| Metric | 12232784:solusd:triple_med_gx:lsma220_75 | 12232784:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -1.18% | 19.47% |
| Max Drawdown | -20.53% | -64.93% |
| Sharpe | 0.05 | 0.29 |
| Sortino | 0.08 | 0.44 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.02 | 1.05 |
| Common Sense Ratio | 0.89 | 1.07 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 0.88 | 1.03 |
| Outlier Win Ratio | 37.87 | 2.67 |
| Outlier Loss Ratio | 3.3 | 2.79 |
| Volatility (ann.) | 14.14% | 42.69% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.05 | 0.24 |
| Skew | 1.58 | 0.62 |
| Kurtosis | 34.63 | 8.27 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.07% | 1.12% |
| Expected Yearly % | -0.59% | 9.3% |
| Kelly Criterion | -0.79% | 6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -3.64% |
| Expected Shortfall (cVaR) | -1.22% | -3.64% |
| Year | 12232784:SOLUSD | 12232784:solusd:triple_med_gx:lsma220_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 0.60 | 0.05 | - |
| 2025 | 5.60 | -1.77 | -0.32 | - |
| Metric | 12232784:solusd:triple_med_gx:lsma220_75 | 12232784:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.69% | 26.39% |
| 6M | 5.11% | 38.87% |
| YTD | -1.77% | 5.6% |
| 1Y | -1.74% | 47.35% |
| 3Y (ann.) | -0.95% | 15.27% |
| 5Y (ann.) | -0.95% | 15.27% |
| Metric | 12232784:solusd:triple_med_gx:lsma220_75 | 12232784:SOLUSD |
|---|---|---|
| Max Drawdown | -20.53% | -64.93% |
| Longest DD Days | 164.0 | 224.0 |
| Avg. Drawdown | -9.34% | -11.98% |
| Avg. Drawdown Days | 60.0 | 26.0 |
| Recovery Factor | -0.06 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-03-14 | -20.53 | 122 |
| 2025-03-17 | 2025-08-28 | -17.48 | 164 |
| 2024-07-03 | 2024-07-14 | -11.67 | 10 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2024-07-14 | 2024-11-11 | -7.34 | 120 |
| 2025-03-16 | 2025-03-17 | -0.18 | 0 |
| 2025-03-15 | 2025-03-15 | -0.11 | 0 |
| Metric | 12232784:solusd:triple_med_gx:lsma220_75 | 12232784:SOLUSD |
|---|---|---|
| Best Day | 9.59% | 19.54% |
| Worst Day | -5.43% | -14.23% |
| Best Week | 9.24% | 21.25% |
| Worst Week | -13.45% | -17.1% |
| Best Month | 7.23% | 41.15% |
| Worst Month | -7.2% | -36.08% |
| Best Year | 0.6% | 13.13% |
| Worst Year | -1.77% | 5.6% |
| Avg. Up Day | 1.64% | 1.65% |
| Avg. Down Day | -1.32% | -1.39% |
| Avg. Up Week | 4.27% | 10.6% |
| Avg. Down Week | -5.09% | -6.71% |
| Avg. Up Month | 2.33% | 20.75% |
| Avg. Down Month | -0.4% | -0.84% |
| Win Days % | 44.27% | 49.56% |
| Win Month % | 54.55% | 56.25% |
| Win Week % | 40.0% | 53.73% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |