| Metric | 12240488:solusd:triple_med_gx:lsma110_100 | 12240488:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 1.78% | 94.0% |
| Max Drawdown | -45.49% | -93.44% |
| Sharpe | 0.06 | 0.35 |
| Sortino | 0.09 | 0.51 |
| Payoff Ratio | 1.31 | 1.03 |
| Profit Factor | 1.05 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.55 | 0.54 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 130.52 | 2.41 |
| Outlier Loss Ratio | 3.19 | 2.13 |
| Volatility (ann.) | 8.87% | 50.5% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.01 | 0.23 |
| Skew | 0.6 | 0.47 |
| Kurtosis | 160.37 | 11.08 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.04% | 1.55% |
| Expected Yearly % | 0.44% | 18.02% |
| Kelly Criterion | -5.28% | 1.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -4.3% |
| Expected Shortfall (cVaR) | -0.76% | -4.3% |
| Year | 12240488:SOLUSD | 12240488:solusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.76 | 14.26 | -0.16 | + |
| 2023 | 921.46 | 32.58 | 0.04 | - |
| 2024 | 85.41 | -21.60 | -0.25 | - |
| 2025 | -8.87 | -14.31 | 1.61 | - |
| Metric | 12240488:solusd:triple_med_gx:lsma110_100 | 12240488:SOLUSD |
|---|---|---|
| MTD | 5.87% | 11.11% |
| 3M | 10.51% | 36.47% |
| 6M | -10.81% | -8.22% |
| YTD | -14.31% | -8.87% |
| 1Y | -30.71% | 7.09% |
| 3Y (ann.) | -5.91% | 63.14% |
| 5Y (ann.) | 0.51% | 21.07% |
| Metric | 12240488:solusd:triple_med_gx:lsma110_100 | 12240488:SOLUSD |
|---|---|---|
| Max Drawdown | -45.49% | -93.44% |
| Longest DD Days | 518.0 | 703.0 |
| Avg. Drawdown | -6.08% | -13.56% |
| Avg. Drawdown Days | 83.0 | 48.0 |
| Recovery Factor | 0.04 | 1.01 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-15 | 2025-07-17 | -45.49 | 518 |
| 2022-07-05 | 2023-11-10 | -18.48 | 493 |
| 2022-02-16 | 2022-06-19 | -7.22 | 123 |
| 2023-12-19 | 2023-12-21 | -5.31 | 2 |
| 2024-02-13 | 2024-02-14 | -3.42 | 1 |
| 2024-01-04 | 2024-01-29 | -2.99 | 25 |
| 2022-02-15 | 2022-02-15 | -1.01 | 0 |
| 2022-06-20 | 2022-06-20 | -0.18 | 0 |
| 2022-02-15 | 2022-02-15 | -0.18 | 0 |
| 2022-07-04 | 2022-07-04 | -0.18 | 0 |
| Metric | 12240488:solusd:triple_med_gx:lsma110_100 | 12240488:SOLUSD |
|---|---|---|
| Best Day | 10.36% | 30.09% |
| Worst Day | -9.45% | -26.94% |
| Best Week | 18.73% | 43.67% |
| Worst Week | -9.62% | -51.66% |
| Best Month | 23.95% | 140.02% |
| Worst Month | -10.42% | -56.44% |
| Best Year | 32.58% | 921.46% |
| Worst Year | -21.6% | -88.76% |
| Avg. Up Day | 1.81% | 1.85% |
| Avg. Down Day | -1.38% | -1.8% |
| Avg. Up Week | 6.42% | 16.64% |
| Avg. Down Week | -3.36% | -8.85% |
| Avg. Up Month | 5.96% | 42.68% |
| Avg. Down Month | -5.57% | -18.34% |
| Win Days % | 40.27% | 50.11% |
| Win Month % | 50.0% | 53.49% |
| Win Week % | 41.3% | 47.57% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |