| Metric | 12284385:solusd:triple_med_gx:lsma290_95 | 12284385:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -7.5% | 3.1% |
| Max Drawdown | -31.21% | -64.93% |
| Sharpe | -0.02 | 0.23 |
| Sortino | -0.02 | 0.34 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 0.99 | 1.04 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.48 | 0.52 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 28.72 | 2.74 |
| Outlier Loss Ratio | 3.36 | 3.1 |
| Volatility (ann.) | 17.07% | 43.08% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.21 | 0.04 |
| Skew | -0.88 | 0.64 |
| Kurtosis | 27.29 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.56% | 0.22% |
| Expected Yearly % | -3.82% | 1.54% |
| Kelly Criterion | -4.16% | -0.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.68% |
| Expected Shortfall (cVaR) | -1.47% | -3.68% |
| Year | 12284385:SOLUSD | 12284385:solusd:triple_med_gx:lsma290_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 22.34 | 1.70 | + |
| 2025 | -8.87 | -24.39 | 2.75 | - |
| Metric | 12284385:solusd:triple_med_gx:lsma290_95 | 12284385:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -0.17% | 36.47% |
| 6M | -24.39% | -8.22% |
| YTD | -24.39% | -8.87% |
| 1Y | -21.52% | 7.09% |
| 3Y (ann.) | -6.69% | 2.75% |
| 5Y (ann.) | -6.69% | 2.75% |
| Metric | 12284385:solusd:triple_med_gx:lsma290_95 | 12284385:SOLUSD |
|---|---|---|
| Max Drawdown | -31.21% | -64.93% |
| Longest DD Days | 207.0 | 178.0 |
| Avg. Drawdown | -8.98% | -11.98% |
| Avg. Drawdown Days | 32.0 | 23.0 |
| Recovery Factor | -0.24 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-07-17 | -31.21 | 207 |
| 2024-07-03 | 2024-07-14 | -15.06 | 11 |
| 2024-08-02 | 2024-10-14 | -13.49 | 73 |
| 2024-10-15 | 2024-11-11 | -13.19 | 27 |
| 2024-06-28 | 2024-07-02 | -8.06 | 4 |
| 2024-06-23 | 2024-06-25 | -8.00 | 2 |
| 2024-11-19 | 2024-11-21 | -5.73 | 2 |
| 2024-11-22 | 2024-12-21 | -2.35 | 28 |
| 2024-06-25 | 2024-06-27 | -1.21 | 1 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| Metric | 12284385:solusd:triple_med_gx:lsma290_95 | 12284385:SOLUSD |
|---|---|---|
| Best Day | 7.28% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 8.78% | 21.25% |
| Worst Week | -11.66% | -17.1% |
| Best Month | 18.74% | 41.15% |
| Worst Month | -14.43% | -36.08% |
| Best Year | 22.34% | 13.13% |
| Worst Year | -24.39% | -8.87% |
| Avg. Up Day | 1.54% | 1.55% |
| Avg. Down Day | -1.5% | -1.53% |
| Avg. Up Week | 4.92% | 10.63% |
| Avg. Down Week | -4.61% | -7.83% |
| Avg. Up Month | 5.89% | 17.7% |
| Avg. Down Month | -9.75% | -14.68% |
| Win Days % | 47.27% | 49.3% |
| Win Month % | 58.33% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |