| Metric | 12216601:solusd:triple_med_gx:lsma100_20 | 12216601:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 328.58% | 117.62% |
| Max Drawdown | -32.41% | -93.44% |
| Sharpe | 0.57 | 0.35 |
| Sortino | 0.95 | 0.52 |
| Payoff Ratio | 1.3 | 1.26 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | 1.13 | 1.01 |
| Outlier Win Ratio | 27.87 | 3.3 |
| Outlier Loss Ratio | 3.64 | 2.87 |
| Volatility (ann.) | 20.93% | 49.77% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.48 | 0.25 |
| Skew | 2.62 | 0.46 |
| Kurtosis | 42.39 | 11.05 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.21% | 1.7% |
| Expected Yearly % | 43.88% | 21.46% |
| Kelly Criterion | 4.59% | 10.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -4.24% |
| Expected Shortfall (cVaR) | -1.77% | -4.24% |
| Year | 12216601:SOLUSD | 12216601:solusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.73 | 51.51 | -0.58 | + |
| 2023 | 921.46 | 112.68 | 0.12 | - |
| 2024 | 85.41 | 41.36 | 0.48 | - |
| 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.) | 44.71% | 86.57% |
| 5Y (ann.) | 47.87% | 23.24% |
| Metric | 12216601:solusd:triple_med_gx:lsma100_20 | 12216601:SOLUSD |
|---|---|---|
| Max Drawdown | -32.41% | -93.44% |
| Longest DD Days | 204.0 | 703.0 |
| Avg. Drawdown | -7.35% | -12.83% |
| Avg. Drawdown Days | 29.0 | 48.0 |
| Recovery Factor | 10.14 | 1.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-09-06 | -32.41 | 164 |
| 2025-05-14 | 2025-10-16 | -29.62 | 155 |
| 2025-03-03 | 2025-05-13 | -26.13 | 71 |
| 2023-04-12 | 2023-10-23 | -24.84 | 194 |
| 2022-09-06 | 2022-11-23 | -17.00 | 77 |
| 2024-06-28 | 2025-01-18 | -16.01 | 204 |
| 2025-02-11 | 2025-03-02 | -14.71 | 19 |
| 2022-11-25 | 2023-01-03 | -14.67 | 39 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2023-03-14 | 2023-04-11 | -11.71 | 27 |
| Metric | 12216601:solusd:triple_med_gx:lsma100_20 | 12216601:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 32.75% | 43.67% |
| Worst Week | -13.41% | -51.66% |
| Best Month | 34.08% | 140.02% |
| Worst Month | -16.09% | -56.44% |
| Best Year | 112.68% | 921.46% |
| Worst Year | -5.92% | -88.73% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.48% | -1.55% |
| Avg. Up Week | 7.21% | 14.18% |
| Avg. Down Week | -4.39% | -6.25% |
| Avg. Up Month | 13.34% | 36.23% |
| Avg. Down Month | -7.35% | -19.8% |
| Win Days % | 46.08% | 50.15% |
| Win Month % | 54.35% | 54.35% |
| Win Week % | 52.83% | 48.48% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 75.0% |