| Metric | 12246550:solusd:triple_med_gx:lsma250_115 | 12246550:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 795.82% | 106.62% |
| Max Drawdown | -39.79% | -93.44% |
| Sharpe | 0.79 | 0.35 |
| Sortino | 1.35 | 0.52 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.66 | 1.07 |
| CPC Index | 0.85 | 0.66 |
| Tail Ratio | 1.26 | 1.01 |
| Outlier Win Ratio | 26.37 | 3.34 |
| Outlier Loss Ratio | 3.57 | 2.9 |
| Volatility (ann.) | 22.41% | 49.67% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.09 | 0.24 |
| Skew | 3.18 | 0.48 |
| Kurtosis | 54.3 | 11.45 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.11% | 1.66% |
| Expected Yearly % | 73.0% | 19.89% |
| Kelly Criterion | 10.46% | 9.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.23% |
| Expected Shortfall (cVaR) | -1.88% | -4.23% |
| Year | 12246550:SOLUSD | 12246550:solusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 39.64 | -0.44 | + |
| 2023 | 921.46 | 130.19 | 0.14 | - |
| 2024 | 85.41 | 102.72 | 1.20 | + |
| 2025 | 1.99 | 37.47 | 18.87 | + |
| Metric | 12246550:solusd:triple_med_gx:lsma250_115 | 12246550:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 14.08% | 17.41% |
| 6M | 35.18% | 52.72% |
| YTD | 37.47% | 1.99% |
| 1Y | 80.95% | 24.46% |
| 3Y (ann.) | 87.94% | 86.57% |
| 5Y (ann.) | 83.28% | 22.2% |
| Metric | 12246550:solusd:triple_med_gx:lsma250_115 | 12246550:SOLUSD |
|---|---|---|
| Max Drawdown | -39.79% | -93.44% |
| Longest DD Days | 155.0 | 703.0 |
| Avg. Drawdown | -6.36% | -12.93% |
| Avg. Drawdown Days | 21.0 | 52.0 |
| Recovery Factor | 20.0 | 1.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-10 | -39.79 | 111 |
| 2022-03-25 | 2022-07-18 | -28.32 | 114 |
| 2024-06-05 | 2024-10-04 | -27.59 | 120 |
| 2022-12-16 | 2023-01-03 | -26.93 | 18 |
| 2022-07-30 | 2022-11-10 | -17.28 | 102 |
| 2024-03-26 | 2024-05-17 | -16.51 | 52 |
| 2025-05-14 | 2025-10-16 | -14.52 | 155 |
| 2024-01-11 | 2024-02-29 | -14.09 | 48 |
| 2023-01-29 | 2023-04-12 | -13.80 | 72 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| Metric | 12246550:solusd:triple_med_gx:lsma250_115 | 12246550:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -12.53% | -51.66% |
| Best Month | 36.83% | 140.02% |
| Worst Month | -20.2% | -56.44% |
| Best Year | 130.19% | 921.46% |
| Worst Year | 37.47% | -89.3% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.44% | -1.52% |
| Avg. Up Week | 9.65% | 12.29% |
| Avg. Down Week | -4.61% | -7.88% |
| Avg. Up Month | 15.19% | 31.91% |
| Avg. Down Month | -6.64% | -21.9% |
| Win Days % | 49.39% | 50.2% |
| Win Month % | 64.1% | 52.27% |
| Win Week % | 60.76% | 48.19% |
| Win Quarter % | 86.67% | 56.25% |
| Win Year % | 100.0% | 75.0% |