| Metric | 12227022:solusd:triple_med_gx:lsma270_60 | 12227022:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -37.38% | 3.11% |
| Max Drawdown | -55.71% | -64.93% |
| Sharpe | -0.51 | 0.24 |
| Sortino | -0.68 | 0.35 |
| Payoff Ratio | 0.94 | 0.93 |
| Profit Factor | 0.85 | 1.04 |
| Common Sense Ratio | 0.75 | 1.06 |
| CPC Index | 0.37 | 0.48 |
| Tail Ratio | 0.88 | 1.02 |
| Outlier Win Ratio | 24.87 | 2.73 |
| Outlier Loss Ratio | 3.45 | 3.2 |
| Volatility (ann.) | 19.28% | 44.28% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.68 | 0.05 |
| Skew | -0.59 | 0.68 |
| Kurtosis | 26.97 | 8.73 |
| Expected Daily % | -0.03% | 0.0% |
| Expected Monthly % | -3.83% | 0.26% |
| Expected Yearly % | -20.86% | 1.54% |
| Kelly Criterion | -10.79% | -5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -3.78% |
| Expected Shortfall (cVaR) | -1.69% | -3.78% |
| Year | 12227022:SOLUSD | 12227022:solusd:triple_med_gx:lsma270_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -14.13 | -1.08 | - |
| 2025 | -8.86 | -27.07 | 3.06 | - |
| Metric | 12227022:solusd:triple_med_gx:lsma270_60 | 12227022:SOLUSD |
|---|---|---|
| MTD | 7.9% | 16.63% |
| 3M | -7.13% | 19.37% |
| 6M | -24.95% | -25.37% |
| YTD | -27.07% | -8.86% |
| 1Y | -37.38% | 3.11% |
| 3Y (ann.) | -37.62% | 3.14% |
| 5Y (ann.) | -37.62% | 3.14% |
| Metric | 12227022:solusd:triple_med_gx:lsma270_60 | 12227022:SOLUSD |
|---|---|---|
| Max Drawdown | -55.71% | -64.93% |
| Longest DD Days | 303.0 | 129.0 |
| Avg. Drawdown | -12.4% | -11.98% |
| Avg. Drawdown Days | 69.0 | 21.0 |
| Recovery Factor | -0.67 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-05-29 | -55.71 | 303 |
| 2024-06-01 | 2024-07-14 | -3.56 | 42 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-07-25 | 2024-07-25 | -0.18 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12227022:solusd:triple_med_gx:lsma270_60 | 12227022:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 20.54% | 21.25% |
| Worst Week | -16.65% | -17.1% |
| Best Month | 19.39% | 41.15% |
| Worst Month | -21.53% | -36.08% |
| Best Year | -14.13% | 13.13% |
| Worst Year | -27.07% | -8.86% |
| Avg. Up Day | 1.41% | 1.42% |
| Avg. Down Day | -1.5% | -1.53% |
| Avg. Up Week | 5.9% | 10.91% |
| Avg. Down Week | -6.83% | -8.89% |
| Avg. Up Month | 10.63% | 25.02% |
| Avg. Down Month | -10.69% | -21.37% |
| Win Days % | 46.4% | 49.34% |
| Win Month % | 27.27% | 58.33% |
| Win Week % | 40.74% | 49.06% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 50.0% |