| Metric | 12214341:solusd:triple_med_gx:lsma60_10 | 12214341:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -20.63% | 6.23% |
| Max Drawdown | -37.59% | -64.93% |
| Sharpe | -0.2 | 0.24 |
| Sortino | -0.3 | 0.36 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 0.93 | 1.04 |
| Common Sense Ratio | 0.88 | 1.07 |
| CPC Index | 0.46 | 0.61 |
| Tail Ratio | 0.94 | 1.04 |
| Outlier Win Ratio | 29.15 | 2.78 |
| Outlier Loss Ratio | 4.06 | 3.13 |
| Volatility (ann.) | 17.42% | 42.82% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.48 | 0.08 |
| Skew | 2.54 | 0.63 |
| Kurtosis | 57.53 | 8.63 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.64% | 0.43% |
| Expected Yearly % | -10.91% | 3.07% |
| Kelly Criterion | -8.87% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -3.66% |
| Expected Shortfall (cVaR) | -1.51% | -3.66% |
| Year | 12214341:SOLUSD | 12214341:solusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -18.99 | -1.45 | - |
| 2025 | -6.11 | -2.02 | 0.33 | + |
| Metric | 12214341:solusd:triple_med_gx:lsma60_10 | 12214341:SOLUSD |
|---|---|---|
| MTD | 0.77% | 14.47% |
| 3M | 4.3% | 20.16% |
| 6M | -27.04% | -22.3% |
| YTD | -2.02% | -6.11% |
| 1Y | -8.15% | -1.02% |
| 3Y (ann.) | -18.0% | 5.32% |
| 5Y (ann.) | -18.0% | 5.32% |
| Metric | 12214341:solusd:triple_med_gx:lsma60_10 | 12214341:SOLUSD |
|---|---|---|
| Max Drawdown | -37.59% | -64.93% |
| Longest DD Days | 215.0 | 193.0 |
| Avg. Drawdown | -20.86% | -11.98% |
| Avg. Drawdown Days | 131.0 | 24.0 |
| Recovery Factor | -0.55 | 0.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-05 | 2025-07-31 | -37.59 | 176 |
| 2024-06-16 | 2025-01-18 | -22.21 | 215 |
| 2024-06-02 | 2024-06-04 | -2.79 | 2 |
| Metric | 12214341:solusd:triple_med_gx:lsma60_10 | 12214341:SOLUSD |
|---|---|---|
| Best Day | 15.21% | 19.54% |
| Worst Day | -6.06% | -14.23% |
| Best Week | 17.24% | 21.25% |
| Worst Week | -11.59% | -17.1% |
| Best Month | 34.28% | 41.15% |
| Worst Month | -17.24% | -36.08% |
| Best Year | -2.02% | 13.13% |
| Worst Year | -18.99% | -6.11% |
| Avg. Up Day | 1.65% | 1.67% |
| Avg. Down Day | -1.32% | -1.4% |
| Avg. Up Week | 5.69% | 9.56% |
| Avg. Down Week | -4.83% | -8.34% |
| Avg. Up Month | 9.23% | 18.95% |
| Avg. Down Month | -11.59% | -17.19% |
| Win Days % | 39.66% | 49.38% |
| Win Month % | 42.86% | 57.14% |
| Win Week % | 43.48% | 51.61% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |