| Metric | 12246390:solusd:triple_med_gx:lsma250_115 | 12246390:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 475.78% | 113.95% |
| Max Drawdown | -37.89% | -93.44% |
| Sharpe | 0.67 | 0.36 |
| Sortino | 1.14 | 0.53 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.79 | 0.67 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 28.22 | 3.36 |
| Outlier Loss Ratio | 3.43 | 2.89 |
| Volatility (ann.) | 22.24% | 50.05% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.71 | 0.26 |
| Skew | 2.95 | 0.49 |
| Kurtosis | 51.43 | 11.42 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.16% | 1.78% |
| Expected Yearly % | 54.9% | 20.94% |
| Kelly Criterion | 8.4% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.26% |
| Expected Shortfall (cVaR) | -1.87% | -4.26% |
| Year | 12246390:SOLUSD | 12246390:solusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 8.91 | -0.10 | + |
| 2023 | 921.46 | 85.43 | 0.09 | - |
| 2024 | 85.41 | 85.88 | 1.01 | + |
| 2025 | 5.60 | 53.37 | 9.53 | + |
| Metric | 12246390:solusd:triple_med_gx:lsma250_115 | 12246390:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -15.0% | 26.39% |
| 6M | 10.69% | 38.87% |
| YTD | 53.37% | 5.6% |
| 1Y | 116.8% | 47.35% |
| 3Y (ann.) | 64.25% | 84.92% |
| 5Y (ann.) | 64.93% | 24.28% |
| Metric | 12246390:solusd:triple_med_gx:lsma250_115 | 12246390:SOLUSD |
|---|---|---|
| Max Drawdown | -37.89% | -93.44% |
| Longest DD Days | 309.0 | 703.0 |
| Avg. Drawdown | -6.2% | -12.93% |
| Avg. Drawdown Days | 21.0 | 50.0 |
| Recovery Factor | 12.56 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-10-20 | -37.89 | 309 |
| 2024-06-05 | 2024-11-06 | -32.58 | 153 |
| 2022-04-10 | 2022-07-28 | -32.56 | 108 |
| 2025-05-14 | 2025-09-01 | -23.18 | 110 |
| 2025-04-04 | 2025-04-12 | -18.69 | 7 |
| 2022-09-27 | 2022-11-10 | -13.89 | 44 |
| 2024-02-18 | 2024-02-28 | -11.81 | 9 |
| 2024-04-01 | 2024-05-27 | -11.66 | 56 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| 2025-02-04 | 2025-03-25 | -9.37 | 49 |
| Metric | 12246390:solusd:triple_med_gx:lsma250_115 | 12246390:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 38.16% | 140.02% |
| Worst Month | -28.76% | -56.44% |
| Best Year | 85.88% | 921.46% |
| Worst Year | 8.91% | -89.3% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.53% | -1.56% |
| Avg. Up Week | 9.06% | 12.5% |
| Avg. Down Week | -4.62% | -7.54% |
| Avg. Up Month | 16.19% | 33.49% |
| Avg. Down Month | -7.35% | -17.94% |
| Win Days % | 48.73% | 50.22% |
| Win Month % | 60.53% | 51.16% |
| Win Week % | 58.44% | 48.13% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |