| Metric | 12254585:solusd:triple_med_gx:lsma250_135 | 12254585:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 511.7% | 113.95% |
| Max Drawdown | -36.05% | -93.44% |
| Sharpe | 0.76 | 0.36 |
| Sortino | 1.27 | 0.53 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.95 | 1.06 |
| CPC Index | 0.85 | 0.63 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 32.62 | 3.16 |
| Outlier Loss Ratio | 3.38 | 2.77 |
| Volatility (ann.) | 19.64% | 50.05% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.88 | 0.26 |
| Skew | 2.99 | 0.49 |
| Kurtosis | 67.7 | 11.42 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.3% | 1.78% |
| Expected Yearly % | 57.27% | 20.94% |
| Kelly Criterion | 11.88% | 8.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.26% |
| Expected Shortfall (cVaR) | -1.65% | -4.26% |
| Year | 12254585:SOLUSD | 12254585:solusd:triple_med_gx:lsma250_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | -3.32 | 0.04 | + |
| 2023 | 921.46 | 63.28 | 0.07 | - |
| 2024 | 85.41 | 176.97 | 2.07 | + |
| 2025 | 5.60 | 39.91 | 7.12 | + |
| Metric | 12254585:solusd:triple_med_gx:lsma250_135 | 12254585:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.17% | 26.39% |
| 6M | 47.49% | 38.87% |
| YTD | 39.91% | 5.6% |
| 1Y | 130.27% | 47.35% |
| 3Y (ann.) | 72.69% | 84.92% |
| 5Y (ann.) | 67.81% | 24.28% |
| Metric | 12254585:solusd:triple_med_gx:lsma250_135 | 12254585:SOLUSD |
|---|---|---|
| Max Drawdown | -36.05% | -93.44% |
| Longest DD Days | 266.0 | 703.0 |
| Avg. Drawdown | -5.14% | -12.93% |
| Avg. Drawdown Days | 21.0 | 50.0 |
| Recovery Factor | 14.19 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-12 | -36.05 | 266 |
| 2024-06-05 | 2024-09-19 | -25.26 | 105 |
| 2022-06-12 | 2022-06-15 | -19.73 | 3 |
| 2024-11-30 | 2025-04-12 | -17.35 | 133 |
| 2022-06-16 | 2022-07-16 | -14.02 | 30 |
| 2024-04-01 | 2024-06-05 | -11.13 | 65 |
| 2025-05-14 | 2025-09-01 | -10.56 | 110 |
| 2023-07-27 | 2023-11-25 | -10.21 | 120 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12254585:solusd:triple_med_gx:lsma250_135 | 12254585:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 35.3% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 35.06% | 140.02% |
| Worst Month | -20.26% | -56.44% |
| Best Year | 176.97% | 921.46% |
| Worst Year | -3.32% | -89.3% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.46% | -1.52% |
| Avg. Up Week | 10.03% | 12.92% |
| Avg. Down Week | -3.86% | -7.73% |
| Avg. Up Month | 15.81% | 36.28% |
| Avg. Down Month | -5.14% | -22.91% |
| Win Days % | 51.48% | 50.22% |
| Win Month % | 62.5% | 51.16% |
| Win Week % | 55.93% | 48.13% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |