| Metric | 12252534:solusd:triple_med_gx:lsma250_130 | 12252534:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 529.26% | 113.95% |
| Max Drawdown | -37.71% | -93.44% |
| Sharpe | 0.75 | 0.36 |
| Sortino | 1.24 | 0.53 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.94 | 1.06 |
| CPC Index | 0.83 | 0.61 |
| Tail Ratio | 1.46 | 1.0 |
| Outlier Win Ratio | 30.6 | 3.17 |
| Outlier Loss Ratio | 3.4 | 2.83 |
| Volatility (ann.) | 20.39% | 50.05% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.83 | 0.26 |
| Skew | 2.73 | 0.49 |
| Kurtosis | 60.29 | 11.42 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.37% | 1.78% |
| Expected Yearly % | 58.38% | 20.94% |
| Kelly Criterion | 11.43% | 7.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.26% |
| Expected Shortfall (cVaR) | -1.71% | -4.26% |
| Year | 12252534:SOLUSD | 12252534:solusd:triple_med_gx:lsma250_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | -18.28 | 0.20 | + |
| 2023 | 921.46 | 82.00 | 0.09 | - |
| 2024 | 85.41 | 192.08 | 2.25 | + |
| 2025 | 5.60 | 44.85 | 8.00 | + |
| Metric | 12252534:solusd:triple_med_gx:lsma250_130 | 12252534:SOLUSD |
|---|---|---|
| MTD | 0.32% | -0.61% |
| 3M | 1.38% | 26.39% |
| 6M | 48.5% | 38.87% |
| YTD | 44.85% | 5.6% |
| 1Y | 138.35% | 47.35% |
| 3Y (ann.) | 80.97% | 84.92% |
| 5Y (ann.) | 69.17% | 24.28% |
| Metric | 12252534:solusd:triple_med_gx:lsma250_130 | 12252534:SOLUSD |
|---|---|---|
| Max Drawdown | -37.71% | -93.44% |
| Longest DD Days | 266.0 | 703.0 |
| Avg. Drawdown | -5.0% | -12.93% |
| Avg. Drawdown Days | 21.0 | 50.0 |
| Recovery Factor | 14.03 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-12 | -37.71 | 266 |
| 2022-04-14 | 2022-07-19 | -30.96 | 96 |
| 2024-06-05 | 2024-09-19 | -25.31 | 105 |
| 2024-11-30 | 2025-04-12 | -15.09 | 132 |
| 2025-05-14 | 2025-09-01 | -11.72 | 110 |
| 2024-01-11 | 2024-02-28 | -11.34 | 48 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2023-07-27 | 2023-11-29 | -9.89 | 124 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2023-04-30 | 2023-06-10 | -7.18 | 40 |
| Metric | 12252534:solusd:triple_med_gx:lsma250_130 | 12252534:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 34.46% | 43.67% |
| Worst Week | -17.34% | -51.66% |
| Best Month | 34.14% | 140.02% |
| Worst Month | -20.45% | -56.44% |
| Best Year | 192.08% | 921.46% |
| Worst Year | -18.28% | -89.3% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.48% | -1.56% |
| Avg. Up Week | 10.15% | 12.92% |
| Avg. Down Week | -4.2% | -7.34% |
| Avg. Up Month | 16.92% | 36.96% |
| Avg. Down Month | -6.33% | -22.02% |
| Win Days % | 51.45% | 50.22% |
| Win Month % | 64.71% | 51.16% |
| Win Week % | 55.88% | 48.13% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |