| Metric | 12274796:solusd:triple_med_gx:lsma70_65 | 12274796:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 7.08% | 3.1% |
| Max Drawdown | -7.97% | -64.93% |
| Sharpe | 0.33 | 0.23 |
| Sortino | 0.6 | 0.34 |
| Payoff Ratio | 2.47 | 1.23 |
| Profit Factor | 1.42 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.12 | 0.63 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 189.08 | 1.81 |
| Outlier Loss Ratio | 5.02 | 2.07 |
| Volatility (ann.) | 4.91% | 43.08% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.79 | 0.04 |
| Skew | 7.01 | 0.64 |
| Kurtosis | 233.62 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.49% | 0.22% |
| Expected Yearly % | 3.48% | 1.54% |
| Kelly Criterion | 4.08% | 7.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -3.68% |
| Expected Shortfall (cVaR) | -0.42% | -3.68% |
| Year | 12274796:SOLUSD | 12274796:solusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -3.89 | -0.30 | - |
| 2025 | -8.87 | 11.41 | -1.29 | + |
| Metric | 12274796:solusd:triple_med_gx:lsma70_65 | 12274796:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 9.15% | 36.47% |
| 6M | 11.41% | -8.22% |
| YTD | 11.41% | -8.87% |
| 1Y | 8.22% | 7.09% |
| 3Y (ann.) | 6.26% | 2.75% |
| 5Y (ann.) | 6.26% | 2.75% |
| Metric | 12274796:solusd:triple_med_gx:lsma70_65 | 12274796:SOLUSD |
|---|---|---|
| Max Drawdown | -7.97% | -64.93% |
| Longest DD Days | 318.0 | 178.0 |
| Avg. Drawdown | -3.99% | -11.98% |
| Avg. Drawdown Days | 117.0 | 23.0 |
| Recovery Factor | 0.89 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-05-25 | -7.97 | 318 |
| 2024-06-01 | 2024-07-05 | -3.83 | 34 |
| 2024-07-11 | 2024-07-11 | -0.18 | 0 |
| Metric | 12274796:solusd:triple_med_gx:lsma70_65 | 12274796:SOLUSD |
|---|---|---|
| Best Day | 5.63% | 19.54% |
| Worst Day | -4.11% | -14.23% |
| Best Week | 5.44% | 21.25% |
| Worst Week | -2.76% | -17.1% |
| Best Month | 9.15% | 41.15% |
| Worst Month | -3.25% | -36.08% |
| Best Year | 11.41% | 13.13% |
| Worst Year | -3.89% | -8.87% |
| Avg. Up Day | 1.91% | 2.02% |
| Avg. Down Day | -0.77% | -1.65% |
| Avg. Up Week | 1.98% | 10.45% |
| Avg. Down Week | -0.66% | -7.92% |
| Avg. Up Month | 4.88% | 13.96% |
| Avg. Down Month | -1.37% | -22.53% |
| Win Days % | 31.71% | 49.3% |
| Win Month % | 33.33% | 57.14% |
| Win Week % | 40.0% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |