| Metric | 12258633:solusd:triple_med_gx:lsma250_145 | 12258633:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 448.38% | 113.95% |
| Max Drawdown | -30.58% | -93.44% |
| Sharpe | 0.73 | 0.36 |
| Sortino | 1.31 | 0.53 |
| Payoff Ratio | 1.36 | 1.31 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 2.44 | 1.06 |
| CPC Index | 0.94 | 0.7 |
| Tail Ratio | 1.76 | 1.0 |
| Outlier Win Ratio | 38.2 | 3.11 |
| Outlier Loss Ratio | 3.37 | 2.7 |
| Volatility (ann.) | 19.01% | 50.05% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.05 | 0.26 |
| Skew | 4.21 | 0.49 |
| Kurtosis | 83.93 | 11.42 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.04% | 1.78% |
| Expected Yearly % | 53.03% | 20.94% |
| Kelly Criterion | 12.51% | 12.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -4.26% |
| Expected Shortfall (cVaR) | -1.6% | -4.26% |
| Year | 12258633:SOLUSD | 12258633:solusd:triple_med_gx:lsma250_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 20.41 | -0.23 | + |
| 2023 | 921.46 | 84.57 | 0.09 | - |
| 2024 | 85.41 | 79.91 | 0.94 | - |
| 2025 | 5.60 | 37.15 | 6.63 | + |
| Metric | 12258633:solusd:triple_med_gx:lsma250_145 | 12258633:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -4.3% | 26.39% |
| 6M | 41.32% | 38.87% |
| YTD | 37.15% | 5.6% |
| 1Y | 88.67% | 47.35% |
| 3Y (ann.) | 52.33% | 84.92% |
| 5Y (ann.) | 62.65% | 24.28% |
| Metric | 12258633:solusd:triple_med_gx:lsma250_145 | 12258633:SOLUSD |
|---|---|---|
| Max Drawdown | -30.58% | -93.44% |
| Longest DD Days | 203.0 | 703.0 |
| Avg. Drawdown | -5.25% | -12.93% |
| Avg. Drawdown Days | 25.0 | 50.0 |
| Recovery Factor | 14.66 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-03 | -30.58 | 168 |
| 2024-04-01 | 2024-10-21 | -27.60 | 203 |
| 2023-01-04 | 2023-07-26 | -19.27 | 203 |
| 2022-06-16 | 2022-06-20 | -15.70 | 4 |
| 2024-11-29 | 2025-04-11 | -14.11 | 133 |
| 2025-05-14 | 2025-09-01 | -13.56 | 110 |
| 2022-06-20 | 2022-07-14 | -9.17 | 24 |
| 2023-11-25 | 2024-01-08 | -8.50 | 43 |
| 2023-07-27 | 2023-10-16 | -8.48 | 81 |
| 2022-04-14 | 2022-06-15 | -7.86 | 62 |
| Metric | 12258633:solusd:triple_med_gx:lsma250_145 | 12258633: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 | 44.97% | 140.02% |
| Worst Month | -18.43% | -56.44% |
| Best Year | 84.57% | 921.46% |
| Worst Year | 20.41% | -89.3% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.44% | -1.5% |
| Avg. Up Week | 10.4% | 13.56% |
| Avg. Down Week | -3.5% | -8.09% |
| Avg. Up Month | 19.0% | 38.17% |
| Avg. Down Month | -4.69% | -19.13% |
| Win Days % | 49.58% | 50.22% |
| Win Month % | 56.67% | 51.16% |
| Win Week % | 56.14% | 48.13% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |