| Metric | 12223808:solusd:triple_med_gx:lsma195_50 | 12223808:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -19.95% | 3.1% |
| Max Drawdown | -43.77% | -64.93% |
| Sharpe | -0.16 | 0.23 |
| Sortino | -0.22 | 0.34 |
| Payoff Ratio | 1.02 | 1.0 |
| Profit Factor | 0.95 | 1.04 |
| Common Sense Ratio | 0.98 | 1.06 |
| CPC Index | 0.45 | 0.51 |
| Tail Ratio | 1.03 | 1.02 |
| Outlier Win Ratio | 24.34 | 2.83 |
| Outlier Loss Ratio | 3.51 | 3.14 |
| Volatility (ann.) | 18.97% | 43.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.41 | 0.04 |
| Skew | -0.73 | 0.64 |
| Kurtosis | 26.74 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.58% | 0.22% |
| Expected Yearly % | -10.53% | 1.54% |
| Kelly Criterion | -6.18% | -1.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.68% |
| Expected Shortfall (cVaR) | -1.64% | -3.68% |
| Year | 12223808:SOLUSD | 12223808:solusd:triple_med_gx:lsma195_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 8.06 | 0.61 | - |
| 2025 | -8.87 | -25.92 | 2.92 | - |
| Metric | 12223808:solusd:triple_med_gx:lsma195_50 | 12223808:SOLUSD |
|---|---|---|
| MTD | 8.35% | 11.11% |
| 3M | 10.14% | 36.47% |
| 6M | -24.06% | -8.22% |
| YTD | -25.92% | -8.87% |
| 1Y | -12.05% | 7.09% |
| 3Y (ann.) | -17.93% | 2.75% |
| 5Y (ann.) | -17.93% | 2.75% |
| Metric | 12223808:solusd:triple_med_gx:lsma195_50 | 12223808:SOLUSD |
|---|---|---|
| Max Drawdown | -43.77% | -64.93% |
| Longest DD Days | 233.0 | 178.0 |
| Avg. Drawdown | -7.08% | -11.98% |
| Avg. Drawdown Days | 28.0 | 23.0 |
| Recovery Factor | -0.46 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-17 | -43.77 | 233 |
| 2024-09-30 | 2024-11-13 | -14.64 | 44 |
| 2024-07-02 | 2024-07-29 | -12.38 | 26 |
| 2024-07-31 | 2024-09-26 | -10.96 | 56 |
| 2024-11-13 | 2024-11-16 | -4.80 | 2 |
| 2024-11-16 | 2024-11-17 | -2.43 | 0 |
| 2024-11-17 | 2024-11-17 | -1.22 | 0 |
| 2024-11-22 | 2024-11-24 | -0.88 | 2 |
| 2024-11-21 | 2024-11-22 | -0.51 | 0 |
| 2024-09-29 | 2024-09-29 | -0.18 | 0 |
| Metric | 12223808:solusd:triple_med_gx:lsma195_50 | 12223808:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 12.28% | 21.25% |
| Worst Week | -17.78% | -17.1% |
| Best Month | 11.04% | 41.15% |
| Worst Month | -20.11% | -36.08% |
| Best Year | 8.06% | 13.13% |
| Worst Year | -25.92% | -8.87% |
| Avg. Up Day | 1.49% | 1.51% |
| Avg. Down Day | -1.45% | -1.5% |
| Avg. Up Week | 6.31% | 8.49% |
| Avg. Down Week | -7.75% | -6.47% |
| Avg. Up Month | 8.74% | 20.89% |
| Avg. Down Month | -11.96% | -18.54% |
| Win Days % | 46.27% | 49.3% |
| Win Month % | 40.0% | 57.14% |
| Win Week % | 46.88% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |