| Metric | 12250334:solusd:triple_med_gx:lsma250_125 | 12250334:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 258.72% | 113.95% |
| Max Drawdown | -37.54% | -93.44% |
| Sharpe | 0.53 | 0.36 |
| Sortino | 0.89 | 0.53 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.51 | 1.06 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 31.36 | 3.16 |
| Outlier Loss Ratio | 3.36 | 2.88 |
| Volatility (ann.) | 21.27% | 50.05% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.17 | 0.26 |
| Skew | 3.18 | 0.49 |
| Kurtosis | 62.17 | 11.42 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.02% | 1.78% |
| Expected Yearly % | 37.62% | 20.94% |
| Kelly Criterion | 7.71% | 8.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.26% |
| Expected Shortfall (cVaR) | -1.8% | -4.26% |
| Year | 12250334:SOLUSD | 12250334:solusd:triple_med_gx:lsma250_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | -2.97 | 0.03 | + |
| 2023 | 921.46 | 95.94 | 0.10 | - |
| 2024 | 85.41 | 77.02 | 0.90 | - |
| 2025 | 5.60 | 6.58 | 1.18 | + |
| Metric | 12250334:solusd:triple_med_gx:lsma250_125 | 12250334:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -13.1% | 26.39% |
| 6M | 14.78% | 38.87% |
| YTD | 6.58% | 5.6% |
| 1Y | 39.38% | 47.35% |
| 3Y (ann.) | 45.5% | 84.92% |
| 5Y (ann.) | 44.07% | 24.28% |
| Metric | 12250334:solusd:triple_med_gx:lsma250_125 | 12250334:SOLUSD |
|---|---|---|
| Max Drawdown | -37.54% | -93.44% |
| Longest DD Days | 223.0 | 703.0 |
| Avg. Drawdown | -6.79% | -12.93% |
| Avg. Drawdown Days | 27.0 | 50.0 |
| Recovery Factor | 6.89 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-07-28 | -37.54 | 108 |
| 2022-12-15 | 2023-07-26 | -35.97 | 223 |
| 2024-06-05 | 2024-11-06 | -30.09 | 153 |
| 2024-11-29 | 2025-05-08 | -27.60 | 159 |
| 2025-05-14 | 2025-09-01 | -18.52 | 110 |
| 2024-01-09 | 2024-02-28 | -13.65 | 50 |
| 2022-07-30 | 2022-11-10 | -12.25 | 102 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2023-11-25 | 2024-01-06 | -8.50 | 41 |
| 2023-07-27 | 2023-10-19 | -8.48 | 84 |
| Metric | 12250334:solusd:triple_med_gx:lsma250_125 | 12250334:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 32.76% | 43.67% |
| Worst Week | -24.73% | -51.66% |
| Best Month | 33.5% | 140.02% |
| Worst Month | -29.52% | -56.44% |
| Best Year | 95.94% | 921.46% |
| Worst Year | -2.97% | -89.3% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.54% | -1.62% |
| Avg. Up Week | 10.58% | 13.43% |
| Avg. Down Week | -5.72% | -8.22% |
| Avg. Up Month | 16.32% | 40.15% |
| Avg. Down Month | -6.67% | -19.33% |
| Win Days % | 48.72% | 50.22% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 55.38% | 48.13% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |