| Metric | 12215380:solusd:triple_med_gx:lsma60_15 | 12215380:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -42.56% | 3.1% |
| Max Drawdown | -49.63% | -64.93% |
| Sharpe | -0.73 | 0.23 |
| Sortino | -0.97 | 0.34 |
| Payoff Ratio | 1.07 | 0.98 |
| Profit Factor | 0.78 | 1.04 |
| Common Sense Ratio | 0.59 | 1.06 |
| CPC Index | 0.33 | 0.5 |
| Tail Ratio | 0.75 | 1.02 |
| Outlier Win Ratio | 34.55 | 2.73 |
| Outlier Loss Ratio | 4.08 | 3.14 |
| Volatility (ann.) | 15.31% | 43.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.78 | 0.04 |
| Skew | -0.52 | 0.64 |
| Kurtosis | 19.26 | 8.72 |
| Expected Daily % | -0.03% | 0.0% |
| Expected Monthly % | -3.88% | 0.22% |
| Expected Yearly % | -24.21% | 1.54% |
| Kelly Criterion | -17.37% | -2.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.68% |
| Expected Shortfall (cVaR) | -1.35% | -3.68% |
| Year | 12215380:SOLUSD | 12215380:solusd:triple_med_gx:lsma60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -20.16 | -1.53 | - |
| 2025 | -8.87 | -28.06 | 3.17 | - |
| Metric | 12215380:solusd:triple_med_gx:lsma60_15 | 12215380:SOLUSD |
|---|---|---|
| MTD | 0.77% | 11.11% |
| 3M | -1.35% | 36.47% |
| 6M | -28.06% | -8.22% |
| YTD | -28.06% | -8.87% |
| 1Y | -42.37% | 7.09% |
| 3Y (ann.) | -38.88% | 2.75% |
| 5Y (ann.) | -38.88% | 2.75% |
| Metric | 12215380:solusd:triple_med_gx:lsma60_15 | 12215380:SOLUSD |
|---|---|---|
| Max Drawdown | -49.63% | -64.93% |
| Longest DD Days | 342.0 | 178.0 |
| Avg. Drawdown | -21.72% | -11.98% |
| Avg. Drawdown Days | 132.0 | 23.0 |
| Recovery Factor | -0.86 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-17 | -49.63 | 342 |
| 2024-06-17 | 2024-08-08 | -15.07 | 52 |
| 2024-06-03 | 2024-06-04 | -0.46 | 1 |
| Metric | 12215380:solusd:triple_med_gx:lsma60_15 | 12215380:SOLUSD |
|---|---|---|
| Best Day | 5.62% | 19.54% |
| Worst Day | -6.06% | -14.23% |
| Best Week | 14.53% | 21.25% |
| Worst Week | -14.37% | -17.1% |
| Best Month | 21.91% | 41.15% |
| Worst Month | -18.46% | -36.08% |
| Best Year | -20.16% | 13.13% |
| Worst Year | -28.06% | -8.87% |
| Avg. Up Day | 1.41% | 1.44% |
| Avg. Down Day | -1.31% | -1.46% |
| Avg. Up Week | 5.41% | 9.72% |
| Avg. Down Week | -5.7% | -7.98% |
| Avg. Up Month | 7.17% | 19.67% |
| Avg. Down Month | -12.7% | -17.19% |
| Win Days % | 39.27% | 49.3% |
| Win Month % | 42.86% | 57.14% |
| Win Week % | 36.17% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |