| Metric | 12230029:solusd:triple_med_gx:lsma295_70 | 12230029:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -18.39% | 3.1% |
| Max Drawdown | -49.56% | -64.93% |
| Sharpe | -0.12 | 0.23 |
| Sortino | -0.18 | 0.34 |
| Payoff Ratio | 1.01 | 0.99 |
| Profit Factor | 0.96 | 1.04 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.46 | 0.5 |
| Tail Ratio | 0.98 | 1.02 |
| Outlier Win Ratio | 23.67 | 2.76 |
| Outlier Loss Ratio | 3.44 | 3.22 |
| Volatility (ann.) | 20.15% | 43.08% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.33 | 0.04 |
| Skew | 1.42 | 0.64 |
| Kurtosis | 47.88 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.44% | 0.22% |
| Expected Yearly % | -9.66% | 1.54% |
| Kelly Criterion | -4.31% | -2.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.68% |
| Expected Shortfall (cVaR) | -1.74% | -3.68% |
| Year | 12230029:SOLUSD | 12230029:solusd:triple_med_gx:lsma295_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -13.88 | -1.06 | - |
| 2025 | -8.87 | -5.23 | 0.59 | + |
| Metric | 12230029:solusd:triple_med_gx:lsma295_70 | 12230029:SOLUSD |
|---|---|---|
| MTD | 9.68% | 11.11% |
| 3M | 30.98% | 36.47% |
| 6M | -5.23% | -8.22% |
| YTD | -5.23% | -8.87% |
| 1Y | -11.98% | 7.09% |
| 3Y (ann.) | -16.51% | 2.75% |
| 5Y (ann.) | -16.51% | 2.75% |
| Metric | 12230029:solusd:triple_med_gx:lsma295_70 | 12230029:SOLUSD |
|---|---|---|
| Max Drawdown | -49.56% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -12.72% | -11.98% |
| Avg. Drawdown Days | 82.0 | 23.0 |
| Recovery Factor | -0.37 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -49.56 | 352 |
| 2024-06-10 | 2024-07-29 | -9.25 | 48 |
| 2024-06-01 | 2024-06-09 | -3.03 | 8 |
| 2024-06-10 | 2024-06-10 | -1.68 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12230029:solusd:triple_med_gx:lsma295_70 | 12230029: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 | 19.16% | 41.15% |
| Worst Month | -21.53% | -36.08% |
| Best Year | -5.23% | 13.13% |
| Worst Year | -13.88% | -8.87% |
| Avg. Up Day | 1.49% | 1.5% |
| Avg. Down Day | -1.48% | -1.52% |
| Avg. Up Week | 8.82% | 9.55% |
| Avg. Down Week | -6.29% | -7.92% |
| Avg. Up Month | 10.42% | 17.93% |
| Avg. Down Month | -9.12% | -21.21% |
| Win Days % | 47.63% | 49.3% |
| Win Month % | 38.46% | 57.14% |
| Win Week % | 39.13% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |