| Metric | 12158886:solusd:triple_med_gx:lsma250_125 | 12158886:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 471.15% | 84.64% |
| Max Drawdown | -30.15% | -93.44% |
| Sharpe | 0.75 | 0.34 |
| Sortino | 1.38 | 0.51 |
| Payoff Ratio | 1.39 | 1.26 |
| Profit Factor | 1.39 | 1.05 |
| Common Sense Ratio | 2.68 | 1.07 |
| CPC Index | 0.91 | 0.67 |
| Tail Ratio | 1.93 | 1.02 |
| Outlier Win Ratio | 37.15 | 3.25 |
| Outlier Loss Ratio | 3.46 | 2.82 |
| Volatility (ann.) | 19.91% | 50.42% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.25 | 0.21 |
| Skew | 6.87 | 0.49 |
| Kurtosis | 168.75 | 11.47 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.34% | 1.51% |
| Expected Yearly % | 54.59% | 16.57% |
| Kelly Criterion | 9.06% | 10.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.29% |
| Expected Shortfall (cVaR) | -1.67% | -4.29% |
| Year | 12158886:SOLUSD | 12158886:solusd:triple_med_gx:lsma250_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 7.33 | -0.08 | + |
| 2023 | 921.46 | 215.45 | 0.23 | - |
| 2024 | 85.41 | 72.22 | 0.85 | - |
| 2025 | -8.87 | -2.05 | 0.23 | + |
| Metric | 12158886:solusd:triple_med_gx:lsma250_125 | 12158886:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -0.03% | 36.47% |
| 6M | -2.05% | -8.22% |
| YTD | -2.05% | -8.87% |
| 1Y | 16.53% | 7.09% |
| 3Y (ann.) | 74.33% | 63.14% |
| 5Y (ann.) | 67.71% | 19.96% |
| Metric | 12158886:solusd:triple_med_gx:lsma250_125 | 12158886:SOLUSD |
|---|---|---|
| Max Drawdown | -30.15% | -93.44% |
| Longest DD Days | 256.0 | 703.0 |
| Avg. Drawdown | -5.47% | -12.93% |
| Avg. Drawdown Days | 24.0 | 48.0 |
| Recovery Factor | 15.62 | 0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-26 | 2024-03-18 | -30.15 | 83 |
| 2023-02-27 | 2023-11-10 | -20.56 | 256 |
| 2022-06-25 | 2022-08-13 | -16.47 | 49 |
| 2023-01-15 | 2023-01-20 | -15.93 | 5 |
| 2022-04-10 | 2022-06-24 | -13.12 | 74 |
| 2022-09-27 | 2023-01-09 | -12.36 | 103 |
| 2024-03-18 | 2024-03-25 | -10.00 | 7 |
| 2025-03-10 | 2025-04-17 | -9.56 | 38 |
| 2022-08-13 | 2022-09-23 | -9.30 | 40 |
| 2024-08-13 | 2024-11-06 | -8.98 | 84 |
| Metric | 12158886:solusd:triple_med_gx:lsma250_125 | 12158886:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 37.06% | 43.67% |
| Worst Week | -8.22% | -51.66% |
| Best Month | 85.75% | 140.02% |
| Worst Month | -14.23% | -56.44% |
| Best Year | 215.45% | 921.46% |
| Worst Year | -2.05% | -89.3% |
| Avg. Up Day | 2.2% | 2.22% |
| Avg. Down Day | -1.58% | -1.75% |
| Avg. Up Week | 9.67% | 14.78% |
| Avg. Down Week | -3.9% | -7.74% |
| Avg. Up Month | 22.89% | 47.23% |
| Avg. Down Month | -5.79% | -20.88% |
| Win Days % | 47.11% | 50.15% |
| Win Month % | 55.88% | 51.22% |
| Win Week % | 56.06% | 47.22% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 75.0% | 50.0% |