| Metric | 12216671:solusd:triple_med_gx:lsma80_20 | 12216671:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 400.03% | 43.01% |
| Max Drawdown | -23.62% | -93.44% |
| Sharpe | 0.73 | 0.3 |
| Sortino | 1.3 | 0.45 |
| Payoff Ratio | 1.39 | 1.33 |
| Profit Factor | 1.39 | 1.05 |
| Common Sense Ratio | 2.86 | 1.07 |
| CPC Index | 0.93 | 0.7 |
| Tail Ratio | 2.06 | 1.02 |
| Outlier Win Ratio | 40.79 | 3.14 |
| Outlier Loss Ratio | 3.27 | 2.73 |
| Volatility (ann.) | 18.29% | 50.67% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.54 | 0.12 |
| Skew | 4.16 | 0.47 |
| Kurtosis | 76.11 | 11.05 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.91% | 0.86% |
| Expected Yearly % | 49.54% | 9.36% |
| Kelly Criterion | 11.18% | 12.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.32% |
| Expected Shortfall (cVaR) | -1.54% | -4.32% |
| Year | 12216671:SOLUSD | 12216671:solusd:triple_med_gx:lsma80_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.51 | 67.19 | -0.74 | + |
| 2023 | 921.46 | 63.97 | 0.07 | - |
| 2024 | 85.41 | 26.28 | 0.31 | - |
| 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.) | 52.8% | 65.07% |
| 5Y (ann.) | 60.05% | 11.02% |
| Metric | 12216671:solusd:triple_med_gx:lsma80_20 | 12216671:SOLUSD |
|---|---|---|
| Max Drawdown | -23.62% | -93.44% |
| Longest DD Days | 200.0 | 703.0 |
| Avg. Drawdown | -5.86% | -14.34% |
| Avg. Drawdown Days | 26.0 | 51.0 |
| Recovery Factor | 16.94 | 0.46 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-04 | -23.62 | 123 |
| 2022-05-18 | 2022-09-06 | -22.70 | 111 |
| 2023-06-22 | 2023-10-21 | -19.97 | 121 |
| 2022-11-25 | 2023-01-03 | -17.13 | 39 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-04-23 | 2024-11-10 | -10.72 | 200 |
| 2023-04-30 | 2023-06-21 | -9.90 | 52 |
| 2022-09-27 | 2022-10-25 | -9.85 | 28 |
| 2023-01-04 | 2023-02-19 | -8.87 | 46 |
| Metric | 12216671:solusd:triple_med_gx:lsma80_20 | 12216671:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -13.47% | -51.66% |
| Best Month | 48.58% | 140.02% |
| Worst Month | -13.41% | -56.44% |
| Best Year | 67.19% | 921.46% |
| Worst Year | 26.28% | -90.51% |
| Avg. Up Day | 2.17% | 2.19% |
| Avg. Down Day | -1.56% | -1.64% |
| Avg. Up Week | 8.55% | 14.98% |
| Avg. Down Week | -5.7% | -5.37% |
| Avg. Up Month | 12.29% | 41.32% |
| Avg. Down Month | -4.43% | -20.5% |
| Win Days % | 48.31% | 49.99% |
| Win Month % | 56.76% | 47.62% |
| Win Week % | 57.58% | 46.7% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 50.0% |