| Metric | 12158030:solusd:triple_med_gx:lsma100_120 | 12158030:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 90.01% | 93.15% |
| Max Drawdown | -24.77% | -93.44% |
| Sharpe | 0.48 | 0.35 |
| Sortino | 0.81 | 0.51 |
| Payoff Ratio | 1.31 | 1.2 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 76.72 | 2.69 |
| Outlier Loss Ratio | 3.66 | 2.36 |
| Volatility (ann.) | 11.26% | 50.47% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.84 | 0.23 |
| Skew | 4.54 | 0.48 |
| Kurtosis | 112.55 | 11.33 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.54% | 1.58% |
| Expected Yearly % | 17.41% | 17.89% |
| Kelly Criterion | 5.93% | 8.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -4.3% |
| Expected Shortfall (cVaR) | -0.95% | -4.3% |
| Year | 12158030:SOLUSD | 12158030:solusd:triple_med_gx:lsma100_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.81 | 14.23 | -0.16 | + |
| 2023 | 921.46 | 41.21 | 0.04 | - |
| 2024 | 85.41 | 29.99 | 0.35 | - |
| 2025 | -8.87 | -9.38 | 1.06 | - |
| Metric | 12158030:solusd:triple_med_gx:lsma100_120 | 12158030:SOLUSD |
|---|---|---|
| MTD | -4.56% | 11.11% |
| 3M | -2.21% | 36.47% |
| 6M | -12.65% | -8.22% |
| YTD | -9.38% | -8.87% |
| 1Y | -10.11% | 7.09% |
| 3Y (ann.) | 26.04% | 63.14% |
| 5Y (ann.) | 20.82% | 21.4% |
| Metric | 12158030:solusd:triple_med_gx:lsma100_120 | 12158030:SOLUSD |
|---|---|---|
| Max Drawdown | -24.77% | -93.44% |
| Longest DD Days | 265.0 | 703.0 |
| Avg. Drawdown | -4.37% | -12.45% |
| Avg. Drawdown Days | 37.0 | 44.0 |
| Recovery Factor | 3.63 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-25 | 2025-07-17 | -24.77 | 265 |
| 2023-05-30 | 2023-10-21 | -21.87 | 143 |
| 2022-03-17 | 2022-09-29 | -20.85 | 195 |
| 2022-09-30 | 2022-11-23 | -11.58 | 53 |
| 2024-06-10 | 2024-10-14 | -7.75 | 125 |
| 2024-10-15 | 2024-10-19 | -4.18 | 4 |
| 2023-01-21 | 2023-05-05 | -3.72 | 104 |
| 2024-05-02 | 2024-05-02 | -3.68 | 0 |
| 2024-05-06 | 2024-06-09 | -2.75 | 34 |
| 2024-10-21 | 2024-10-24 | -2.75 | 3 |
| Metric | 12158030:solusd:triple_med_gx:lsma100_120 | 12158030:SOLUSD |
|---|---|---|
| Best Day | 13.38% | 30.09% |
| Worst Day | -6.68% | -26.94% |
| Best Week | 20.45% | 43.67% |
| Worst Week | -13.99% | -51.66% |
| Best Month | 35.56% | 140.02% |
| Worst Month | -13.99% | -56.44% |
| Best Year | 41.21% | 921.46% |
| Worst Year | -9.38% | -88.81% |
| Avg. Up Day | 1.69% | 1.73% |
| Avg. Down Day | -1.29% | -1.44% |
| Avg. Up Week | 6.09% | 10.93% |
| Avg. Down Week | -5.36% | -6.39% |
| Avg. Up Month | 12.42% | 45.05% |
| Avg. Down Month | -4.44% | -17.64% |
| Win Days % | 46.58% | 50.16% |
| Win Month % | 53.12% | 52.38% |
| Win Week % | 58.0% | 47.51% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 50.0% |