| Metric | 12228411:solusd:triple_med_gx:lsma245_65 | 12228411:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -25.94% | 3.1% |
| Max Drawdown | -48.97% | -64.93% |
| Sharpe | -0.28 | 0.23 |
| Sortino | -0.38 | 0.34 |
| Payoff Ratio | 1.03 | 0.98 |
| Profit Factor | 0.91 | 1.04 |
| Common Sense Ratio | 0.93 | 1.06 |
| CPC Index | 0.42 | 0.5 |
| Tail Ratio | 1.02 | 1.02 |
| Outlier Win Ratio | 28.86 | 2.75 |
| Outlier Loss Ratio | 3.53 | 3.22 |
| Volatility (ann.) | 18.04% | 43.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.48 | 0.04 |
| Skew | -0.49 | 0.64 |
| Kurtosis | 31.77 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -2.12% | 0.22% |
| Expected Yearly % | -13.94% | 1.54% |
| Kelly Criterion | -7.73% | -2.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.68% |
| Expected Shortfall (cVaR) | -1.57% | -3.68% |
| Year | 12228411:SOLUSD | 12228411:solusd:triple_med_gx:lsma245_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -13.02 | -0.99 | - |
| 2025 | -8.87 | -14.85 | 1.67 | - |
| Metric | 12228411:solusd:triple_med_gx:lsma245_65 | 12228411:SOLUSD |
|---|---|---|
| MTD | 12.17% | 11.11% |
| 3M | 28.39% | 36.47% |
| 6M | -14.2% | -8.22% |
| YTD | -14.85% | -8.87% |
| 1Y | -22.3% | 7.09% |
| 3Y (ann.) | -23.41% | 2.75% |
| 5Y (ann.) | -23.41% | 2.75% |
| Metric | 12228411:solusd:triple_med_gx:lsma245_65 | 12228411:SOLUSD |
|---|---|---|
| Max Drawdown | -48.97% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -10.24% | -11.98% |
| Avg. Drawdown Days | 67.0 | 23.0 |
| Recovery Factor | -0.53 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -48.97 | 352 |
| 2024-07-11 | 2024-07-26 | -6.99 | 15 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-06-01 | 2024-07-05 | -1.50 | 33 |
| 2024-07-10 | 2024-07-11 | -1.40 | 1 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12228411:solusd:triple_med_gx:lsma245_65 | 12228411:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 17.23% | 21.25% |
| Worst Week | -16.65% | -17.1% |
| Best Month | 16.49% | 41.15% |
| Worst Month | -17.23% | -36.08% |
| Best Year | -13.02% | 13.13% |
| Worst Year | -14.85% | -8.87% |
| Avg. Up Day | 1.5% | 1.51% |
| Avg. Down Day | -1.46% | -1.55% |
| Avg. Up Week | 8.86% | 10.35% |
| Avg. Down Week | -6.96% | -7.35% |
| Avg. Up Month | 10.87% | 17.79% |
| Avg. Down Month | -7.72% | -21.37% |
| Win Days % | 45.43% | 49.3% |
| Win Month % | 33.33% | 57.14% |
| Win Week % | 40.74% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |