| Metric | 12254163:solusd:triple_med_gx:lsma100_135 | 12254163:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 145.72% | 103.51% |
| Max Drawdown | -41.58% | -93.44% |
| Sharpe | 0.56 | 0.35 |
| Sortino | 0.93 | 0.52 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.81 | 0.62 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 58.45 | 2.82 |
| Outlier Loss Ratio | 3.42 | 2.53 |
| Volatility (ann.) | 12.62% | 50.12% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.69 | 0.24 |
| Skew | 2.78 | 0.47 |
| Kurtosis | 52.94 | 11.11 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.06% | 1.63% |
| Expected Yearly % | 25.2% | 19.44% |
| Kelly Criterion | 8.7% | 7.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -4.27% |
| Expected Shortfall (cVaR) | -1.07% | -4.27% |
| Year | 12254163:SOLUSD | 12254163:solusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 70.81 | -0.79 | + |
| 2023 | 921.46 | 87.95 | 0.10 | - |
| 2024 | 85.41 | -28.39 | -0.33 | - |
| 2025 | 5.60 | 6.88 | 1.23 | + |
| Metric | 12254163:solusd:triple_med_gx:lsma100_135 | 12254163:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 18.48% | 26.39% |
| 6M | 24.52% | 38.87% |
| YTD | 6.88% | 5.6% |
| 1Y | -7.16% | 47.35% |
| 3Y (ann.) | 16.57% | 84.92% |
| 5Y (ann.) | 28.59% | 21.99% |
| Metric | 12254163:solusd:triple_med_gx:lsma100_135 | 12254163:SOLUSD |
|---|---|---|
| Max Drawdown | -41.58% | -93.44% |
| Longest DD Days | 592.0 | 703.0 |
| Avg. Drawdown | -5.91% | -13.81% |
| Avg. Drawdown Days | 52.0 | 54.0 |
| Recovery Factor | 3.5 | 1.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-09-01 | -41.58 | 592 |
| 2023-05-06 | 2023-12-06 | -14.90 | 214 |
| 2023-03-15 | 2023-03-17 | -10.11 | 2 |
| 2022-08-13 | 2022-11-23 | -9.66 | 102 |
| 2022-03-02 | 2022-05-23 | -8.58 | 81 |
| 2022-07-17 | 2022-08-11 | -7.42 | 24 |
| 2022-06-14 | 2022-07-14 | -6.69 | 30 |
| 2022-08-11 | 2022-08-12 | -4.74 | 1 |
| 2022-11-25 | 2023-01-03 | -4.53 | 39 |
| 2022-03-01 | 2022-03-02 | -3.44 | 1 |
| Metric | 12254163:solusd:triple_med_gx:lsma100_135 | 12254163:SOLUSD |
|---|---|---|
| Best Day | 8.9% | 30.09% |
| Worst Day | -7.69% | -26.94% |
| Best Week | 22.81% | 43.67% |
| Worst Week | -15.59% | -51.66% |
| Best Month | 22.81% | 140.02% |
| Worst Month | -14.61% | -56.44% |
| Best Year | 87.95% | 921.46% |
| Worst Year | -28.39% | -89.82% |
| Avg. Up Day | 1.75% | 1.76% |
| Avg. Down Day | -1.38% | -1.51% |
| Avg. Up Week | 6.75% | 11.52% |
| Avg. Down Week | -4.54% | -7.46% |
| Avg. Up Month | 9.12% | 33.51% |
| Avg. Down Month | -6.2% | -19.92% |
| Win Days % | 48.91% | 50.14% |
| Win Month % | 63.89% | 52.27% |
| Win Week % | 55.56% | 48.17% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |