| Metric | 12230023:solusd:triple_med_gx:lsma280_70 | 12230023:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -10.04% | 3.1% |
| Max Drawdown | -45.71% | -64.93% |
| Sharpe | -0.02 | 0.23 |
| Sortino | -0.03 | 0.34 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 0.99 | 1.04 |
| Common Sense Ratio | 1.0 | 1.06 |
| CPC Index | 0.5 | 0.53 |
| Tail Ratio | 1.01 | 1.02 |
| Outlier Win Ratio | 25.16 | 2.76 |
| Outlier Loss Ratio | 3.39 | 3.1 |
| Volatility (ann.) | 19.58% | 43.08% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.2 | 0.04 |
| Skew | 1.72 | 0.64 |
| Kurtosis | 52.95 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.75% | 0.22% |
| Expected Yearly % | -5.15% | 1.54% |
| Kelly Criterion | -2.5% | 0.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -3.68% |
| Expected Shortfall (cVaR) | -1.69% | -3.68% |
| Year | 12230023:SOLUSD | 12230023:solusd:triple_med_gx:lsma280_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -8.08 | -0.62 | - |
| 2025 | -8.87 | -2.13 | 0.24 | + |
| Metric | 12230023:solusd:triple_med_gx:lsma280_70 | 12230023:SOLUSD |
|---|---|---|
| MTD | 9.68% | 11.11% |
| 3M | 30.98% | 36.47% |
| 6M | -2.13% | -8.22% |
| YTD | -2.13% | -8.87% |
| 1Y | -5.25% | 7.09% |
| 3Y (ann.) | -8.97% | 2.75% |
| 5Y (ann.) | -8.97% | 2.75% |
| Metric | 12230023:solusd:triple_med_gx:lsma280_70 | 12230023:SOLUSD |
|---|---|---|
| Max Drawdown | -45.71% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -9.8% | -11.98% |
| Avg. Drawdown Days | 68.0 | 23.0 |
| Recovery Factor | -0.22 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -45.71 | 352 |
| 2024-06-10 | 2024-07-26 | -5.81 | 46 |
| 2024-06-01 | 2024-06-09 | -3.03 | 8 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-06-10 | 2024-06-10 | -1.68 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12230023:solusd:triple_med_gx:lsma280_70 | 12230023:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 18.76% | 21.25% |
| Worst Week | -16.65% | -17.1% |
| Best Month | 18.14% | 41.15% |
| Worst Month | -16.59% | -36.08% |
| Best Year | -2.13% | 13.13% |
| Worst Year | -8.08% | -8.87% |
| Avg. Up Day | 1.53% | 1.54% |
| Avg. Down Day | -1.44% | -1.48% |
| Avg. Up Week | 8.64% | 9.55% |
| Avg. Down Week | -5.81% | -7.92% |
| Avg. Up Month | 10.21% | 17.93% |
| Avg. Down Month | -8.82% | -21.37% |
| Win Days % | 47.18% | 49.3% |
| Win Month % | 41.67% | 57.14% |
| Win Week % | 39.13% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |