| Metric | 12291549:solusd:triple_med_gx:lsma245_115 | 12291549:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -15.02% | 3.1% |
| Max Drawdown | -28.23% | -64.93% |
| Sharpe | -0.16 | 0.23 |
| Sortino | -0.23 | 0.34 |
| Payoff Ratio | 0.99 | 0.9 |
| Profit Factor | 0.93 | 1.04 |
| Common Sense Ratio | 2.2 | 1.06 |
| CPC Index | 0.42 | 0.46 |
| Tail Ratio | 2.37 | 1.02 |
| Outlier Win Ratio | 41.71 | 2.47 |
| Outlier Loss Ratio | 3.27 | 2.91 |
| Volatility (ann.) | 15.06% | 43.08% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.48 | 0.04 |
| Skew | 0.69 | 0.64 |
| Kurtosis | 67.5 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.16% | 0.22% |
| Expected Yearly % | -7.81% | 1.54% |
| Kelly Criterion | -9.37% | -6.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.68% |
| Expected Shortfall (cVaR) | -1.3% | -3.68% |
| Year | 12291549:SOLUSD | 12291549:solusd:triple_med_gx:lsma245_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 11.10 | 0.85 | - |
| 2025 | -8.87 | -23.51 | 2.65 | - |
| Metric | 12291549:solusd:triple_med_gx:lsma245_115 | 12291549:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -2.95% | 36.47% |
| 6M | -23.51% | -8.22% |
| YTD | -23.51% | -8.87% |
| 1Y | -14.36% | 7.09% |
| 3Y (ann.) | -13.46% | 2.75% |
| 5Y (ann.) | -13.46% | 2.75% |
| Metric | 12291549:solusd:triple_med_gx:lsma245_115 | 12291549:SOLUSD |
|---|---|---|
| Max Drawdown | -28.23% | -64.93% |
| Longest DD Days | 239.0 | 178.0 |
| Avg. Drawdown | -11.24% | -11.98% |
| Avg. Drawdown Days | 80.0 | 23.0 |
| Recovery Factor | -0.53 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-19 | 2025-07-17 | -28.23 | 239 |
| 2024-06-28 | 2024-11-17 | -16.59 | 142 |
| 2024-06-07 | 2024-06-27 | -9.56 | 19 |
| 2024-11-18 | 2024-11-19 | -1.63 | 1 |
| 2024-11-17 | 2024-11-18 | -0.18 | 0 |
| Metric | 12291549:solusd:triple_med_gx:lsma245_115 | 12291549:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 15.2% | 21.25% |
| Worst Week | -10.03% | -17.1% |
| Best Month | 19.86% | 41.15% |
| Worst Month | -11.61% | -36.08% |
| Best Year | 11.1% | 13.13% |
| Worst Year | -23.51% | -8.87% |
| Avg. Up Day | 1.49% | 1.52% |
| Avg. Down Day | -1.5% | -1.69% |
| Avg. Up Week | 4.53% | 10.38% |
| Avg. Down Week | -3.77% | -6.81% |
| Avg. Up Month | 13.42% | 23.63% |
| Avg. Down Month | -5.82% | -14.68% |
| Win Days % | 45.54% | 49.3% |
| Win Month % | 30.77% | 57.14% |
| Win Week % | 40.91% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |