| Metric | 12284160:solusd:triple_med_gx:lsma290_95 | 12284160:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -4.2% | 3.1% |
| Max Drawdown | -31.38% | -64.93% |
| Sharpe | 0.02 | 0.23 |
| Sortino | 0.03 | 0.34 |
| Payoff Ratio | 1.14 | 1.05 |
| Profit Factor | 1.01 | 1.04 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.52 | 0.53 |
| Tail Ratio | 1.34 | 1.02 |
| Outlier Win Ratio | 35.6 | 2.61 |
| Outlier Loss Ratio | 3.46 | 2.99 |
| Volatility (ann.) | 15.72% | 43.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.12 | 0.04 |
| Skew | 1.74 | 0.64 |
| Kurtosis | 50.37 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.31% | 0.22% |
| Expected Yearly % | -2.12% | 1.54% |
| Kelly Criterion | -2.46% | 0.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.68% |
| Expected Shortfall (cVaR) | -1.35% | -3.68% |
| Year | 12284160:SOLUSD | 12284160:solusd:triple_med_gx:lsma290_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 5.06 | 0.39 | - |
| 2025 | -8.87 | -8.81 | 0.99 | + |
| Metric | 12284160:solusd:triple_med_gx:lsma290_95 | 12284160:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.9% | 36.47% |
| 6M | -8.81% | -8.22% |
| YTD | -8.81% | -8.87% |
| 1Y | -2.91% | 7.09% |
| 3Y (ann.) | -3.74% | 2.75% |
| 5Y (ann.) | -3.74% | 2.75% |
| Metric | 12284160:solusd:triple_med_gx:lsma290_95 | 12284160:SOLUSD |
|---|---|---|
| Max Drawdown | -31.38% | -64.93% |
| Longest DD Days | 384.0 | 178.0 |
| Avg. Drawdown | -10.2% | -11.98% |
| Avg. Drawdown Days | 96.0 | 23.0 |
| Recovery Factor | -0.13 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2025-07-17 | -31.38 | 384 |
| 2024-06-23 | 2024-06-25 | -7.84 | 1 |
| 2024-06-25 | 2024-06-27 | -1.21 | 1 |
| 2024-06-22 | 2024-06-23 | -0.40 | 0 |
| Metric | 12284160:solusd:triple_med_gx:lsma290_95 | 12284160:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -6.17% | -14.23% |
| Best Week | 16.8% | 21.25% |
| Worst Week | -8.38% | -17.1% |
| Best Month | 29.87% | 41.15% |
| Worst Month | -11.42% | -36.08% |
| Best Year | 5.06% | 13.13% |
| Worst Year | -8.81% | -8.87% |
| Avg. Up Day | 1.58% | 1.6% |
| Avg. Down Day | -1.38% | -1.53% |
| Avg. Up Week | 4.77% | 8.96% |
| Avg. Down Week | -5.8% | -9.95% |
| Avg. Up Month | 16.48% | 23.63% |
| Avg. Down Month | -5.12% | -19.44% |
| Win Days % | 45.34% | 49.3% |
| Win Month % | 33.33% | 57.14% |
| Win Week % | 55.0% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |