| Metric | 12252358:solusd:triple_med_gx:lsma250_130 | 12252358:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 315.5% | 113.95% |
| Max Drawdown | -36.58% | -93.44% |
| Sharpe | 0.6 | 0.36 |
| Sortino | 1.0 | 0.53 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.75 | 1.06 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 32.97 | 3.15 |
| Outlier Loss Ratio | 3.33 | 2.85 |
| Volatility (ann.) | 20.59% | 50.05% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.37 | 0.26 |
| Skew | 3.11 | 0.49 |
| Kurtosis | 63.56 | 11.42 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.37% | 1.78% |
| Expected Yearly % | 42.77% | 20.94% |
| Kelly Criterion | 8.95% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -4.26% |
| Expected Shortfall (cVaR) | -1.74% | -4.26% |
| Year | 12252358:SOLUSD | 12252358:solusd:triple_med_gx:lsma250_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 12.72 | -0.14 | + |
| 2023 | 921.46 | 85.47 | 0.09 | - |
| 2024 | 85.41 | 80.97 | 0.95 | - |
| 2025 | 5.60 | 9.82 | 1.75 | + |
| Metric | 12252358:solusd:triple_med_gx:lsma250_130 | 12252358:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.75% | 26.39% |
| 6M | 18.27% | 38.87% |
| YTD | 9.82% | 5.6% |
| 1Y | 51.77% | 47.35% |
| 3Y (ann.) | 39.28% | 84.92% |
| 5Y (ann.) | 50.25% | 24.28% |
| Metric | 12252358:solusd:triple_med_gx:lsma250_130 | 12252358:SOLUSD |
|---|---|---|
| Max Drawdown | -36.58% | -93.44% |
| Longest DD Days | 360.0 | 703.0 |
| Avg. Drawdown | -6.26% | -12.93% |
| Avg. Drawdown Days | 27.0 | 50.0 |
| Recovery Factor | 8.62 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-07-26 | -36.58 | 360 |
| 2024-06-05 | 2024-11-06 | -30.34 | 153 |
| 2024-11-29 | 2025-05-08 | -29.01 | 159 |
| 2022-04-11 | 2022-06-20 | -27.40 | 70 |
| 2025-05-14 | 2025-09-01 | -16.08 | 110 |
| 2023-10-24 | 2024-01-09 | -11.40 | 77 |
| 2022-07-10 | 2022-07-14 | -11.14 | 4 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2023-07-27 | 2023-10-19 | -8.48 | 84 |
| 2024-02-21 | 2024-02-26 | -7.76 | 5 |
| Metric | 12252358:solusd:triple_med_gx:lsma250_130 | 12252358:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.96% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 35.21% | 140.02% |
| Worst Month | -30.21% | -56.44% |
| Best Year | 85.47% | 921.46% |
| Worst Year | 9.82% | -89.3% |
| Avg. Up Day | 1.94% | 1.94% |
| Avg. Down Day | -1.54% | -1.59% |
| Avg. Up Week | 10.51% | 13.87% |
| Avg. Down Week | -4.39% | -8.81% |
| Avg. Up Month | 16.32% | 36.67% |
| Avg. Down Month | -6.09% | -18.75% |
| Win Days % | 49.28% | 50.22% |
| Win Month % | 52.94% | 51.16% |
| Win Week % | 55.74% | 48.13% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |