| Metric | 12240741:solusd:triple_med_gx:lsma250_100 | 12240741:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 610.39% | 84.64% |
| Max Drawdown | -36.58% | -93.44% |
| Sharpe | 0.72 | 0.34 |
| Sortino | 1.2 | 0.51 |
| Payoff Ratio | 1.27 | 1.2 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.8 | 0.63 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 25.55 | 3.52 |
| Outlier Loss Ratio | 3.51 | 3.03 |
| Volatility (ann.) | 24.02% | 50.42% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.16 | 0.21 |
| Skew | 2.38 | 0.49 |
| Kurtosis | 41.7 | 11.47 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.9% | 1.51% |
| Expected Yearly % | 63.26% | 16.57% |
| Kelly Criterion | 9.02% | 8.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -4.29% |
| Expected Shortfall (cVaR) | -2.02% | -4.29% |
| Year | 12240741:SOLUSD | 12240741:solusd:triple_med_gx:lsma250_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 30.40 | -0.34 | + |
| 2023 | 921.46 | 119.34 | 0.13 | - |
| 2024 | 85.41 | 15.07 | 0.18 | - |
| 2025 | -8.87 | 115.85 | -13.07 | + |
| Metric | 12240741:solusd:triple_med_gx:lsma250_100 | 12240741:SOLUSD |
|---|---|---|
| MTD | 7.47% | 11.11% |
| 3M | 26.6% | 36.47% |
| 6M | 103.35% | -8.22% |
| YTD | 115.85% | -8.87% |
| 1Y | 132.14% | 7.09% |
| 3Y (ann.) | 74.45% | 63.14% |
| 5Y (ann.) | 78.93% | 19.96% |
| Metric | 12240741:solusd:triple_med_gx:lsma250_100 | 12240741:SOLUSD |
|---|---|---|
| Max Drawdown | -36.58% | -93.44% |
| Longest DD Days | 308.0 | 703.0 |
| Avg. Drawdown | -6.36% | -12.93% |
| Avg. Drawdown Days | 20.0 | 48.0 |
| Recovery Factor | 16.69 | 0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-19 | -36.58 | 308 |
| 2024-03-01 | 2024-11-08 | -32.76 | 251 |
| 2022-06-06 | 2022-06-21 | -27.41 | 14 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-12-22 | 2024-02-29 | -18.16 | 68 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2022-07-17 | 2022-07-28 | -14.61 | 11 |
| 2022-09-27 | 2022-11-10 | -14.26 | 44 |
| 2024-11-12 | 2025-01-15 | -13.20 | 64 |
| 2022-04-10 | 2022-06-06 | -13.12 | 56 |
| Metric | 12240741:solusd:triple_med_gx:lsma250_100 | 12240741:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 51.63% | 140.02% |
| Worst Month | -23.76% | -56.44% |
| Best Year | 119.34% | 921.46% |
| Worst Year | 15.07% | -89.3% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.56% | -1.66% |
| Avg. Up Week | 10.13% | 14.05% |
| Avg. Down Week | -3.83% | -7.94% |
| Avg. Up Month | 15.66% | 34.0% |
| Avg. Down Month | -7.29% | -19.11% |
| Win Days % | 49.14% | 50.15% |
| Win Month % | 61.11% | 51.22% |
| Win Week % | 52.44% | 47.22% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 50.0% |