| Metric | 12244466:solusd:triple_med_gx:lsma250_110 | 12244466:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 541.36% | 116.61% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.69 | 0.36 |
| Sortino | 1.16 | 0.53 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.12 | 1.01 |
| Outlier Win Ratio | 26.97 | 3.34 |
| Outlier Loss Ratio | 3.45 | 2.91 |
| Volatility (ann.) | 22.26% | 49.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.77 | 0.26 |
| Skew | 2.88 | 0.48 |
| Kurtosis | 49.37 | 11.44 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.31% | 1.77% |
| Expected Yearly % | 59.14% | 21.32% |
| Kelly Criterion | 8.41% | 10.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.23% |
| Expected Shortfall (cVaR) | -1.87% | -4.23% |
| Year | 12244466:SOLUSD | 12244466:solusd:triple_med_gx:lsma250_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 12.67 | -0.14 | + |
| 2023 | 921.46 | 94.80 | 0.10 | - |
| 2024 | 85.41 | 67.69 | 0.79 | - |
| 2025 | 6.92 | 74.25 | 10.74 | + |
| Metric | 12244466:solusd:triple_med_gx:lsma250_110 | 12244466:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -17.32% | 24.43% |
| 6M | -6.19% | 56.02% |
| YTD | 74.25% | 6.92% |
| 1Y | 123.05% | 36.69% |
| 3Y (ann.) | 70.73% | 87.68% |
| 5Y (ann.) | 67.18% | 23.83% |
| Metric | 12244466:solusd:triple_med_gx:lsma250_110 | 12244466:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 263.0 | 703.0 |
| Avg. Drawdown | -6.05% | -12.93% |
| Avg. Drawdown Days | 22.0 | 52.0 |
| Recovery Factor | 14.29 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -37.89 | 45 |
| 2024-04-01 | 2024-11-06 | -29.17 | 219 |
| 2022-04-10 | 2022-07-28 | -27.60 | 108 |
| 2025-05-14 | 2025-10-14 | -23.84 | 153 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2023-01-29 | 2023-10-20 | -16.90 | 263 |
| 2023-11-25 | 2024-01-09 | -12.40 | 44 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2022-09-27 | 2022-11-10 | -9.94 | 44 |
| 2024-02-18 | 2024-02-28 | -9.89 | 9 |
| Metric | 12244466:solusd:triple_med_gx:lsma250_110 | 12244466: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 | 51.89% | 140.02% |
| Worst Month | -28.35% | -56.44% |
| Best Year | 94.8% | 921.46% |
| Worst Year | 12.67% | -89.3% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.52% | -1.56% |
| Avg. Up Week | 9.4% | 12.62% |
| Avg. Down Week | -4.2% | -7.55% |
| Avg. Up Month | 17.16% | 33.66% |
| Avg. Down Month | -5.7% | -19.66% |
| Win Days % | 48.73% | 50.22% |
| Win Month % | 52.63% | 52.27% |
| Win Week % | 53.66% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |