| Metric | 12256511:solusd:triple_med_gx:lsma250_140 | 12256511:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 521.68% | 113.95% |
| Max Drawdown | -32.1% | -93.44% |
| Sharpe | 0.78 | 0.36 |
| Sortino | 1.38 | 0.53 |
| Payoff Ratio | 1.33 | 1.23 |
| Profit Factor | 1.4 | 1.06 |
| Common Sense Ratio | 2.39 | 1.06 |
| CPC Index | 0.94 | 0.65 |
| Tail Ratio | 1.7 | 1.0 |
| Outlier Win Ratio | 36.19 | 3.11 |
| Outlier Loss Ratio | 3.36 | 2.7 |
| Volatility (ann.) | 19.16% | 50.05% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.14 | 0.26 |
| Skew | 4.06 | 0.49 |
| Kurtosis | 79.13 | 11.42 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.34% | 1.78% |
| Expected Yearly % | 57.9% | 20.94% |
| Kelly Criterion | 12.85% | 9.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -4.26% |
| Expected Shortfall (cVaR) | -1.61% | -4.26% |
| Year | 12256511:SOLUSD | 12256511:solusd:triple_med_gx:lsma250_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 28.17 | -0.32 | + |
| 2023 | 921.46 | 108.21 | 0.12 | - |
| 2024 | 85.41 | 72.89 | 0.85 | - |
| 2025 | 5.60 | 34.75 | 6.20 | + |
| Metric | 12256511:solusd:triple_med_gx:lsma250_140 | 12256511:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -6.03% | 26.39% |
| 6M | 45.11% | 38.87% |
| YTD | 34.75% | 5.6% |
| 1Y | 85.85% | 47.35% |
| 3Y (ann.) | 56.51% | 84.92% |
| 5Y (ann.) | 68.59% | 24.28% |
| Metric | 12256511:solusd:triple_med_gx:lsma250_140 | 12256511:SOLUSD |
|---|---|---|
| Max Drawdown | -32.1% | -93.44% |
| Longest DD Days | 218.0 | 703.0 |
| Avg. Drawdown | -5.21% | -12.93% |
| Avg. Drawdown Days | 22.0 | 50.0 |
| Recovery Factor | 16.25 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-01-04 | -32.10 | 98 |
| 2024-04-01 | 2024-11-05 | -27.16 | 218 |
| 2022-06-16 | 2022-07-18 | -20.72 | 32 |
| 2024-11-29 | 2025-04-11 | -16.88 | 133 |
| 2023-01-29 | 2023-04-28 | -16.69 | 89 |
| 2025-05-14 | 2025-09-01 | -15.93 | 110 |
| 2023-11-25 | 2024-01-09 | -9.52 | 44 |
| 2022-03-04 | 2022-03-19 | -8.69 | 15 |
| 2023-07-27 | 2023-10-16 | -8.48 | 81 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12256511:solusd:triple_med_gx:lsma250_140 | 12256511:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 45.12% | 140.02% |
| Worst Month | -22.91% | -56.44% |
| Best Year | 108.21% | 921.46% |
| Worst Year | 28.17% | -89.3% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.45% | -1.57% |
| Avg. Up Week | 10.89% | 12.22% |
| Avg. Down Week | -3.69% | -8.9% |
| Avg. Up Month | 19.9% | 37.14% |
| Avg. Down Month | -6.33% | -21.26% |
| Win Days % | 50.27% | 50.22% |
| Win Month % | 59.38% | 51.16% |
| Win Week % | 55.93% | 48.13% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |