| Metric | 12258292:solusd:triple_med_gx:lsma250_145 | 12258292:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 201.57% | 113.95% |
| Max Drawdown | -35.78% | -93.44% |
| Sharpe | 0.53 | 0.36 |
| Sortino | 0.9 | 0.53 |
| Payoff Ratio | 1.32 | 1.24 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.65 | 1.06 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 40.0 | 3.05 |
| Outlier Loss Ratio | 3.33 | 2.68 |
| Volatility (ann.) | 18.07% | 50.05% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.04 | 0.26 |
| Skew | 4.01 | 0.49 |
| Kurtosis | 74.16 | 11.42 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.6% | 1.78% |
| Expected Yearly % | 31.78% | 20.94% |
| Kelly Criterion | 8.43% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -4.26% |
| Expected Shortfall (cVaR) | -1.53% | -4.26% |
| Year | 12258292:SOLUSD | 12258292:solusd:triple_med_gx:lsma250_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 24.45 | -0.27 | + |
| 2023 | 921.46 | 147.44 | 0.16 | - |
| 2024 | 85.41 | -18.83 | -0.22 | - |
| 2025 | 5.60 | 20.65 | 3.69 | + |
| Metric | 12258292:solusd:triple_med_gx:lsma250_145 | 12258292:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -7.59% | 26.39% |
| 6M | 22.52% | 38.87% |
| YTD | 20.65% | 5.6% |
| 1Y | 21.49% | 47.35% |
| 3Y (ann.) | 25.36% | 84.92% |
| 5Y (ann.) | 37.1% | 24.28% |
| Metric | 12258292:solusd:triple_med_gx:lsma250_145 | 12258292:SOLUSD |
|---|---|---|
| Max Drawdown | -35.78% | -93.44% |
| Longest DD Days | 491.0 | 703.0 |
| Avg. Drawdown | -4.9% | -12.93% |
| Avg. Drawdown Days | 27.0 | 50.0 |
| Recovery Factor | 5.63 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2025-05-10 | -35.78 | 491 |
| 2022-07-30 | 2023-01-27 | -34.83 | 180 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2023-01-29 | 2023-04-11 | -13.71 | 71 |
| 2022-04-10 | 2022-06-15 | -13.12 | 66 |
| 2025-05-23 | 2025-09-01 | -12.07 | 101 |
| 2023-07-24 | 2023-07-26 | -5.41 | 2 |
| 2022-06-20 | 2022-07-06 | -5.35 | 16 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| 2022-07-08 | 2022-07-16 | -5.02 | 7 |
| Metric | 12258292:solusd:triple_med_gx:lsma250_145 | 12258292:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.76% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 147.44% | 921.46% |
| Worst Year | -18.83% | -89.3% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.44% | -1.54% |
| Avg. Up Week | 9.27% | 13.92% |
| Avg. Down Week | -4.38% | -6.71% |
| Avg. Up Month | 14.15% | 37.61% |
| Avg. Down Month | -7.99% | -20.27% |
| Win Days % | 47.88% | 50.22% |
| Win Month % | 55.17% | 51.16% |
| Win Week % | 55.74% | 48.13% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |