| Metric | 12291551:solusd:triple_med_gx:lsma260_115 | 12291551:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -16.95% | 3.1% |
| Max Drawdown | -24.69% | -64.93% |
| Sharpe | -0.23 | 0.23 |
| Sortino | -0.33 | 0.34 |
| Payoff Ratio | 1.05 | 0.95 |
| Profit Factor | 0.9 | 1.04 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.41 | 0.48 |
| Tail Ratio | 1.33 | 1.02 |
| Outlier Win Ratio | 44.73 | 2.45 |
| Outlier Loss Ratio | 3.49 | 2.93 |
| Volatility (ann.) | 13.98% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.62 | 0.04 |
| Skew | 2.53 | 0.64 |
| Kurtosis | 68.38 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.32% | 0.22% |
| Expected Yearly % | -8.87% | 1.54% |
| Kelly Criterion | -11.5% | -4.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -3.68% |
| Expected Shortfall (cVaR) | -1.21% | -3.68% |
| Year | 12291551:SOLUSD | 12291551:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 4.13 | 0.31 | - |
| 2025 | -8.87 | -20.25 | 2.28 | - |
| Metric | 12291551:solusd:triple_med_gx:lsma260_115 | 12291551:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -6.01% | 36.47% |
| 6M | -20.25% | -8.22% |
| YTD | -20.25% | -8.87% |
| 1Y | -12.57% | 7.09% |
| 3Y (ann.) | -15.21% | 2.75% |
| 5Y (ann.) | -15.21% | 2.75% |
| Metric | 12291551:solusd:triple_med_gx:lsma260_115 | 12291551:SOLUSD |
|---|---|---|
| Max Drawdown | -24.69% | -64.93% |
| Longest DD Days | 384.0 | 178.0 |
| Avg. Drawdown | -6.8% | -11.98% |
| Avg. Drawdown Days | 77.0 | 23.0 |
| Recovery Factor | -0.69 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2025-07-17 | -24.69 | 384 |
| 2024-06-23 | 2024-06-25 | -7.84 | 1 |
| 2024-06-26 | 2024-06-27 | -0.87 | 0 |
| 2024-06-22 | 2024-06-23 | -0.40 | 0 |
| 2024-06-25 | 2024-06-26 | -0.18 | 0 |
| Metric | 12291551:solusd:triple_med_gx:lsma260_115 | 12291551:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -6.17% | -14.23% |
| Best Week | 15.29% | 21.25% |
| Worst Week | -10.03% | -17.1% |
| Best Month | 20.83% | 41.15% |
| Worst Month | -12.37% | -36.08% |
| Best Year | 4.13% | 13.13% |
| Worst Year | -20.25% | -8.87% |
| Avg. Up Day | 1.52% | 1.56% |
| Avg. Down Day | -1.45% | -1.65% |
| Avg. Up Week | 5.08% | 11.85% |
| Avg. Down Week | -4.4% | -6.68% |
| Avg. Up Month | 14.04% | 23.63% |
| Avg. Down Month | -4.69% | -14.68% |
| Win Days % | 42.93% | 49.3% |
| Win Month % | 30.77% | 57.14% |
| Win Week % | 40.0% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |