| Metric | 12244638:solusd:triple_med_gx:lsma250_110 | 12244638:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 612.4% | 116.61% |
| Max Drawdown | -33.2% | -93.44% |
| Sharpe | 0.72 | 0.36 |
| Sortino | 1.19 | 0.53 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.15 | 1.01 |
| Outlier Win Ratio | 25.48 | 3.38 |
| Outlier Loss Ratio | 3.62 | 2.94 |
| Volatility (ann.) | 22.48% | 49.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.17 | 0.26 |
| Skew | 2.39 | 0.48 |
| Kurtosis | 42.38 | 11.44 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.56% | 1.77% |
| Expected Yearly % | 63.37% | 21.32% |
| Kelly Criterion | 8.5% | 9.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12244638:SOLUSD | 12244638:solusd:triple_med_gx:lsma250_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 20.89 | -0.23 | + |
| 2023 | 921.46 | 103.69 | 0.11 | - |
| 2024 | 85.41 | 116.88 | 1.37 | + |
| 2025 | 6.92 | 33.40 | 4.83 | + |
| Metric | 12244638:solusd:triple_med_gx:lsma250_110 | 12244638:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -11.52% | 24.43% |
| 6M | 5.21% | 56.02% |
| YTD | 33.4% | 6.92% |
| 1Y | 87.22% | 36.69% |
| 3Y (ann.) | 67.65% | 87.68% |
| 5Y (ann.) | 72.1% | 23.83% |
| Metric | 12244638:solusd:triple_med_gx:lsma250_110 | 12244638:SOLUSD |
|---|---|---|
| Max Drawdown | -33.2% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -6.12% | -12.93% |
| Avg. Drawdown Days | 19.0 | 52.0 |
| Recovery Factor | 18.44 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-04 | -33.20 | 19 |
| 2025-01-19 | 2025-05-08 | -29.11 | 108 |
| 2024-08-01 | 2024-10-04 | -27.49 | 63 |
| 2022-04-10 | 2022-07-18 | -25.95 | 98 |
| 2025-05-14 | 2025-10-14 | -22.98 | 153 |
| 2024-01-11 | 2024-02-29 | -16.00 | 48 |
| 2023-04-30 | 2023-10-20 | -15.76 | 172 |
| 2024-04-01 | 2024-05-16 | -15.16 | 45 |
| 2022-07-30 | 2022-11-10 | -13.76 | 103 |
| 2023-01-29 | 2023-04-11 | -13.75 | 71 |
| Metric | 12244638:solusd:triple_med_gx:lsma250_110 | 12244638:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -13.03% | -51.66% |
| Best Month | 36.55% | 140.02% |
| Worst Month | -27.06% | -56.44% |
| Best Year | 116.88% | 921.46% |
| Worst Year | 20.89% | -89.3% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.46% | -1.51% |
| Avg. Up Week | 9.42% | 12.69% |
| Avg. Down Week | -5.12% | -8.38% |
| Avg. Up Month | 16.02% | 31.94% |
| Avg. Down Month | -7.11% | -20.97% |
| Win Days % | 48.89% | 50.22% |
| Win Month % | 64.1% | 52.27% |
| Win Week % | 60.47% | 48.19% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |