| Metric | 12254752:solusd:triple_med_gx:lsma250_135 | 12254752:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 607.14% | 46.83% |
| Max Drawdown | -36.0% | -93.44% |
| Sharpe | 0.8 | 0.3 |
| Sortino | 1.38 | 0.44 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 1.8 | 1.05 |
| CPC Index | 0.84 | 0.6 |
| Tail Ratio | 1.34 | 1.01 |
| Outlier Win Ratio | 33.09 | 3.19 |
| Outlier Loss Ratio | 3.63 | 2.77 |
| Volatility (ann.) | 18.35% | 49.39% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.89 | 0.11 |
| Skew | 3.48 | 0.47 |
| Kurtosis | 60.92 | 11.29 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.34% | 0.84% |
| Expected Yearly % | 63.07% | 10.08% |
| Kelly Criterion | 11.52% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.21% |
| Expected Shortfall (cVaR) | -1.54% | -4.21% |
| Year | 12254752:SOLUSD | 12254752:solusd:triple_med_gx:lsma250_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 6.76 | -0.08 | + |
| 2023 | 921.46 | 51.08 | 0.06 | - |
| 2024 | 85.41 | 156.19 | 1.83 | + |
| 2025 | -27.52 | 71.14 | -2.58 | + |
| Metric | 12254752:solusd:triple_med_gx:lsma250_135 | 12254752:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 0.35% | -36.97% |
| 6M | 11.13% | -17.14% |
| YTD | 71.14% | -27.52% |
| 1Y | 71.14% | -36.85% |
| 3Y (ann.) | 74.58% | 115.85% |
| 5Y (ann.) | 67.95% | 10.72% |
| Metric | 12254752:solusd:triple_med_gx:lsma250_135 | 12254752:SOLUSD |
|---|---|---|
| Max Drawdown | -36.0% | -93.44% |
| Longest DD Days | 266.0 | 703.0 |
| Avg. Drawdown | -4.97% | -12.93% |
| Avg. Drawdown Days | 20.0 | 54.0 |
| Recovery Factor | 16.86 | 0.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-04-12 | -36.00 | 266 |
| 2023-04-30 | 2024-01-09 | -20.26 | 253 |
| 2022-04-14 | 2022-06-15 | -16.94 | 62 |
| 2024-04-01 | 2024-08-06 | -16.80 | 127 |
| 2022-06-16 | 2022-07-15 | -14.27 | 29 |
| 2024-01-11 | 2024-02-28 | -13.33 | 48 |
| 2022-03-04 | 2022-03-24 | -12.34 | 19 |
| 2024-09-20 | 2024-10-14 | -12.05 | 24 |
| 2024-08-09 | 2024-09-20 | -11.12 | 42 |
| 2025-05-14 | 2025-05-23 | -10.57 | 9 |
| Metric | 12254752:solusd:triple_med_gx:lsma250_135 | 12254752:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 33.88% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 31.63% | 140.02% |
| Worst Month | -19.55% | -56.44% |
| Best Year | 156.19% | 921.46% |
| Worst Year | 6.76% | -89.3% |
| Avg. Up Day | 1.66% | 1.67% |
| Avg. Down Day | -1.37% | -1.45% |
| Avg. Up Week | 9.23% | 12.73% |
| Avg. Down Week | -4.29% | -7.53% |
| Avg. Up Month | 13.08% | 34.64% |
| Avg. Down Month | -6.89% | -17.09% |
| Win Days % | 51.55% | 50.16% |
| Win Month % | 69.44% | 52.17% |
| Win Week % | 59.15% | 47.26% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |