| Metric | 12269926:solusd:triple_med_gx:lsma70_50 | 12269926:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -38.03% | 3.1% |
| Max Drawdown | -38.9% | -64.93% |
| Sharpe | -0.88 | 0.23 |
| Sortino | -1.08 | 0.34 |
| Payoff Ratio | 1.14 | 0.99 |
| Profit Factor | 0.64 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.24 | 0.5 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 73.62 | 2.37 |
| Outlier Loss Ratio | 3.61 | 2.78 |
| Volatility (ann.) | 11.28% | 43.08% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.89 | 0.04 |
| Skew | -3.52 | 0.64 |
| Kurtosis | 65.15 | 8.72 |
| Expected Daily % | -0.03% | 0.0% |
| Expected Monthly % | -3.36% | 0.22% |
| Expected Yearly % | -21.28% | 1.54% |
| Kelly Criterion | -26.32% | -1.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -3.68% |
| Expected Shortfall (cVaR) | -1.0% | -3.68% |
| Year | 12269926:SOLUSD | 12269926:solusd:triple_med_gx:lsma70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -25.88 | -1.97 | - |
| 2025 | -8.87 | -16.40 | 1.85 | - |
| Metric | 12269926:solusd:triple_med_gx:lsma70_50 | 12269926:SOLUSD |
|---|---|---|
| MTD | -1.26% | 11.11% |
| 3M | -9.05% | 36.47% |
| 6M | -11.96% | -8.22% |
| YTD | -16.4% | -8.87% |
| 1Y | -35.29% | 7.09% |
| 3Y (ann.) | -34.62% | 2.75% |
| 5Y (ann.) | -34.62% | 2.75% |
| Metric | 12269926:solusd:triple_med_gx:lsma70_50 | 12269926:SOLUSD |
|---|---|---|
| Max Drawdown | -38.9% | -64.93% |
| Longest DD Days | 378.0 | 178.0 |
| Avg. Drawdown | -19.65% | -11.98% |
| Avg. Drawdown Days | 189.0 | 23.0 |
| Recovery Factor | -0.98 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-07-17 | -38.90 | 378 |
| 2024-06-10 | 2024-06-10 | -0.41 | 0 |
| Metric | 12269926:solusd:triple_med_gx:lsma70_50 | 12269926:SOLUSD |
|---|---|---|
| Best Day | 5.38% | 19.54% |
| Worst Day | -8.88% | -14.23% |
| Best Week | 6.33% | 21.25% |
| Worst Week | -15.16% | -17.1% |
| Best Month | 6.33% | 41.15% |
| Worst Month | -23.21% | -36.08% |
| Best Year | -16.4% | 13.13% |
| Worst Year | -25.88% | -8.87% |
| Avg. Up Day | 1.52% | 1.55% |
| Avg. Down Day | -1.33% | -1.57% |
| Avg. Up Week | 3.47% | 7.27% |
| Avg. Down Week | -6.14% | -8.82% |
| Avg. Up Month | 4.01% | 23.32% |
| Avg. Down Month | -12.51% | -19.24% |
| Win Days % | 32.7% | 49.3% |
| Win Month % | 46.15% | 57.14% |
| Win Week % | 33.33% | 51.67% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 50.0% |