| Metric | 12246544:solusd:triple_med_gx:lsma200_115 | 12246544:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 417.74% | 118.31% |
| Max Drawdown | -37.31% | -93.44% |
| Sharpe | 0.64 | 0.36 |
| Sortino | 1.07 | 0.53 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.66 | 1.06 |
| CPC Index | 0.78 | 0.63 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 28.46 | 3.18 |
| Outlier Loss Ratio | 3.37 | 2.88 |
| Volatility (ann.) | 21.77% | 50.14% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.59 | 0.26 |
| Skew | 3.0 | 0.48 |
| Kurtosis | 59.21 | 11.22 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.81% | 1.79% |
| Expected Yearly % | 50.84% | 21.55% |
| Kelly Criterion | 8.74% | 8.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.27% |
| Expected Shortfall (cVaR) | -1.84% | -4.27% |
| Year | 12246544:SOLUSD | 12246544:solusd:triple_med_gx:lsma200_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | 40.54 | -0.46 | + |
| 2023 | 921.46 | 86.82 | 0.09 | - |
| 2024 | 85.41 | 54.34 | 0.64 | - |
| 2025 | 5.60 | 27.76 | 4.95 | + |
| Metric | 12246544:solusd:triple_med_gx:lsma200_115 | 12246544:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 4.9% | 26.39% |
| 6M | 14.52% | 38.87% |
| YTD | 27.76% | 5.6% |
| 1Y | 60.54% | 47.35% |
| 3Y (ann.) | 51.31% | 84.92% |
| 5Y (ann.) | 59.3% | 24.74% |
| Metric | 12246544:solusd:triple_med_gx:lsma200_115 | 12246544:SOLUSD |
|---|---|---|
| Max Drawdown | -37.31% | -93.44% |
| Longest DD Days | 257.0 | 703.0 |
| Avg. Drawdown | -7.04% | -12.93% |
| Avg. Drawdown Days | 28.0 | 47.0 |
| Recovery Factor | 11.2 | 1.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-10 | -37.31 | 111 |
| 2022-03-25 | 2022-07-18 | -29.08 | 114 |
| 2022-11-11 | 2023-07-26 | -27.54 | 257 |
| 2024-07-22 | 2024-11-06 | -25.96 | 107 |
| 2024-03-26 | 2024-06-05 | -18.45 | 70 |
| 2022-07-30 | 2022-11-10 | -17.11 | 102 |
| 2022-02-21 | 2022-02-28 | -14.12 | 7 |
| 2025-05-14 | 2025-09-01 | -12.74 | 110 |
| 2022-03-02 | 2022-03-24 | -12.40 | 21 |
| 2024-02-19 | 2024-02-28 | -11.36 | 9 |
| Metric | 12246544:solusd:triple_med_gx:lsma200_115 | 12246544:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 24.25% | 43.67% |
| Worst Week | -12.51% | -51.66% |
| Best Month | 36.83% | 140.02% |
| Worst Month | -20.59% | -56.44% |
| Best Year | 86.82% | 921.46% |
| Worst Year | 27.76% | -89.08% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.54% | -1.63% |
| Avg. Up Week | 9.02% | 11.45% |
| Avg. Down Week | -4.74% | -7.78% |
| Avg. Up Month | 12.5% | 26.04% |
| Avg. Down Month | -8.23% | -22.65% |
| Win Days % | 49.39% | 50.21% |
| Win Month % | 67.5% | 52.27% |
| Win Week % | 58.67% | 48.4% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |