| Metric | 12228816:solusd:triple_med_gx:lsma100_65 | 12228816:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -27.4% | 15.38% |
| Max Drawdown | -33.72% | -61.75% |
| Sharpe | -0.66 | 0.55 |
| Sortino | -0.97 | 0.81 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 0.82 | 1.08 |
| Common Sense Ratio | 0.37 | 1.17 |
| CPC Index | 0.39 | 0.6 |
| Tail Ratio | 0.46 | 1.08 |
| Outlier Win Ratio | 34.14 | 2.72 |
| Outlier Loss Ratio | 3.21 | 2.37 |
| Volatility (ann.) | 29.01% | 85.83% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.62 | 0.18 |
| Skew | 1.29 | 0.14 |
| Kurtosis | 15.62 | 3.01 |
| Expected Daily % | -0.06% | 0.03% |
| Expected Monthly % | -1.87% | 0.85% |
| Expected Yearly % | -14.79% | 7.42% |
| Kelly Criterion | -10.34% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -7.26% |
| Expected Shortfall (cVaR) | -2.55% | -7.26% |
| Year | 12228816:SOLUSD | 12228816:solusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -10.87 | -0.85 | - |
| 2025 | 2.31 | -18.55 | -8.04 | - |
| Metric | 12228816:solusd:triple_med_gx:lsma100_65 | 12228816:SOLUSD |
|---|---|---|
| MTD | -5.99% | -8.37% |
| 3M | -5.08% | 20.18% |
| 6M | -10.53% | 46.71% |
| YTD | -18.55% | 2.31% |
| 1Y | -18.98% | 24.83% |
| 3Y (ann.) | -20.77% | 10.96% |
| 5Y (ann.) | -20.77% | 10.96% |
| Metric | 12228816:solusd:triple_med_gx:lsma100_65 | 12228816:SOLUSD |
|---|---|---|
| Max Drawdown | -33.72% | -61.75% |
| Longest DD Days | 421.0 | 269.0 |
| Avg. Drawdown | -11.0% | -16.47% |
| Avg. Drawdown Days | 112.0 | 44.0 |
| Recovery Factor | -0.81 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-21 | 2025-10-16 | -33.72 | 421 |
| 2024-06-29 | 2024-07-21 | -6.58 | 22 |
| 2024-08-16 | 2024-08-20 | -2.66 | 4 |
| 2024-06-27 | 2024-06-28 | -1.05 | 1 |
| Metric | 12228816:solusd:triple_med_gx:lsma100_65 | 12228816:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -6.2% | -18.74% |
| Best Week | 12.24% | 25.06% |
| Worst Week | -8.33% | -26.95% |
| Best Month | 6.77% | 39.21% |
| Worst Month | -8.31% | -46.12% |
| Best Year | -10.87% | 12.78% |
| Worst Year | -18.55% | 2.31% |
| Avg. Up Day | 3.12% | 3.19% |
| Avg. Down Day | -2.6% | -2.8% |
| Avg. Up Week | 4.37% | 9.52% |
| Avg. Down Week | -3.47% | -8.45% |
| Avg. Up Month | 2.88% | 18.64% |
| Avg. Down Month | -4.16% | -17.49% |
| Win Days % | 39.81% | 48.8% |
| Win Month % | 35.29% | 58.82% |
| Win Week % | 31.71% | 50.68% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 0.0% | 100.0% |