87% | 24.28% |
| Metric | 12246440:solusd:triple_med_gx:lsma250_115 | 12246440:SOLUSD |
|---|---|---|
| Max Drawdown | -35.41% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -7.17% | -12.93% |
| Avg. Drawdown Days | 25.0 | 50.0 |
| Recovery Factor | 11.44 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -35.41 | 45 |
| 2022-04-10 | 2022-07-28 | -32.71 | 108 |
| 2024-06-05 | 2024-11-06 | -30.67 | 153 |
| 2025-02-03 | 2025-04-17 | -25.13 | 72 |
| 2025-05-14 | 2025-09-01 | -20.95 | 110 |
| 2023-01-29 | 2023-10-21 | -16.41 | 264 |
| 2024-01-09 | 2024-02-28 | -13.40 | 50 |
| 2024-04-01 | 2024-05-15 | -12.64 | 44 |
| 2022-10-14 | 2022-11-10 | -11.64 | 27 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| Metric | 12246440:solusd:triple_med_gx:lsma250_115 | 12246440:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.31% | 140.02% |
| Worst Month | -29.47% | -56.44% |
| Best Year | 87.74% | 921.46% |
| Worst Year | 11.87% | -89.3% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.54% | -1.58% |
| Avg. Up Week | 10.51% | 12.92% |
| Avg. Down Week | -5.44% | -7.87% |
| Avg. Up Month | 18.57% | 36.37% |
| Avg. Down Month | -7.67% | -21.06% |
| Win Days % | 48.99% | 50.22% |
| Win Month % | 55.26% | 51.16% |
| Win Week % | 58.67% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |