| Metric | 12254746:solusd:triple_med_gx:lsma200_135 | 12254746:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 316.67% | 56.63% |
| Max Drawdown | -29.84% | -93.44% |
| Sharpe | 0.63 | 0.31 |
| Sortino | 1.04 | 0.45 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 2.24 | 1.04 |
| CPC Index | 0.77 | 0.57 |
| Tail Ratio | 1.73 | 0.99 |
| Outlier Win Ratio | 39.21 | 3.09 |
| Outlier Loss Ratio | 3.42 | 2.72 |
| Volatility (ann.) | 17.29% | 49.52% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.53 | 0.13 |
| Skew | 3.22 | 0.46 |
| Kurtosis | 74.18 | 11.11 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.08% | 0.96% |
| Expected Yearly % | 42.87% | 11.87% |
| Kelly Criterion | 9.5% | 3.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -4.22% |
| Expected Shortfall (cVaR) | -1.46% | -4.22% |
| Year | 12254746:SOLUSD | 12254746:solusd:triple_med_gx:lsma200_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | 22.27 | -0.25 | + |
| 2023 | 921.46 | 21.53 | 0.02 | - |
| 2024 | 85.41 | 123.23 | 1.44 | + |
| 2025 | -24.23 | 25.62 | -1.06 | + |
| Metric | 12254746:solusd:triple_med_gx:lsma200_135 | 12254746:SOLUSD |
|---|---|---|
| MTD | 0.0% | 7.15% |
| 3M | 3.32% | -32.14% |
| 6M | 10.51% | -7.87% |
| YTD | 25.62% | -24.23% |
| 1Y | 22.78% | -38.89% |
| 3Y (ann.) | 40.07% | 120.59% |
| 5Y (ann.) | 45.74% | 12.57% |
| Metric | 12254746:solusd:triple_med_gx:lsma200_135 | 12254746:SOLUSD |
|---|---|---|
| Max Drawdown | -29.84% | -93.44% |
| Longest DD Days | 586.0 | 703.0 |
| Avg. Drawdown | -5.8% | -12.93% |
| Avg. Drawdown Days | 33.0 | 51.0 |
| Recovery Factor | 10.61 | 0.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-02-26 | -29.84 | 586 |
| 2024-12-04 | 2025-05-08 | -22.74 | 155 |
| 2022-03-02 | 2022-06-15 | -18.94 | 105 |
| 2022-06-16 | 2022-07-15 | -14.27 | 29 |
| 2024-06-05 | 2024-08-05 | -13.30 | 60 |
| 2024-09-14 | 2024-10-14 | -12.51 | 30 |
| 2024-04-01 | 2024-05-20 | -11.13 | 49 |
| 2025-05-14 | 2025-09-10 | -10.90 | 119 |
| 2025-09-21 | 2025-12-04 | -9.91 | 74 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| Metric | 12254746:solusd:triple_med_gx:lsma200_135 | 12254746:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 33.88% | 43.67% |
| Worst Week | -15.1% | -51.66% |
| Best Month | 25.14% | 140.02% |
| Worst Month | -19.29% | -56.44% |
| Best Year | 123.23% | 921.46% |
| Worst Year | 21.53% | -89.08% |
| Avg. Up Day | 1.66% | 1.67% |
| Avg. Down Day | -1.46% | -1.55% |
| Avg. Up Week | 9.24% | 13.83% |
| Avg. Down Week | -4.15% | -7.21% |
| Avg. Up Month | 12.06% | 23.09% |
| Avg. Down Month | -6.5% | -17.12% |
| Win Days % | 51.74% | 50.23% |
| Win Month % | 61.76% | 53.19% |
| Win Week % | 56.92% | 47.76% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 50.0% |