| Metric | 12228816:solusd:triple_med_gx:lsma100_65 | 12228816:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 230.81% | 117.62% |
| Max Drawdown | -33.72% | -93.44% |
| Sharpe | 0.59 | 0.35 |
| Sortino | 0.96 | 0.52 |
| Payoff Ratio | 1.32 | 1.23 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.66 | 1.07 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.33 | 1.01 |
| Outlier Win Ratio | 38.69 | 2.99 |
| Outlier Loss Ratio | 3.79 | 2.72 |
| Volatility (ann.) | 15.76% | 49.77% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.12 | 0.25 |
| Skew | 1.89 | 0.46 |
| Kurtosis | 32.96 | 11.05 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.63% | 1.7% |
| Expected Yearly % | 34.86% | 21.46% |
| Kelly Criterion | 5.96% | 9.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -4.24% |
| Expected Shortfall (cVaR) | -1.33% | -4.24% |
| Year | 12228816:SOLUSD | 12228816:solusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.73 | 155.24 | -1.75 | + |
| 2023 | 921.46 | 78.08 | 0.08 | - |
| 2024 | 85.41 | -8.31 | -0.10 | - |
| 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.) | 16.49% | 86.57% |
| 5Y (ann.) | 37.93% | 23.24% |
| Metric | 12228816:solusd:triple_med_gx:lsma100_65 | 12228816:SOLUSD |
|---|---|---|
| Max Drawdown | -33.72% | -93.44% |
| Longest DD Days | 421.0 | 703.0 |
| Avg. Drawdown | -5.23% | -12.83% |
| Avg. Drawdown Days | 30.0 | 48.0 |
| Recovery Factor | 6.85 | 1.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2025-10-16 | -33.72 | 421 |
| 2024-02-02 | 2024-05-15 | -12.36 | 103 |
| 2022-09-06 | 2022-11-23 | -12.13 | 77 |
| 2024-01-17 | 2024-02-02 | -12.01 | 15 |
| 2023-05-06 | 2023-08-19 | -11.03 | 105 |
| 2022-03-25 | 2022-07-14 | -10.43 | 111 |
| 2024-06-28 | 2024-08-20 | -10.12 | 53 |
| 2023-08-20 | 2023-10-23 | -10.08 | 64 |
| 2023-02-20 | 2023-04-10 | -8.62 | 49 |
| 2022-03-02 | 2022-03-24 | -8.46 | 21 |
| Metric | 12228816:solusd:triple_med_gx:lsma100_65 | 12228816:SOLUSD |
|---|---|---|
| Best Day | 9.61% | 30.09% |
| Worst Day | -7.69% | -26.94% |
| Best Week | 18.02% | 43.67% |
| Worst Week | -10.27% | -51.66% |
| Best Month | 31.73% | 140.02% |
| Worst Month | -8.31% | -56.44% |
| Best Year | 155.24% | 921.46% |
| Worst Year | -20.62% | -88.73% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.35% | -1.46% |
| Avg. Up Week | 5.57% | 12.62% |
| Avg. Down Week | -2.83% | -7.73% |
| Avg. Up Month | 9.76% | 38.79% |
| Avg. Down Month | -4.03% | -18.53% |
| Win Days % | 46.52% | 50.15% |
| Win Month % | 52.27% | 54.35% |
| Win Week % | 53.68% | 48.48% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 50.0% | 75.0% |