| Metric | 12264689:solusd:triple_med_gx:lsma70_30 | 12264689:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -27.24% | 3.1% |
| Max Drawdown | -31.69% | -64.93% |
| Sharpe | -0.49 | 0.23 |
| Sortino | -0.68 | 0.34 |
| Payoff Ratio | 1.13 | 1.02 |
| Profit Factor | 0.79 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.33 | 0.52 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 56.71 | 2.47 |
| Outlier Loss Ratio | 3.85 | 2.96 |
| Volatility (ann.) | 12.79% | 43.08% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.78 | 0.04 |
| Skew | 1.38 | 0.64 |
| Kurtosis | 70.89 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -2.25% | 0.22% |
| Expected Yearly % | -14.7% | 1.54% |
| Kelly Criterion | -18.28% | -0.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -3.68% |
| Expected Shortfall (cVaR) | -1.12% | -3.68% |
| Year | 12264689:SOLUSD | 12264689:solusd:triple_med_gx:lsma70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -11.14 | -0.85 | - |
| 2025 | -8.87 | -18.12 | 2.04 | - |
| Metric | 12264689:solusd:triple_med_gx:lsma70_30 | 12264689:SOLUSD |
|---|---|---|
| MTD | -2.82% | 11.11% |
| 3M | -5.34% | 36.47% |
| 6M | -19.82% | -8.22% |
| YTD | -18.12% | -8.87% |
| 1Y | -26.91% | 7.09% |
| 3Y (ann.) | -24.6% | 2.75% |
| 5Y (ann.) | -24.6% | 2.75% |
| Metric | 12264689:solusd:triple_med_gx:lsma70_30 | 12264689:SOLUSD |
|---|---|---|
| Max Drawdown | -31.69% | -64.93% |
| Longest DD Days | 361.0 | 178.0 |
| Avg. Drawdown | -10.68% | -11.98% |
| Avg. Drawdown Days | 100.0 | 23.0 |
| Recovery Factor | -0.86 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2025-07-17 | -31.69 | 361 |
| 2024-06-07 | 2024-07-06 | -8.19 | 28 |
| 2024-07-19 | 2024-07-20 | -1.46 | 0 |
| 2024-07-07 | 2024-07-19 | -1.39 | 12 |
| Metric | 12264689:solusd:triple_med_gx:lsma70_30 | 12264689:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -6.39% | -14.23% |
| Best Week | 16.29% | 21.25% |
| Worst Week | -11.41% | -17.1% |
| Best Month | 16.29% | 41.15% |
| Worst Month | -10.96% | -36.08% |
| Best Year | -11.14% | 13.13% |
| Worst Year | -18.12% | -8.87% |
| Avg. Up Day | 1.54% | 1.57% |
| Avg. Down Day | -1.37% | -1.54% |
| Avg. Up Week | 7.33% | 15.21% |
| Avg. Down Week | -4.41% | -10.34% |
| Avg. Up Month | 7.88% | 27.05% |
| Avg. Down Month | -7.41% | -17.85% |
| Win Days % | 37.3% | 49.3% |
| Win Month % | 23.08% | 57.14% |
| Win Week % | 26.92% | 51.67% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 50.0% |