| Metric | 12252469:solusd:triple_med_gx:lsma250_130 | 12252469:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 632.6% | 113.95% |
| Max Drawdown | -32.14% | -93.44% |
| Sharpe | 0.79 | 0.36 |
| Sortino | 1.34 | 0.53 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 1.93 | 1.06 |
| CPC Index | 0.87 | 0.64 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 30.62 | 3.19 |
| Outlier Loss Ratio | 3.37 | 2.81 |
| Volatility (ann.) | 20.69% | 50.05% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.39 | 0.26 |
| Skew | 2.95 | 0.49 |
| Kurtosis | 59.14 | 11.42 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.74% | 1.78% |
| Expected Yearly % | 64.52% | 20.94% |
| Kelly Criterion | 11.7% | 8.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -4.26% |
| Expected Shortfall (cVaR) | -1.74% | -4.26% |
| Year | 12252469:SOLUSD | 12252469:solusd:triple_med_gx:lsma250_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | -3.57 | 0.04 | + |
| 2023 | 921.46 | 104.51 | 0.11 | - |
| 2024 | 85.41 | 150.72 | 1.76 | + |
| 2025 | 5.60 | 48.16 | 8.60 | + |
| Metric | 12252469:solusd:triple_med_gx:lsma250_130 | 12252469:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -2.13% | 26.39% |
| 6M | 54.57% | 38.87% |
| YTD | 48.16% | 5.6% |
| 1Y | 117.59% | 47.35% |
| 3Y (ann.) | 86.29% | 84.92% |
| 5Y (ann.) | 76.69% | 24.28% |
| Metric | 12252469:solusd:triple_med_gx:lsma250_130 | 12252469:SOLUSD |
|---|---|---|
| Max Drawdown | -32.14% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -5.46% | -12.93% |
| Avg. Drawdown Days | 20.0 | 50.0 |
| Recovery Factor | 19.68 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-07-18 | -32.14 | 115 |
| 2022-07-30 | 2023-01-03 | -31.79 | 157 |
| 2024-06-05 | 2024-09-19 | -26.18 | 105 |
| 2023-01-29 | 2023-04-14 | -18.95 | 74 |
| 2024-11-30 | 2025-04-09 | -15.33 | 130 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2025-05-14 | 2025-09-01 | -11.09 | 110 |
| 2023-04-30 | 2023-10-20 | -10.64 | 172 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| Metric | 12252469:solusd:triple_med_gx:lsma250_130 | 12252469:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -17.37% | -51.66% |
| Best Month | 36.84% | 140.02% |
| Worst Month | -18.89% | -56.44% |
| Best Year | 150.72% | 921.46% |
| Worst Year | -3.57% | -89.3% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.5% | -1.59% |
| Avg. Up Week | 10.8% | 12.83% |
| Avg. Down Week | -4.96% | -7.8% |
| Avg. Up Month | 18.72% | 36.28% |
| Avg. Down Month | -5.61% | -18.87% |
| Win Days % | 50.67% | 50.22% |
| Win Month % | 55.88% | 51.16% |
| Win Week % | 61.29% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |