| Metric | 12244579:solusd:triple_med_gx:lsma250_110 | 12244579:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 642.86% | 116.61% |
| Max Drawdown | -34.89% | -93.44% |
| Sharpe | 0.73 | 0.36 |
| Sortino | 1.25 | 0.53 |
| Payoff Ratio | 1.29 | 1.24 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 26.46 | 3.33 |
| Outlier Loss Ratio | 3.6 | 2.89 |
| Volatility (ann.) | 22.4% | 49.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.12 | 0.26 |
| Skew | 3.15 | 0.48 |
| Kurtosis | 54.4 | 11.44 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.66% | 1.77% |
| Expected Yearly % | 65.09% | 21.32% |
| Kelly Criterion | 8.87% | 9.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12244579:SOLUSD | 12244579:solusd:triple_med_gx:lsma250_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 20.95 | -0.23 | + |
| 2023 | 921.46 | 87.58 | 0.10 | - |
| 2024 | 85.41 | 120.26 | 1.41 | + |
| 2025 | 6.92 | 48.65 | 7.03 | + |
| Metric | 12244579:solusd:triple_med_gx:lsma250_110 | 12244579:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -13.68% | 24.43% |
| 6M | 5.27% | 56.02% |
| YTD | 48.65% | 6.92% |
| 1Y | 89.05% | 36.69% |
| 3Y (ann.) | 71.45% | 87.68% |
| 5Y (ann.) | 74.11% | 23.83% |
| Metric | 12244579:solusd:triple_med_gx:lsma250_110 | 12244579:SOLUSD |
|---|---|---|
| Max Drawdown | -34.89% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -6.0% | -12.93% |
| Avg. Drawdown Days | 18.0 | 52.0 |
| Recovery Factor | 18.43 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -34.89 | 45 |
| 2022-03-25 | 2022-07-18 | -26.74 | 115 |
| 2024-07-20 | 2024-09-18 | -24.55 | 60 |
| 2025-03-25 | 2025-04-12 | -21.50 | 17 |
| 2025-05-14 | 2025-10-14 | -18.12 | 153 |
| 2023-04-30 | 2023-10-21 | -16.66 | 173 |
| 2023-01-29 | 2023-04-12 | -15.12 | 72 |
| 2022-07-30 | 2022-11-10 | -13.60 | 102 |
| 2024-04-01 | 2024-05-16 | -13.31 | 45 |
| 2025-02-03 | 2025-03-25 | -12.59 | 49 |
| Metric | 12244579:solusd:triple_med_gx:lsma250_110 | 12244579: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 | 38.67% | 140.02% |
| Worst Month | -28.9% | -56.44% |
| Best Year | 120.26% | 921.46% |
| Worst Year | 20.95% | -89.3% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.46% | -1.53% |
| Avg. Up Week | 8.77% | 11.85% |
| Avg. Down Week | -4.48% | -7.62% |
| Avg. Up Month | 17.02% | 33.49% |
| Avg. Down Month | -7.14% | -21.38% |
| Win Days % | 48.69% | 50.22% |
| Win Month % | 61.54% | 52.27% |
| Win Week % | 60.71% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |