| Metric | 12216671:solusd:triple_med_gx:lsma80_20 | 12216671:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 61.47% | -9.97% |
| Max Drawdown | -23.62% | -64.93% |
| Sharpe | 0.7 | 0.16 |
| Sortino | 1.26 | 0.24 |
| Payoff Ratio | 1.41 | 1.39 |
| Profit Factor | 1.36 | 1.02 |
| Common Sense Ratio | 1.97 | 1.04 |
| CPC Index | 0.91 | 0.7 |
| Tail Ratio | 1.45 | 1.01 |
| Outlier Win Ratio | 33.04 | 2.89 |
| Outlier Loss Ratio | 3.29 | 2.82 |
| Volatility (ann.) | 17.98% | 43.54% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.34 | -0.14 |
| Skew | 5.96 | 0.65 |
| Kurtosis | 132.39 | 8.59 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.48% | -0.75% |
| Expected Yearly % | 27.07% | -5.12% |
| Kelly Criterion | 10.26% | 12.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -3.73% |
| Expected Shortfall (cVaR) | -1.51% | -3.73% |
| Year | 12216671:SOLUSD | 12216671:solusd:triple_med_gx:lsma80_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 11.79 | 0.90 | - |
| 2025 | -20.42 | 44.45 | -2.18 | + |
| Metric | 12216671:solusd:triple_med_gx:lsma80_20 | 12216671:SOLUSD |
|---|---|---|
| MTD | -2.35% | -2.98% |
| 3M | 6.24% | 28.3% |
| 6M | 40.7% | -22.48% |
| YTD | 44.45% | -20.42% |
| 1Y | 52.29% | 6.8% |
| 3Y (ann.) | 55.19% | -9.18% |
| 5Y (ann.) | 55.19% | -9.18% |
| Metric | 12216671:solusd:triple_med_gx:lsma80_20 | 12216671:SOLUSD |
|---|---|---|
| Max Drawdown | -23.62% | -64.93% |
| Longest DD Days | 135.0 | 165.0 |
| Avg. Drawdown | -5.2% | -11.98% |
| Avg. Drawdown Days | 28.0 | 23.0 |
| Recovery Factor | 2.6 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-04 | -23.62 | 123 |
| 2024-06-28 | 2024-11-10 | -9.97 | 135 |
| 2024-12-25 | 2025-01-02 | -6.94 | 7 |
| 2025-02-15 | 2025-03-02 | -5.97 | 15 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-06-26 | 2024-06-27 | -0.87 | 0 |
| 2025-01-16 | 2025-01-17 | -0.18 | 0 |
| 2024-06-25 | 2024-06-26 | -0.18 | 0 |
| 2024-11-10 | 2024-11-10 | -0.11 | 0 |
| Metric | 12216671:solusd:triple_med_gx:lsma80_20 | 12216671:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -7.97% | -17.1% |
| Best Month | 48.58% | 41.15% |
| Worst Month | -5.8% | -36.08% |
| Best Year | 44.45% | 13.13% |
| Worst Year | 11.79% | -20.42% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.39% | -1.41% |
| Avg. Up Week | 6.83% | 11.23% |
| Avg. Down Week | -3.43% | -6.71% |
| Avg. Up Month | 14.88% | 19.75% |
| Avg. Down Month | -3.12% | -16.3% |
| Win Days % | 47.56% | 49.06% |
| Win Month % | 46.15% | 50.0% |
| Win Week % | 56.52% | 50.0% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |