| Metric | 12223885:solusd:triple_med_gx:lsma290_50 | 12223885:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 1.73% | 3.1% |
| Max Drawdown | -37.27% | -64.93% |
| Sharpe | 0.12 | 0.23 |
| Sortino | 0.17 | 0.34 |
| Payoff Ratio | 1.07 | 1.01 |
| Profit Factor | 1.04 | 1.04 |
| Common Sense Ratio | 1.04 | 1.06 |
| CPC Index | 0.53 | 0.52 |
| Tail Ratio | 1.01 | 1.02 |
| Outlier Win Ratio | 22.09 | 2.81 |
| Outlier Loss Ratio | 3.58 | 3.07 |
| Volatility (ann.) | 19.79% | 43.08% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.04 | 0.04 |
| Skew | 1.58 | 0.64 |
| Kurtosis | 47.55 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.12% | 0.22% |
| Expected Yearly % | 0.86% | 1.54% |
| Kelly Criterion | -0.4% | -0.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.68% |
| Expected Shortfall (cVaR) | -1.7% | -3.68% |
| Year | 12223885:SOLUSD | 12223885:solusd:triple_med_gx:lsma290_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 10.71 | 0.82 | - |
| 2025 | -8.87 | -8.10 | 0.91 | + |
| Metric | 12223885:solusd:triple_med_gx:lsma290_50 | 12223885:SOLUSD |
|---|---|---|
| MTD | 3.87% | 11.11% |
| 3M | 18.26% | 36.47% |
| 6M | -4.91% | -8.22% |
| YTD | -8.1% | -8.87% |
| 1Y | -5.46% | 7.09% |
| 3Y (ann.) | 1.54% | 2.75% |
| 5Y (ann.) | 1.54% | 2.75% |
| Metric | 12223885:solusd:triple_med_gx:lsma290_50 | 12223885:SOLUSD |
|---|---|---|
| Max Drawdown | -37.27% | -64.93% |
| Longest DD Days | 240.0 | 178.0 |
| Avg. Drawdown | -9.01% | -11.98% |
| Avg. Drawdown Days | 44.0 | 23.0 |
| Recovery Factor | 0.05 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-18 | 2025-07-17 | -37.27 | 240 |
| 2024-07-29 | 2024-11-18 | -23.08 | 111 |
| 2024-07-24 | 2024-07-26 | -7.06 | 1 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-06-10 | 2024-06-10 | -1.68 | 0 |
| 2024-06-08 | 2024-06-09 | -0.18 | 0 |
| 2024-07-23 | 2024-07-24 | -0.18 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| Metric | 12223885:solusd:triple_med_gx:lsma290_50 | 12223885:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 13.32% | 21.25% |
| Worst Week | -12.84% | -17.1% |
| Best Month | 14.65% | 41.15% |
| Worst Month | -13.11% | -36.08% |
| Best Year | 10.71% | 13.13% |
| Worst Year | -8.1% | -8.87% |
| Avg. Up Day | 1.45% | 1.46% |
| Avg. Down Day | -1.35% | -1.44% |
| Avg. Up Week | 5.7% | 8.14% |
| Avg. Down Week | -6.63% | -8.51% |
| Avg. Up Month | 5.2% | 16.75% |
| Avg. Down Month | -6.29% | -23.44% |
| Win Days % | 48.09% | 49.3% |
| Win Month % | 61.54% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |