| Metric | 12230414:solusd:triple_med_gx:lsma100_70 | 12230414:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 197.91% | 94.46% |
| Max Drawdown | -33.92% | -93.44% |
| Sharpe | 0.59 | 0.35 |
| Sortino | 0.97 | 0.51 |
| Payoff Ratio | 1.32 | 1.22 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.9 | 1.08 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.51 | 1.02 |
| Outlier Win Ratio | 42.05 | 2.96 |
| Outlier Loss Ratio | 3.77 | 2.69 |
| Volatility (ann.) | 15.37% | 50.51% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.09 | 0.23 |
| Skew | 2.15 | 0.47 |
| Kurtosis | 37.46 | 11.05 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.57% | 1.56% |
| Expected Yearly % | 31.38% | 18.09% |
| Kelly Criterion | 5.68% | 9.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -4.3% |
| Expected Shortfall (cVaR) | -1.3% | -4.3% |
| Year | 12230414:SOLUSD | 12230414:solusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.73 | 137.35 | -1.55 | + |
| 2023 | 921.46 | 61.50 | 0.07 | - |
| 2024 | 85.41 | -8.28 | -0.10 | - |
| 2025 | -8.87 | -15.26 | 1.72 | - |
| Metric | 12230414:solusd:triple_med_gx:lsma100_70 | 12230414:SOLUSD |
|---|---|---|
| MTD | -5.5% | 11.11% |
| 3M | 1.51% | 36.47% |
| 6M | -13.72% | -8.22% |
| YTD | -15.26% | -8.87% |
| 1Y | -25.08% | 7.09% |
| 3Y (ann.) | 25.02% | 63.14% |
| 5Y (ann.) | 36.95% | 21.12% |
| Metric | 12230414:solusd:triple_med_gx:lsma100_70 | 12230414:SOLUSD |
|---|---|---|
| Max Drawdown | -33.92% | -93.44% |
| Longest DD Days | 330.0 | 703.0 |
| Avg. Drawdown | -5.08% | -12.83% |
| Avg. Drawdown Days | 30.0 | 44.0 |
| Recovery Factor | 5.84 | 1.01 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2025-07-17 | -33.92 | 330 |
| 2024-02-02 | 2024-06-27 | -17.05 | 146 |
| 2022-03-25 | 2022-07-16 | -14.75 | 113 |
| 2023-04-12 | 2023-10-23 | -12.36 | 194 |
| 2024-01-18 | 2024-02-02 | -11.85 | 15 |
| 2022-09-06 | 2022-10-29 | -10.42 | 52 |
| 2023-02-20 | 2023-04-10 | -8.62 | 49 |
| 2022-07-29 | 2022-08-11 | -8.02 | 12 |
| 2023-12-09 | 2023-12-23 | -7.78 | 14 |
| 2024-06-28 | 2024-07-20 | -7.60 | 22 |
| Metric | 12230414:solusd:triple_med_gx:lsma100_70 | 12230414:SOLUSD |
|---|---|---|
| Best Day | 9.61% | 30.09% |
| Worst Day | -7.69% | -26.94% |
| Best Week | 18.33% | 43.67% |
| Worst Week | -10.27% | -51.66% |
| Best Month | 30.95% | 140.02% |
| Worst Month | -8.31% | -56.44% |
| Best Year | 137.35% | 921.46% |
| Worst Year | -15.26% | -88.73% |
| Avg. Up Day | 1.83% | 1.85% |
| Avg. Down Day | -1.38% | -1.51% |
| Avg. Up Week | 5.32% | 12.67% |
| Avg. Down Week | -2.97% | -7.51% |
| Avg. Up Month | 10.3% | 41.21% |
| Avg. Down Month | -3.95% | -22.47% |
| Win Days % | 46.25% | 50.1% |
| Win Month % | 53.66% | 53.49% |
| Win Week % | 55.68% | 47.57% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |