| Metric | 12242583:solusd:triple_med_gx:lsma250_105 | 12242583:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 621.99% | 46.83% |
| Max Drawdown | -37.14% | -93.44% |
| Sharpe | 0.69 | 0.3 |
| Sortino | 1.16 | 0.44 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 1.48 | 1.05 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 26.4 | 3.36 |
| Outlier Loss Ratio | 3.47 | 2.94 |
| Volatility (ann.) | 22.62% | 49.39% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.85 | 0.11 |
| Skew | 2.71 | 0.47 |
| Kurtosis | 46.8 | 11.29 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.39% | 0.84% |
| Expected Yearly % | 63.92% | 10.08% |
| Kelly Criterion | 8.55% | 9.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.21% |
| Expected Shortfall (cVaR) | -1.9% | -4.21% |
| Year | 12242583:SOLUSD | 12242583:solusd:triple_med_gx:lsma250_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 42.10 | -0.47 | + |
| 2023 | 921.46 | 113.31 | 0.12 | - |
| 2024 | 85.41 | 38.90 | 0.46 | - |
| 2025 | -27.52 | 71.48 | -2.60 | + |
| Metric | 12242583:solusd:triple_med_gx:lsma250_105 | 12242583:SOLUSD |
|---|---|---|
| MTD | -5.75% | 2.49% |
| 3M | -12.24% | -36.97% |
| 6M | -9.46% | -17.14% |
| YTD | 71.48% | -27.52% |
| 1Y | 71.48% | -36.85% |
| 3Y (ann.) | 55.48% | 115.85% |
| 5Y (ann.) | 68.88% | 10.72% |
| Metric | 12242583:solusd:triple_med_gx:lsma250_105 | 12242583:SOLUSD |
|---|---|---|
| Max Drawdown | -37.14% | -93.44% |
| Longest DD Days | 263.0 | 703.0 |
| Avg. Drawdown | -6.01% | -12.93% |
| Avg. Drawdown Days | 18.0 | 54.0 |
| Recovery Factor | 16.75 | 0.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -37.14 | 45 |
| 2024-07-19 | 2024-11-06 | -29.83 | 109 |
| 2025-09-14 | 2025-12-10 | -21.26 | 86 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-10-20 | -18.32 | 263 |
| 2022-06-21 | 2022-07-17 | -17.66 | 25 |
| 2022-09-27 | 2022-11-10 | -15.93 | 44 |
| 2025-07-18 | 2025-09-12 | -15.24 | 56 |
| 2022-04-10 | 2022-06-19 | -14.22 | 70 |
| 2024-01-09 | 2024-02-28 | -13.26 | 50 |
| Metric | 12242583:solusd:triple_med_gx:lsma250_105 | 12242583: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 | 40.56% | 140.02% |
| Worst Month | -25.94% | -56.44% |
| Best Year | 113.31% | 921.46% |
| Worst Year | 38.9% | -89.3% |
| Avg. Up Day | 1.94% | 1.94% |
| Avg. Down Day | -1.52% | -1.59% |
| Avg. Up Week | 9.63% | 12.88% |
| Avg. Down Week | -4.08% | -7.61% |
| Avg. Up Month | 16.88% | 33.57% |
| Avg. Down Month | -6.04% | -19.84% |
| Win Days % | 48.8% | 50.16% |
| Win Month % | 52.5% | 52.17% |
| Win Week % | 52.22% | 47.26% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 100.0% | 50.0% |