| Metric | 12244410:solusd:triple_med_gx:lsma250_110 | 12244410:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 920.14% | 106.62% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.82 | 0.35 |
| Sortino | 1.41 | 0.52 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.72 | 1.07 |
| CPC Index | 0.87 | 0.67 |
| Tail Ratio | 1.28 | 1.01 |
| Outlier Win Ratio | 26.91 | 3.35 |
| Outlier Loss Ratio | 3.43 | 2.9 |
| Volatility (ann.) | 22.46% | 49.67% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.37 | 0.24 |
| Skew | 2.85 | 0.48 |
| Kurtosis | 48.7 | 11.45 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.42% | 1.66% |
| Expected Yearly % | 78.72% | 19.89% |
| Kelly Criterion | 11.24% | 10.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12244410:SOLUSD | 12244410:solusd:triple_med_gx:lsma250_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 40.91 | -0.46 | + |
| 2023 | 921.46 | 145.78 | 0.16 | - |
| 2024 | 85.41 | 56.43 | 0.66 | - |
| 2025 | 1.99 | 88.30 | 44.46 | + |
| Metric | 12244410:solusd:triple_med_gx:lsma250_110 | 12244410:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -8.85% | 17.41% |
| 6M | 13.13% | 52.72% |
| YTD | 88.3% | 1.99% |
| 1Y | 143.82% | 24.46% |
| 3Y (ann.) | 82.91% | 86.57% |
| 5Y (ann.) | 89.98% | 22.2% |
| Metric | 12244410:solusd:triple_med_gx:lsma250_110 | 12244410:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 305.0 | 703.0 |
| Avg. Drawdown | -4.99% | -12.93% |
| Avg. Drawdown Days | 17.0 | 52.0 |
| Recovery Factor | 24.28 | 1.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-16 | -37.89 | 305 |
| 2024-04-01 | 2024-11-08 | -29.75 | 221 |
| 2022-03-19 | 2022-06-21 | -19.65 | 93 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-11-25 | 2024-02-28 | -16.83 | 95 |
| 2022-09-27 | 2022-12-13 | -15.79 | 77 |
| 2022-07-08 | 2022-07-16 | -15.59 | 7 |
| 2025-07-30 | 2025-09-12 | -12.62 | 44 |
| 2025-09-14 | 2025-10-16 | -12.45 | 31 |
| 2024-11-29 | 2025-01-16 | -10.76 | 47 |
| Metric | 12244410:solusd:triple_med_gx:lsma250_110 | 12244410:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.91% | 140.02% |
| Worst Month | -24.03% | -56.44% |
| Best Year | 145.78% | 921.46% |
| Worst Year | 40.91% | -89.3% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.51% | -1.57% |
| Avg. Up Week | 10.66% | 13.78% |
| Avg. Down Week | -4.29% | -7.45% |
| Avg. Up Month | 19.4% | 33.49% |
| Avg. Down Month | -8.29% | -19.32% |
| Win Days % | 49.67% | 50.2% |
| Win Month % | 59.46% | 52.27% |
| Win Week % | 56.1% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |