| Metric | 12290732:solusd:triple_med_gx:lsma70_110 | 12290732:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -22.47% | 3.1% |
| Max Drawdown | -30.93% | -64.93% |
| Sharpe | -0.38 | 0.23 |
| Sortino | -0.51 | 0.34 |
| Payoff Ratio | 1.02 | 0.96 |
| Profit Factor | 0.85 | 1.04 |
| Common Sense Ratio | 0.52 | 1.06 |
| CPC Index | 0.38 | 0.49 |
| Tail Ratio | 0.61 | 1.02 |
| Outlier Win Ratio | 48.41 | 2.47 |
| Outlier Loss Ratio | 3.43 | 2.93 |
| Volatility (ann.) | 12.72% | 43.08% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.65 | 0.04 |
| Skew | -0.76 | 0.64 |
| Kurtosis | 39.24 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -1.8% | 0.22% |
| Expected Yearly % | -11.95% | 1.54% |
| Kelly Criterion | -10.23% | -3.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -3.68% |
| Expected Shortfall (cVaR) | -1.11% | -3.68% |
| Year | 12290732:SOLUSD | 12290732:solusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -10.91 | -0.83 | - |
| 2025 | -8.87 | -12.98 | 1.46 | - |
| Metric | 12290732:solusd:triple_med_gx:lsma70_110 | 12290732:SOLUSD |
|---|---|---|
| MTD | -0.7% | 11.11% |
| 3M | -1.05% | 36.47% |
| 6M | -13.6% | -8.22% |
| YTD | -12.98% | -8.87% |
| 1Y | -13.75% | 7.09% |
| 3Y (ann.) | -20.23% | 2.75% |
| 5Y (ann.) | -20.23% | 2.75% |
| Metric | 12290732:solusd:triple_med_gx:lsma70_110 | 12290732:SOLUSD |
|---|---|---|
| Max Drawdown | -30.93% | -64.93% |
| Longest DD Days | 379.0 | 178.0 |
| Avg. Drawdown | -8.44% | -11.98% |
| Avg. Drawdown Days | 95.0 | 23.0 |
| Recovery Factor | -0.73 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2025-07-17 | -30.93 | 379 |
| 2024-06-29 | 2024-07-02 | -2.36 | 2 |
| 2024-06-03 | 2024-06-04 | -0.28 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| Metric | 12290732:solusd:triple_med_gx:lsma70_110 | 12290732:SOLUSD |
|---|---|---|
| Best Day | 7.28% | 19.54% |
| Worst Day | -6.56% | -14.23% |
| Best Week | 8.8% | 21.25% |
| Worst Week | -15.47% | -17.1% |
| Best Month | 8.8% | 41.15% |
| Worst Month | -15.47% | -36.08% |
| Best Year | -10.91% | 13.13% |
| Worst Year | -12.98% | -8.87% |
| Avg. Up Day | 1.37% | 1.38% |
| Avg. Down Day | -1.35% | -1.44% |
| Avg. Up Week | 5.59% | 11.23% |
| Avg. Down Week | -7.05% | -8.78% |
| Avg. Up Month | 4.82% | 23.17% |
| Avg. Down Month | -8.23% | -25.95% |
| Win Days % | 44.39% | 49.3% |
| Win Month % | 53.85% | 57.14% |
| Win Week % | 40.0% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |