| Metric | 12261803:solusd:triple_med_gx:lsma35_15 | 12261803:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -45.74% | 3.1% |
| Max Drawdown | -49.54% | -64.93% |
| Sharpe | -0.99 | 0.23 |
| Sortino | -1.26 | 0.34 |
| Payoff Ratio | 1.16 | 0.9 |
| Profit Factor | 0.67 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.26 | 0.46 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 49.85 | 2.48 |
| Outlier Loss Ratio | 4.05 | 2.99 |
| Volatility (ann.) | 12.83% | 43.08% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.85 | 0.04 |
| Skew | -1.87 | 0.64 |
| Kurtosis | 34.99 | 8.72 |
| Expected Daily % | -0.04% | 0.0% |
| Expected Monthly % | -4.27% | 0.22% |
| Expected Yearly % | -26.34% | 1.54% |
| Kelly Criterion | -24.89% | -7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.68% |
| Expected Shortfall (cVaR) | -1.14% | -3.68% |
| Year | 12261803:SOLUSD | 12261803:solusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -37.00 | -2.82 | - |
| 2025 | -8.87 | -13.88 | 1.57 | - |
| Metric | 12261803:solusd:triple_med_gx:lsma35_15 | 12261803:SOLUSD |
|---|---|---|
| MTD | -1.07% | 11.11% |
| 3M | -4.28% | 36.47% |
| 6M | -10.37% | -8.22% |
| YTD | -13.88% | -8.87% |
| 1Y | -39.88% | 7.09% |
| 3Y (ann.) | -41.9% | 2.75% |
| 5Y (ann.) | -41.9% | 2.75% |
| Metric | 12261803:solusd:triple_med_gx:lsma35_15 | 12261803:SOLUSD |
|---|---|---|
| Max Drawdown | -49.54% | -64.93% |
| Longest DD Days | 406.0 | 178.0 |
| Avg. Drawdown | -16.69% | -11.98% |
| Avg. Drawdown Days | 135.0 | 23.0 |
| Recovery Factor | -0.92 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -49.54 | 406 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 12261803:solusd:triple_med_gx:lsma35_15 | 12261803:SOLUSD |
|---|---|---|
| Best Day | 4.69% | 19.54% |
| Worst Day | -8.18% | -14.23% |
| Best Week | 5.37% | 21.25% |
| Worst Week | -9.22% | -17.1% |
| Best Month | 4.96% | 41.15% |
| Worst Month | -18.76% | -36.08% |
| Best Year | -13.88% | 13.13% |
| Worst Year | -37.0% | -8.87% |
| Avg. Up Day | 1.52% | 1.57% |
| Avg. Down Day | -1.31% | -1.75% |
| Avg. Up Week | 2.1% | 11.15% |
| Avg. Down Week | -4.35% | -9.84% |
| Avg. Up Month | 3.63% | 18.49% |
| Avg. Down Month | -7.51% | -19.73% |
| Win Days % | 33.05% | 49.3% |
| Win Month % | 21.43% | 57.14% |
| Win Week % | 31.58% | 51.67% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 50.0% |