| Metric | 12254412:solusd:triple_med_gx:lsma250_135 | 12254412:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 357.9% | 113.95% |
| Max Drawdown | -35.01% | -93.44% |
| Sharpe | 0.64 | 0.36 |
| Sortino | 1.08 | 0.53 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.86 | 1.06 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 34.48 | 3.15 |
| Outlier Loss Ratio | 3.27 | 2.8 |
| Volatility (ann.) | 20.11% | 50.05% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.56 | 0.26 |
| Skew | 3.26 | 0.49 |
| Kurtosis | 68.12 | 11.42 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.6% | 1.78% |
| Expected Yearly % | 46.28% | 20.94% |
| Kelly Criterion | 10.05% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -4.26% |
| Expected Shortfall (cVaR) | -1.7% | -4.26% |
| Year | 12254412:SOLUSD | 12254412:solusd:triple_med_gx:lsma250_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 18.10 | -0.20 | + |
| 2023 | 921.46 | 101.61 | 0.11 | - |
| 2024 | 85.41 | 75.53 | 0.88 | - |
| 2025 | 5.60 | 9.57 | 1.71 | + |
| Metric | 12254412:solusd:triple_med_gx:lsma250_135 | 12254412:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -8.74% | 26.39% |
| 6M | 18.0% | 38.87% |
| YTD | 9.57% | 5.6% |
| 1Y | 50.05% | 47.35% |
| 3Y (ann.) | 45.43% | 84.92% |
| 5Y (ann.) | 54.48% | 24.28% |
| Metric | 12254412:solusd:triple_med_gx:lsma250_135 | 12254412:SOLUSD |
|---|---|---|
| Max Drawdown | -35.01% | -93.44% |
| Longest DD Days | 219.0 | 703.0 |
| Avg. Drawdown | -6.02% | -12.93% |
| Avg. Drawdown Days | 24.0 | 50.0 |
| Recovery Factor | 10.22 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-16 | 2023-01-29 | -35.01 | 44 |
| 2024-11-12 | 2025-05-08 | -28.83 | 177 |
| 2024-04-01 | 2024-11-06 | -28.29 | 219 |
| 2022-04-14 | 2022-06-21 | -23.29 | 67 |
| 2025-05-14 | 2025-09-01 | -16.77 | 110 |
| 2023-01-29 | 2023-07-26 | -14.33 | 177 |
| 2023-11-25 | 2024-01-06 | -8.50 | 41 |
| 2023-07-27 | 2023-10-16 | -8.48 | 81 |
| 2022-08-02 | 2022-09-26 | -8.17 | 55 |
| 2022-07-11 | 2022-07-14 | -8.16 | 2 |
| Metric | 12254412:solusd:triple_med_gx:lsma250_135 | 12254412: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 | 44.84% | 140.02% |
| Worst Month | -28.61% | -56.44% |
| Best Year | 101.61% | 921.46% |
| Worst Year | 9.57% | -89.3% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.54% | -1.6% |
| Avg. Up Week | 10.4% | 13.28% |
| Avg. Down Week | -4.31% | -8.82% |
| Avg. Up Month | 18.45% | 37.14% |
| Avg. Down Month | -5.59% | -20.67% |
| Win Days % | 49.87% | 50.22% |
| Win Month % | 52.94% | 51.16% |
| Win Week % | 57.63% | 48.13% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |