| Metric | 12248344:solusd:triple_med_gx:lsma250_120 | 12248344:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 369.36% | 113.95% |
| Max Drawdown | -39.47% | -93.44% |
| Sharpe | 0.61 | 0.36 |
| Sortino | 1.04 | 0.53 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.5 | 1.06 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 29.47 | 3.28 |
| Outlier Loss Ratio | 3.4 | 2.88 |
| Volatility (ann.) | 21.85% | 50.05% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.41 | 0.26 |
| Skew | 3.02 | 0.49 |
| Kurtosis | 55.55 | 11.42 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.66% | 1.78% |
| Expected Yearly % | 47.19% | 20.94% |
| Kelly Criterion | 8.16% | 9.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.26% |
| Expected Shortfall (cVaR) | -1.84% | -4.26% |
| Year | 12248344:SOLUSD | 12248344:solusd:triple_med_gx:lsma250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 0.30 | -0.00 | + |
| 2023 | 921.46 | 95.94 | 0.10 | - |
| 2024 | 85.41 | 81.27 | 0.95 | - |
| 2025 | 5.60 | 31.75 | 5.67 | + |
| Metric | 12248344:solusd:triple_med_gx:lsma250_120 | 12248344:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -17.43% | 26.39% |
| 6M | 2.22% | 38.87% |
| YTD | 31.75% | 5.6% |
| 1Y | 72.34% | 47.35% |
| 3Y (ann.) | 61.24% | 84.92% |
| 5Y (ann.) | 55.57% | 24.28% |
| Metric | 12248344:solusd:triple_med_gx:lsma250_120 | 12248344:SOLUSD |
|---|---|---|
| Max Drawdown | -39.47% | -93.44% |
| Longest DD Days | 186.0 | 703.0 |
| Avg. Drawdown | -6.99% | -12.93% |
| Avg. Drawdown Days | 26.0 | 50.0 |
| Recovery Factor | 9.36 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-10-14 | -39.47 | 186 |
| 2022-12-15 | 2023-01-29 | -35.97 | 45 |
| 2024-06-05 | 2024-11-06 | -25.93 | 153 |
| 2025-05-14 | 2025-09-01 | -24.53 | 110 |
| 2025-02-04 | 2025-04-12 | -23.63 | 67 |
| 2023-01-29 | 2023-07-26 | -14.87 | 177 |
| 2024-01-09 | 2024-02-28 | -12.96 | 50 |
| 2024-04-01 | 2024-05-29 | -12.92 | 58 |
| 2024-11-12 | 2025-01-18 | -11.09 | 67 |
| 2023-11-25 | 2024-01-06 | -8.50 | 41 |
| Metric | 12248344:solusd:triple_med_gx:lsma250_120 | 12248344:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -21.12% | -51.66% |
| Best Month | 33.69% | 140.02% |
| Worst Month | -29.52% | -56.44% |
| Best Year | 95.94% | 921.46% |
| Worst Year | 0.3% | -89.3% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.53% | -1.61% |
| Avg. Up Week | 10.1% | 13.62% |
| Avg. Down Week | -5.12% | -8.08% |
| Avg. Up Month | 15.24% | 36.17% |
| Avg. Down Month | -6.59% | -20.39% |
| Win Days % | 48.4% | 50.22% |
| Win Month % | 56.76% | 51.16% |
| Win Week % | 56.34% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |