| Metric | 12216601:solusd:triple_med_gx:lsma100_20 | 12216601:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -8.55% | 15.38% |
| Max Drawdown | -29.62% | -64.93% |
| Sharpe | 0.01 | 0.27 |
| Sortino | 0.02 | 0.4 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.0 | 1.04 |
| Common Sense Ratio | 1.0 | 1.08 |
| CPC Index | 0.54 | 0.63 |
| Tail Ratio | 1.0 | 1.04 |
| Outlier Win Ratio | 23.75 | 2.96 |
| Outlier Loss Ratio | 3.62 | 2.98 |
| Volatility (ann.) | 19.55% | 42.23% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.21 | 0.17 |
| Skew | 3.51 | 0.58 |
| Kurtosis | 77.39 | 8.14 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.52% | 0.85% |
| Expected Yearly % | -4.37% | 7.42% |
| Kelly Criterion | -2.99% | 8.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -3.6% |
| Expected Shortfall (cVaR) | -1.68% | -3.6% |
| Year | 12216601:SOLUSD | 12216601:solusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -2.79 | -0.21 | - |
| 2025 | 1.99 | -5.92 | -2.98 | - |
| Metric | 12216601:solusd:triple_med_gx:lsma100_20 | 12216601:SOLUSD |
|---|---|---|
| MTD | -2.44% | -7.75% |
| 3M | -10.03% | 17.41% |
| 6M | -15.78% | 52.72% |
| YTD | -5.92% | 1.99% |
| 1Y | 0.4% | 24.46% |
| 3Y (ann.) | -6.29% | 10.96% |
| 5Y (ann.) | -6.29% | 10.96% |
| Metric | 12216601:solusd:triple_med_gx:lsma100_20 | 12216601:SOLUSD |
|---|---|---|
| Max Drawdown | -29.62% | -64.93% |
| Longest DD Days | 204.0 | 269.0 |
| Avg. Drawdown | -15.65% | -11.98% |
| Avg. Drawdown Days | 78.0 | 29.0 |
| Recovery Factor | -0.29 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-10-16 | -29.62 | 155 |
| 2025-03-03 | 2025-05-13 | -26.13 | 71 |
| 2024-06-28 | 2025-01-18 | -16.01 | 204 |
| 2025-02-11 | 2025-03-02 | -14.71 | 19 |
| 2024-06-07 | 2024-06-27 | -7.23 | 20 |
| 2025-02-10 | 2025-02-11 | -0.18 | 0 |
| Metric | 12216601:solusd:triple_med_gx:lsma100_20 | 12216601:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 21.07% | 21.25% |
| Worst Week | -10.31% | -18.95% |
| Best Month | 21.53% | 41.15% |
| Worst Month | -12.23% | -36.08% |
| Best Year | -2.79% | 13.13% |
| Worst Year | -5.92% | 1.99% |
| Avg. Up Day | 1.65% | 1.66% |
| Avg. Down Day | -1.33% | -1.35% |
| Avg. Up Week | 4.69% | 10.43% |
| Avg. Down Week | -3.79% | -7.39% |
| Avg. Up Month | 9.89% | 19.34% |
| Avg. Down Month | -6.28% | -16.41% |
| Win Days % | 42.86% | 49.58% |
| Win Month % | 35.29% | 58.82% |
| Win Week % | 45.45% | 53.42% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 100.0% |