| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -26.16% | -22.68% |
| Max Drawdown | -33.03% | -54.18% |
| Sharpe | -0.97 | 0.1 |
| Sortino | -1.26 | 0.14 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 0.74 | 1.01 |
| Common Sense Ratio | 0.64 | 0.94 |
| CPC Index | 0.34 | 0.58 |
| Tail Ratio | 0.86 | 0.93 |
| Outlier Win Ratio | 36.45 | 2.96 |
| Outlier Loss Ratio | 3.3 | 2.62 |
| Volatility (ann.) | 32.97% | 90.48% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.95 | -0.5 |
| Skew | -0.78 | 0.36 |
| Kurtosis | 11.97 | 3.28 |
| Expected Daily % | -0.1% | -0.09% |
| Expected Monthly % | -2.99% | -2.54% |
| Expected Yearly % | -14.07% | -12.07% |
| Kelly Criterion | -14.03% | 3.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.93% | -7.77% |
| Expected Shortfall (cVaR) | -2.93% | -7.77% |
| Year | 12226961:SOLUSD | 12226961:solusd:triple_med_gx:lsma245_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -9.55 | -0.75 | - |
| 2025 | -31.44 | -18.37 | 0.58 | + |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.85% |
| 3M | -18.37% | -38.49% |
| 6M | -12.84% | -6.75% |
| YTD | -18.37% | -31.44% |
| 1Y | -26.16% | -22.68% |
| 3Y (ann.) | -31.38% | -27.33% |
| 5Y (ann.) | -31.38% | -27.33% |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Max Drawdown | -33.03% | -54.18% |
| Longest DD Days | 235.0 | 101.0 |
| Avg. Drawdown | -13.25% | -15.78% |
| Avg. Drawdown Days | 97.0 | 25.0 |
| Recovery Factor | -0.79 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2025-03-22 | -33.03 | 235 |
| 2024-06-02 | 2024-07-26 | -6.12 | 54 |
| 2024-07-28 | 2024-07-29 | -0.59 | 1 |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Best Day | 7.93% | 20.8% |
| Worst Day | -9.99% | -18.74% |
| Best Week | 16.58% | 25.06% |
| Worst Week | -12.56% | -26.95% |
| Best Month | 13.74% | 39.21% |
| Worst Month | -21.72% | -46.12% |
| Best Year | -9.55% | 12.78% |
| Worst Year | -18.37% | -31.44% |
| Avg. Up Day | 3.44% | 3.83% |
| Avg. Down Day | -2.73% | -3.13% |
| Avg. Up Week | 5.93% | 12.09% |
| Avg. Down Week | -9.0% | -9.77% |
| Avg. Up Month | 10.16% | 28.47% |
| Avg. Down Month | -11.53% | -29.34% |
| Win Days % | 36.51% | 46.94% |
| Win Month % | 37.5% | 60.0% |
| Win Week % | 45.0% | 50.0% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |