| Metric | 12216601:solusd:triple_med_gx:lsma100_20 | 12216601:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -8.55% | 15.38% |
| Max Drawdown | -29.26% | -61.75% |
| Sharpe | 0.07 | 0.55 |
| Sortino | 0.1 | 0.81 |
| Payoff Ratio | 1.2 | 1.23 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 0.91 | 1.17 |
| CPC Index | 0.52 | 0.65 |
| Tail Ratio | 0.89 | 1.08 |
| Outlier Win Ratio | 19.05 | 2.78 |
| Outlier Loss Ratio | 3.15 | 2.59 |
| Volatility (ann.) | 43.62% | 85.83% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.21 | 0.18 |
| Skew | 1.05 | 0.14 |
| Kurtosis | 26.34 | 3.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -0.52% | 0.85% |
| Expected Yearly % | -4.37% | 7.42% |
| Kelly Criterion | -5.13% | 7.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.75% | -7.26% |
| Expected Shortfall (cVaR) | -3.75% | -7.26% |
| Year | 12216601:SOLUSD | 12216601:solusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -5.27 | -0.41 | - |
| 2025 | 2.31 | -3.46 | -1.50 | - |
| Metric | 12216601:solusd:triple_med_gx:lsma100_20 | 12216601:SOLUSD |
|---|---|---|
| MTD | -2.44% | -8.37% |
| 3M | -10.03% | 20.18% |
| 6M | -19.09% | 46.71% |
| YTD | -3.46% | 2.31% |
| 1Y | 0.69% | 24.83% |
| 3Y (ann.) | -6.29% | 10.96% |
| 5Y (ann.) | -6.29% | 10.96% |
| Metric | 12216601:solusd:triple_med_gx:lsma100_20 | 12216601:SOLUSD |
|---|---|---|
| Max Drawdown | -29.26% | -61.75% |
| Longest DD Days | 224.0 | 269.0 |
| Avg. Drawdown | -16.67% | -16.47% |
| Avg. Drawdown Days | 93.0 | 44.0 |
| Recovery Factor | -0.29 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-15 | 2025-10-16 | -29.26 | 154 |
| 2025-03-04 | 2025-05-11 | -21.50 | 68 |
| 2025-02-12 | 2025-03-03 | -14.71 | 19 |
| 2024-06-08 | 2025-01-18 | -14.25 | 224 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| Metric | 12216601:solusd:triple_med_gx:lsma100_20 | 12216601:SOLUSD |
|---|---|---|
| Best Day | 18.14% | 20.8% |
| Worst Day | -18.74% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -10.93% | -26.95% |
| Best Month | 24.71% | 39.21% |
| Worst Month | -12.23% | -46.12% |
| Best Year | -3.46% | 12.78% |
| Worst Year | -5.27% | 2.31% |
| Avg. Up Day | 3.54% | 3.67% |
| Avg. Down Day | -2.96% | -2.98% |
| Avg. Up Week | 6.46% | 12.03% |
| Avg. Down Week | -4.54% | -6.93% |
| Avg. Up Month | 10.42% | 21.8% |
| Avg. Down Month | -6.46% | -17.52% |
| Win Days % | 42.76% | 48.8% |
| Win Month % | 35.29% | 58.82% |
| Win Week % | 36.96% | 50.68% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 100.0% |