| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -33.58% | 15.38% |
| Max Drawdown | -38.55% | -64.93% |
| Sharpe | -0.5 | 0.27 |
| Sortino | -0.66 | 0.4 |
| Payoff Ratio | 0.95 | 0.89 |
| Profit Factor | 0.82 | 1.04 |
| Common Sense Ratio | 0.82 | 1.08 |
| CPC Index | 0.35 | 0.46 |
| Tail Ratio | 1.0 | 1.04 |
| Outlier Win Ratio | 44.1 | 2.55 |
| Outlier Loss Ratio | 3.53 | 2.92 |
| Volatility (ann.) | 13.1% | 42.23% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.67 | 0.17 |
| Skew | -1.09 | 0.58 |
| Kurtosis | 32.01 | 8.14 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.38% | 0.85% |
| Expected Yearly % | -18.5% | 7.42% |
| Kelly Criterion | -13.82% | -7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -3.6% |
| Expected Shortfall (cVaR) | -1.15% | -3.6% |
| Year | 12294612:SOLUSD | 12294612:solusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -3.37 | -0.26 | - |
| 2025 | 1.99 | -31.26 | -15.74 | - |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| MTD | -8.79% | -7.75% |
| 3M | -17.27% | 17.41% |
| 6M | -13.83% | 52.72% |
| YTD | -31.26% | 1.99% |
| 1Y | -32.92% | 24.46% |
| 3Y (ann.) | -25.73% | 10.96% |
| 5Y (ann.) | -25.73% | 10.96% |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Max Drawdown | -38.55% | -64.93% |
| Longest DD Days | 327.0 | 269.0 |
| Avg. Drawdown | -12.34% | -11.98% |
| Avg. Drawdown Days | 96.0 | 29.0 |
| Recovery Factor | -0.87 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-10-16 | -38.55 | 327 |
| 2024-07-03 | 2024-11-21 | -17.24 | 141 |
| 2024-06-01 | 2024-06-10 | -3.21 | 9 |
| 2024-06-29 | 2024-07-02 | -2.36 | 2 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Best Day | 7.28% | 19.54% |
| Worst Day | -6.56% | -14.23% |
| Best Week | 12.22% | 21.25% |
| Worst Week | -15.47% | -18.95% |
| Best Month | 11.82% | 41.15% |
| Worst Month | -15.47% | -36.08% |
| Best Year | -3.37% | 13.13% |
| Worst Year | -31.26% | 1.99% |
| Avg. Up Day | 1.28% | 1.3% |
| Avg. Down Day | -1.34% | -1.45% |
| Avg. Up Week | 4.5% | 8.37% |
| Avg. Down Week | -6.3% | -8.78% |
| Avg. Up Month | 7.69% | 20.7% |
| Avg. Down Month | -6.57% | -18.97% |
| Win Days % | 44.44% | 49.58% |
| Win Month % | 29.41% | 58.82% |
| Win Week % | 40.74% | 53.42% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 0.0% | 100.0% |