| Metric | 12228816:solusd:triple_med_gx:lsma100_65 | 12228816:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -27.4% | 15.38% |
| Max Drawdown | -33.72% | -64.93% |
| Sharpe | -0.35 | 0.27 |
| Sortino | -0.5 | 0.4 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 0.88 | 1.04 |
| Common Sense Ratio | 0.57 | 1.08 |
| CPC Index | 0.43 | 0.59 |
| Tail Ratio | 0.64 | 1.04 |
| Outlier Win Ratio | 36.91 | 2.64 |
| Outlier Loss Ratio | 3.84 | 2.93 |
| Volatility (ann.) | 13.81% | 42.23% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.62 | 0.17 |
| Skew | 0.42 | 0.58 |
| Kurtosis | 23.28 | 8.14 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.87% | 0.85% |
| Expected Yearly % | -14.79% | 7.42% |
| Kelly Criterion | -8.47% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -3.6% |
| Expected Shortfall (cVaR) | -1.2% | -3.6% |
| Year | 12228816:SOLUSD | 12228816:solusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -8.54 | -0.65 | - |
| 2025 | 1.99 | -20.62 | -10.38 | - |
| Metric | 12228816:solusd:triple_med_gx:lsma100_65 | 12228816:SOLUSD |
|---|---|---|
| MTD | -5.99% | -7.75% |
| 3M | -5.08% | 17.41% |
| 6M | -6.86% | 52.72% |
| YTD | -20.62% | 1.99% |
| 1Y | -18.83% | 24.46% |
| 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% | -64.93% |
| Longest DD Days | 421.0 | 269.0 |
| Avg. Drawdown | -14.96% | -11.98% |
| Avg. Drawdown Days | 158.0 | 29.0 |
| Recovery Factor | -0.81 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2025-10-16 | -33.72 | 421 |
| 2024-06-28 | 2024-08-20 | -10.12 | 53 |
| 2024-06-26 | 2024-06-27 | -1.05 | 1 |
| Metric | 12228816:solusd:triple_med_gx:lsma100_65 | 12228816:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 5.97% | 21.25% |
| Worst Week | -7.15% | -18.95% |
| Best Month | 4.69% | 41.15% |
| Worst Month | -8.31% | -36.08% |
| Best Year | -8.54% | 13.13% |
| Worst Year | -20.62% | 1.99% |
| Avg. Up Day | 1.47% | 1.48% |
| Avg. Down Day | -1.22% | -1.29% |
| Avg. Up Week | 2.49% | 7.74% |
| Avg. Down Week | -2.87% | -9.54% |
| Avg. Up Month | 2.88% | 14.6% |
| Avg. Down Month | -5.1% | -16.4% |
| Win Days % | 40.76% | 49.58% |
| Win Month % | 35.29% | 58.82% |
| Win Week % | 40.54% | 53.42% |
| Win Quarter % | 14.29% | 57.14% |
| Win Year % | 0.0% | 100.0% |