| Metric | 12288960:solusd:triple_med_gx:lsma100_105 | 12288960:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 7.72% | 101.85% |
| Max Drawdown | -17.71% | -93.44% |
| Sharpe | 0.12 | 0.35 |
| Sortino | 0.19 | 0.52 |
| Payoff Ratio | 1.37 | 1.12 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 237.96 | 2.18 |
| Outlier Loss Ratio | 4.14 | 1.96 |
| Volatility (ann.) | 5.79% | 50.47% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.12 | 0.25 |
| Skew | 5.5 | 0.48 |
| Kurtosis | 339.0 | 11.32 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.18% | 1.69% |
| Expected Yearly % | 1.88% | 19.2% |
| Kelly Criterion | -6.43% | 5.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -4.3% |
| Expected Shortfall (cVaR) | -0.5% | -4.3% |
| Year | 12288960:SOLUSD | 12288960:solusd:triple_med_gx:lsma100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.30 | 5.20 | -0.06 | + |
| 2023 | 921.46 | 21.21 | 0.02 | - |
| 2024 | 85.41 | -0.39 | -0.00 | - |
| 2025 | -8.87 | -15.19 | 1.71 | - |
| Metric | 12288960:solusd:triple_med_gx:lsma100_105 | 12288960:SOLUSD |
|---|---|---|
| MTD | -3.14% | 11.11% |
| 3M | -1.35% | 36.47% |
| 6M | -15.03% | -8.22% |
| YTD | -15.19% | -8.87% |
| 1Y | -13.9% | 7.09% |
| 3Y (ann.) | 1.48% | 63.14% |
| 5Y (ann.) | 2.21% | 22.97% |
| Metric | 12288960:solusd:triple_med_gx:lsma100_105 | 12288960:SOLUSD |
|---|---|---|
| Max Drawdown | -17.71% | -93.44% |
| Longest DD Days | 405.0 | 703.0 |
| Avg. Drawdown | -3.21% | -12.51% |
| Avg. Drawdown Days | 77.0 | 44.0 |
| Recovery Factor | 0.44 | 1.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-07-17 | -17.71 | 405 |
| 2022-11-22 | 2023-10-19 | -9.52 | 331 |
| 2023-10-22 | 2023-10-23 | -4.29 | 1 |
| 2022-05-06 | 2022-09-29 | -3.79 | 145 |
| 2024-04-30 | 2024-05-03 | -3.43 | 3 |
| 2024-05-24 | 2024-05-24 | -0.89 | 0 |
| 2024-02-08 | 2024-04-29 | -0.84 | 81 |
| 2022-03-15 | 2022-04-17 | -0.32 | 32 |
| 2022-03-15 | 2022-03-15 | -0.18 | 0 |
| 2022-11-21 | 2022-11-21 | -0.18 | 0 |
| Metric | 12288960:solusd:triple_med_gx:lsma100_105 | 12288960:SOLUSD |
|---|---|---|
| Best Day | 9.38% | 30.09% |
| Worst Day | -6.28% | -26.94% |
| Best Week | 15.3% | 43.67% |
| Worst Week | -13.87% | -51.66% |
| Best Month | 27.48% | 140.02% |
| Worst Month | -13.87% | -56.44% |
| Best Year | 21.21% | 921.46% |
| Worst Year | -15.19% | -88.3% |
| Avg. Up Day | 1.49% | 1.58% |
| Avg. Down Day | -1.09% | -1.41% |
| Avg. Up Week | 3.52% | 10.99% |
| Avg. Down Week | -3.65% | -9.81% |
| Avg. Up Month | 4.74% | 29.73% |
| Avg. Down Month | -3.27% | -25.09% |
| Win Days % | 38.57% | 50.17% |
| Win Month % | 40.0% | 52.38% |
| Win Week % | 46.15% | 47.51% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |