| Metric | 12228471:solusd:triple_med_gx:lsma275_65 | 12228471:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -11.0% | 3.1% |
| Max Drawdown | -46.0% | -64.93% |
| Sharpe | -0.06 | 0.23 |
| Sortino | -0.08 | 0.34 |
| Payoff Ratio | 1.01 | 0.97 |
| Profit Factor | 0.98 | 1.04 |
| Common Sense Ratio | 1.16 | 1.06 |
| CPC Index | 0.48 | 0.49 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 26.99 | 2.74 |
| Outlier Loss Ratio | 3.38 | 3.06 |
| Volatility (ann.) | 17.8% | 43.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.21 | 0.04 |
| Skew | -0.32 | 0.64 |
| Kurtosis | 32.01 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.83% | 0.22% |
| Expected Yearly % | -5.66% | 1.54% |
| Kelly Criterion | -2.41% | -3.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -3.68% |
| Expected Shortfall (cVaR) | -1.54% | -3.68% |
| Year | 12228471:SOLUSD | 12228471:solusd:triple_med_gx:lsma275_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -5.92 | -0.45 | - |
| 2025 | -8.87 | -5.40 | 0.61 | + |
| Metric | 12228471:solusd:triple_med_gx:lsma275_65 | 12228471:SOLUSD |
|---|---|---|
| MTD | 9.55% | 11.11% |
| 3M | 37.7% | 36.47% |
| 6M | -5.4% | -8.22% |
| YTD | -5.4% | -8.87% |
| 1Y | -6.28% | 7.09% |
| 3Y (ann.) | -9.83% | 2.75% |
| 5Y (ann.) | -9.83% | 2.75% |
| Metric | 12228471:solusd:triple_med_gx:lsma275_65 | 12228471:SOLUSD |
|---|---|---|
| Max Drawdown | -46.0% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -11.42% | -11.98% |
| Avg. Drawdown Days | 81.0 | 23.0 |
| Recovery Factor | -0.24 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -46.00 | 352 |
| 2024-06-10 | 2024-07-26 | -5.49 | 45 |
| 2024-06-01 | 2024-06-10 | -3.03 | 8 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12228471:solusd:triple_med_gx:lsma275_65 | 12228471:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 18.08% | 21.25% |
| Worst Week | -16.65% | -17.1% |
| Best Month | 19.34% | 41.15% |
| Worst Month | -16.59% | -36.08% |
| Best Year | -5.4% | 13.13% |
| Worst Year | -5.92% | -8.87% |
| Avg. Up Day | 1.42% | 1.43% |
| Avg. Down Day | -1.41% | -1.47% |
| Avg. Up Week | 7.79% | 9.32% |
| Avg. Down Week | -6.64% | -8.52% |
| Avg. Up Month | 8.0% | 17.82% |
| Avg. Down Month | -9.08% | -21.37% |
| Win Days % | 48.55% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 42.31% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |