| Metric | 12256675:solusd:triple_med_gx:lsma250_140 | 12256675:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 499.74% | 47.22% |
| Max Drawdown | -29.47% | -93.44% |
| Sharpe | 0.74 | 0.3 |
| Sortino | 1.28 | 0.44 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 2.12 | 1.05 |
| CPC Index | 0.87 | 0.63 |
| Tail Ratio | 1.56 | 1.01 |
| Outlier Win Ratio | 36.27 | 3.11 |
| Outlier Loss Ratio | 3.43 | 2.71 |
| Volatility (ann.) | 18.24% | 49.4% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.06 | 0.12 |
| Skew | 3.74 | 0.47 |
| Kurtosis | 81.93 | 11.29 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.97% | 0.84% |
| Expected Yearly % | 56.49% | 10.15% |
| Kelly Criterion | 12.35% | 8.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -4.21% |
| Expected Shortfall (cVaR) | -1.53% | -4.21% |
| Year | 12256675:SOLUSD | 12256675:solusd:triple_med_gx:lsma250_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.30 | 19.63 | -0.22 | + |
| 2023 | 921.46 | 46.19 | 0.05 | - |
| 2024 | 85.41 | 123.90 | 1.45 | + |
| 2025 | -27.33 | 53.17 | -1.95 | + |
| Metric | 12256675:solusd:triple_med_gx:lsma250_140 | 12256675:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.76% |
| 3M | 0.03% | -36.8% |
| 6M | 7.29% | -14.9% |
| YTD | 53.17% | -27.33% |
| 1Y | 53.17% | -36.69% |
| 3Y (ann.) | 58.65% | 116.03% |
| 5Y (ann.) | 60.77% | 10.8% |
| Metric | 12256675:solusd:triple_med_gx:lsma250_140 | 12256675:SOLUSD |
|---|---|---|
| Max Drawdown | -29.47% | -93.44% |
| Longest DD Days | 229.0 | 703.0 |
| Avg. Drawdown | -5.49% | -12.93% |
| Avg. Drawdown Days | 27.0 | 54.0 |
| Recovery Factor | 16.96 | 0.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2023-01-03 | -29.47 | 89 |
| 2024-04-01 | 2024-09-19 | -24.56 | 171 |
| 2023-01-04 | 2023-04-12 | -16.44 | 98 |
| 2024-12-01 | 2025-04-12 | -16.25 | 131 |
| 2022-06-16 | 2022-07-14 | -14.98 | 28 |
| 2022-07-19 | 2022-10-04 | -14.00 | 77 |
| 2023-04-14 | 2023-11-29 | -13.86 | 229 |
| 2025-05-14 | 2025-09-10 | -11.71 | 119 |
| 2024-03-01 | 2024-03-30 | -10.38 | 28 |
| 2022-03-04 | 2022-03-24 | -9.59 | 19 |
| Metric | 12256675:solusd:triple_med_gx:lsma250_140 | 12256675:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 30.16% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 30.19% | 140.02% |
| Worst Month | -20.26% | -56.44% |
| Best Year | 123.9% | 921.46% |
| Worst Year | 19.63% | -89.3% |
| Avg. Up Day | 1.73% | 1.74% |
| Avg. Down Day | -1.4% | -1.46% |
| Avg. Up Week | 9.84% | 14.23% |
| Avg. Down Week | -3.76% | -7.77% |
| Avg. Up Month | 13.97% | 34.62% |
| Avg. Down Month | -5.14% | -19.24% |
| Win Days % | 51.57% | 50.17% |
| Win Month % | 60.61% | 52.17% |
| Win Week % | 56.45% | 47.26% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 50.0% |