| Metric | 12274406:solusd:triple_med_gx:lsma75_65 | 12274406:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -15.79% | 3.1% |
| Max Drawdown | -25.57% | -64.93% |
| Sharpe | -0.28 | 0.23 |
| Sortino | -0.37 | 0.34 |
| Payoff Ratio | 1.16 | 0.99 |
| Profit Factor | 0.87 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.4 | 0.51 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 63.22 | 2.49 |
| Outlier Loss Ratio | 3.6 | 2.66 |
| Volatility (ann.) | 11.28% | 43.08% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.55 | 0.04 |
| Skew | -2.76 | 0.64 |
| Kurtosis | 64.84 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.22% | 0.22% |
| Expected Yearly % | -8.24% | 1.54% |
| Kelly Criterion | -11.66% | -1.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -3.68% |
| Expected Shortfall (cVaR) | -0.98% | -3.68% |
| Year | 12274406:SOLUSD | 12274406:solusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -4.82 | -0.37 | - |
| 2025 | -8.87 | -11.53 | 1.30 | - |
| Metric | 12274406:solusd:triple_med_gx:lsma75_65 | 12274406:SOLUSD |
|---|---|---|
| MTD | 2.98% | 11.11% |
| 3M | 2.08% | 36.47% |
| 6M | -10.63% | -8.22% |
| YTD | -11.53% | -8.87% |
| 1Y | -18.4% | 7.09% |
| 3Y (ann.) | -14.16% | 2.75% |
| 5Y (ann.) | -14.16% | 2.75% |
| Metric | 12274406:solusd:triple_med_gx:lsma75_65 | 12274406:SOLUSD |
|---|---|---|
| Max Drawdown | -25.57% | -64.93% |
| Longest DD Days | 225.0 | 178.0 |
| Avg. Drawdown | -8.15% | -11.98% |
| Avg. Drawdown Days | 60.0 | 23.0 |
| Recovery Factor | -0.62 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-07-17 | -25.57 | 225 |
| 2024-06-10 | 2024-07-06 | -9.96 | 25 |
| 2024-07-24 | 2024-10-20 | -6.61 | 88 |
| 2024-10-21 | 2024-11-11 | -4.90 | 21 |
| 2024-06-10 | 2024-06-10 | -1.68 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 12274406:solusd:triple_med_gx:lsma75_65 | 12274406:SOLUSD |
|---|---|---|
| Best Day | 5.38% | 19.54% |
| Worst Day | -8.88% | -14.23% |
| Best Week | 6.31% | 21.25% |
| Worst Week | -9.15% | -17.1% |
| Best Month | 5.83% | 41.15% |
| Worst Month | -11.27% | -36.08% |
| Best Year | -4.82% | 13.13% |
| Worst Year | -11.53% | -8.87% |
| Avg. Up Day | 1.45% | 1.49% |
| Avg. Down Day | -1.26% | -1.5% |
| Avg. Up Week | 3.51% | 7.34% |
| Avg. Down Week | -3.72% | -8.84% |
| Avg. Up Month | 2.74% | 18.53% |
| Avg. Down Month | -6.51% | -17.19% |
| Win Days % | 40.12% | 49.3% |
| Win Month % | 53.85% | 57.14% |
| Win Week % | 41.94% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |