| Metric | 12230414:solusd:triple_med_gx:lsma100_70 | 12230414:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -23.56% | 3.1% |
| Max Drawdown | -33.92% | -64.93% |
| Sharpe | -0.42 | 0.23 |
| Sortino | -0.59 | 0.34 |
| Payoff Ratio | 1.24 | 1.16 |
| Profit Factor | 0.85 | 1.04 |
| Common Sense Ratio | 0.36 | 1.06 |
| CPC Index | 0.41 | 0.59 |
| Tail Ratio | 0.42 | 1.02 |
| Outlier Win Ratio | 45.12 | 2.59 |
| Outlier Loss Ratio | 4.06 | 2.95 |
| Volatility (ann.) | 12.47% | 43.08% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.63 | 0.04 |
| Skew | 0.69 | 0.64 |
| Kurtosis | 27.93 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -1.9% | 0.22% |
| Expected Yearly % | -12.57% | 1.54% |
| Kelly Criterion | -10.33% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -3.68% |
| Expected Shortfall (cVaR) | -1.09% | -3.68% |
| Year | 12230414:SOLUSD | 12230414:solusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -9.79 | -0.75 | - |
| 2025 | -8.87 | -15.26 | 1.72 | - |
| Metric | 12230414:solusd:triple_med_gx:lsma100_70 | 12230414:SOLUSD |
|---|---|---|
| MTD | -5.5% | 11.11% |
| 3M | 1.51% | 36.47% |
| 6M | -13.72% | -8.22% |
| YTD | -15.26% | -8.87% |
| 1Y | -25.08% | 7.09% |
| 3Y (ann.) | -21.23% | 2.75% |
| 5Y (ann.) | -21.23% | 2.75% |
| Metric | 12230414:solusd:triple_med_gx:lsma100_70 | 12230414:SOLUSD |
|---|---|---|
| Max Drawdown | -33.92% | -64.93% |
| Longest DD Days | 330.0 | 178.0 |
| Avg. Drawdown | -9.46% | -11.98% |
| Avg. Drawdown Days | 76.0 | 23.0 |
| Recovery Factor | -0.69 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2025-07-17 | -33.92 | 330 |
| 2024-06-28 | 2024-07-20 | -7.60 | 22 |
| 2024-07-20 | 2024-08-18 | -3.50 | 28 |
| 2024-08-18 | 2024-08-20 | -1.62 | 1 |
| 2024-06-26 | 2024-06-27 | -0.65 | 0 |
| Metric | 12230414:solusd:triple_med_gx:lsma100_70 | 12230414:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.2% | -14.23% |
| Best Week | 5.04% | 21.25% |
| Worst Week | -7.15% | -17.1% |
| Best Month | 7.62% | 41.15% |
| Worst Month | -8.31% | -36.08% |
| Best Year | -9.79% | 13.13% |
| Worst Year | -15.26% | -8.87% |
| Avg. Up Day | 1.46% | 1.48% |
| Avg. Down Day | -1.18% | -1.27% |
| Avg. Up Week | 2.32% | 6.81% |
| Avg. Down Week | -2.91% | -9.01% |
| Avg. Up Month | 2.76% | 13.96% |
| Avg. Down Month | -5.03% | -23.44% |
| Win Days % | 39.0% | 49.3% |
| Win Month % | 35.71% | 57.14% |
| Win Week % | 43.33% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |