| Metric | 12252461:solusd:triple_med_gx:lsma200_130 | 12252461:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 296.55% | 118.31% |
| Max Drawdown | -33.11% | -93.44% |
| Sharpe | 0.6 | 0.36 |
| Sortino | 0.96 | 0.53 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 2.17 | 1.06 |
| CPC Index | 0.75 | 0.58 |
| Tail Ratio | 1.71 | 1.0 |
| Outlier Win Ratio | 34.48 | 3.08 |
| Outlier Loss Ratio | 3.18 | 2.8 |
| Volatility (ann.) | 19.26% | 50.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.44 | 0.26 |
| Skew | 2.18 | 0.48 |
| Kurtosis | 60.86 | 11.22 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.18% | 1.79% |
| Expected Yearly % | 41.12% | 21.55% |
| Kelly Criterion | 8.97% | 4.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.27% |
| Expected Shortfall (cVaR) | -1.63% | -4.27% |
| Year | 12252461:SOLUSD | 12252461:solusd:triple_med_gx:lsma200_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | 17.14 | -0.19 | + |
| 2023 | 921.46 | 65.11 | 0.07 | - |
| 2024 | 85.41 | 76.52 | 0.90 | - |
| 2025 | 5.60 | 16.15 | 2.88 | + |
| Metric | 12252461:solusd:triple_med_gx:lsma200_130 | 12252461:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -3.69% | 26.39% |
| 6M | 21.83% | 38.87% |
| YTD | 16.15% | 5.6% |
| 1Y | 60.07% | 47.35% |
| 3Y (ann.) | 47.01% | 84.92% |
| 5Y (ann.) | 47.71% | 24.74% |
| Metric | 12252461:solusd:triple_med_gx:lsma200_130 | 12252461:SOLUSD |
|---|---|---|
| Max Drawdown | -33.11% | -93.44% |
| Longest DD Days | 445.0 | 703.0 |
| Avg. Drawdown | -5.78% | -12.93% |
| Avg. Drawdown Days | 29.0 | 47.0 |
| Recovery Factor | 8.96 | 1.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2022-07-18 | -33.11 | 138 |
| 2022-07-30 | 2023-10-19 | -24.15 | 445 |
| 2024-11-30 | 2025-05-08 | -24.09 | 159 |
| 2024-06-05 | 2024-11-07 | -22.75 | 154 |
| 2022-02-23 | 2022-02-25 | -12.20 | 2 |
| 2025-05-14 | 2025-09-01 | -10.62 | 110 |
| 2024-04-01 | 2024-05-15 | -9.58 | 44 |
| 2023-11-25 | 2024-02-20 | -9.40 | 87 |
| 2024-02-21 | 2024-02-26 | -7.76 | 5 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| Metric | 12252461:solusd:triple_med_gx:lsma200_130 | 12252461:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 24.39% | 43.67% |
| Worst Week | -18.87% | -51.66% |
| Best Month | 36.84% | 140.02% |
| Worst Month | -18.87% | -56.44% |
| Best Year | 76.52% | 921.46% |
| Worst Year | 16.15% | -89.08% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.6% | -1.71% |
| Avg. Up Week | 10.77% | 12.87% |
| Avg. Down Week | -4.47% | -7.75% |
| Avg. Up Month | 14.78% | 26.6% |
| Avg. Down Month | -6.71% | -20.33% |
| Win Days % | 51.3% | 50.21% |
| Win Month % | 58.33% | 52.27% |
| Win Week % | 53.33% | 48.4% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |