| Metric | 12248454:solusd:triple_med_gx:lsma250_120 | 12248454:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 433.08% | 113.95% |
| Max Drawdown | -42.98% | -93.44% |
| Sharpe | 0.65 | 0.36 |
| Sortino | 1.09 | 0.53 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 28.42 | 3.28 |
| Outlier Loss Ratio | 3.45 | 2.88 |
| Volatility (ann.) | 22.23% | 50.05% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.43 | 0.26 |
| Skew | 3.13 | 0.49 |
| Kurtosis | 58.45 | 11.42 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.97% | 1.78% |
| Expected Yearly % | 51.95% | 20.94% |
| Kelly Criterion | 8.68% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.26% |
| Expected Shortfall (cVaR) | -1.87% | -4.26% |
| Year | 12248454:SOLUSD | 12248454:solusd:triple_med_gx:lsma250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | -0.08 | 0.00 | + |
| 2023 | 921.46 | 83.12 | 0.09 | - |
| 2024 | 85.41 | 107.60 | 1.26 | + |
| 2025 | 5.60 | 40.33 | 7.20 | + |
| Metric | 12248454:solusd:triple_med_gx:lsma250_120 | 12248454:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -5.71% | 26.39% |
| 6M | 16.56% | 38.87% |
| YTD | 40.33% | 5.6% |
| 1Y | 92.33% | 47.35% |
| 3Y (ann.) | 69.64% | 84.92% |
| 5Y (ann.) | 61.34% | 24.28% |
| Metric | 12248454:solusd:triple_med_gx:lsma250_120 | 12248454:SOLUSD |
|---|---|---|
| Max Drawdown | -42.98% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -7.41% | -12.93% |
| Avg. Drawdown Days | 25.0 | 50.0 |
| Recovery Factor | 10.08 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-07-29 | -42.98 | 125 |
| 2022-12-16 | 2023-01-03 | -29.41 | 18 |
| 2024-06-05 | 2024-10-04 | -29.26 | 120 |
| 2025-02-04 | 2025-04-17 | -25.39 | 72 |
| 2023-01-29 | 2023-04-14 | -17.90 | 74 |
| 2022-07-30 | 2022-11-10 | -16.15 | 102 |
| 2025-05-14 | 2025-09-01 | -15.44 | 110 |
| 2024-04-01 | 2024-05-16 | -13.08 | 45 |
| 2023-04-30 | 2023-10-21 | -12.53 | 173 |
| 2024-01-09 | 2024-02-28 | -11.86 | 50 |
| Metric | 12248454:solusd:triple_med_gx:lsma250_120 | 12248454: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 | 33.44% | 140.02% |
| Worst Month | -22.91% | -56.44% |
| Best Year | 107.6% | 921.46% |
| Worst Year | -0.08% | -89.3% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.51% | -1.57% |
| Avg. Up Week | 9.84% | 11.72% |
| Avg. Down Week | -4.86% | -7.95% |
| Avg. Up Month | 15.22% | 34.78% |
| Avg. Down Month | -6.31% | -18.67% |
| Win Days % | 49.01% | 50.22% |
| Win Month % | 53.85% | 51.16% |
| Win Week % | 55.41% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |