| Metric | 12294905:solusd:triple_med_gx:lsma90_120 | 12294905:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -21.55% | 3.1% |
| Max Drawdown | -29.74% | -64.93% |
| Sharpe | -0.41 | 0.23 |
| Sortino | -0.52 | 0.34 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 0.84 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.37 | 0.52 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 54.94 | 2.45 |
| Outlier Loss Ratio | 3.54 | 2.88 |
| Volatility (ann.) | 11.62% | 43.08% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.65 | 0.04 |
| Skew | -1.81 | 0.64 |
| Kurtosis | 34.81 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.72% | 0.22% |
| Expected Yearly % | -11.43% | 1.54% |
| Kelly Criterion | -12.26% | -0.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -3.68% |
| Expected Shortfall (cVaR) | -1.01% | -3.68% |
| Year | 12294905:SOLUSD | 12294905:solusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 4.14 | 0.32 | - |
| 2025 | -8.87 | -24.67 | 2.78 | - |
| Metric | 12294905:solusd:triple_med_gx:lsma90_120 | 12294905:SOLUSD |
|---|---|---|
| MTD | -1.68% | 11.11% |
| 3M | -3.16% | 36.47% |
| 6M | -23.89% | -8.22% |
| YTD | -24.67% | -8.87% |
| 1Y | -9.73% | 7.09% |
| 3Y (ann.) | -19.39% | 2.75% |
| 5Y (ann.) | -19.39% | 2.75% |
| Metric | 12294905:solusd:triple_med_gx:lsma90_120 | 12294905:SOLUSD |
|---|---|---|
| Max Drawdown | -29.74% | -64.93% |
| Longest DD Days | 233.0 | 178.0 |
| Avg. Drawdown | -8.63% | -11.98% |
| Avg. Drawdown Days | 61.0 | 23.0 |
| Recovery Factor | -0.72 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-17 | -29.74 | 233 |
| 2024-06-10 | 2024-10-20 | -17.28 | 132 |
| 2024-10-21 | 2024-10-23 | -2.70 | 2 |
| 2024-06-10 | 2024-06-10 | -1.68 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| 2024-11-24 | 2024-11-24 | -0.18 | 0 |
| Metric | 12294905:solusd:triple_med_gx:lsma90_120 | 12294905:SOLUSD |
|---|---|---|
| Best Day | 4.52% | 19.54% |
| Worst Day | -6.28% | -14.23% |
| Best Week | 7.0% | 21.25% |
| Worst Week | -15.92% | -17.1% |
| Best Month | 17.02% | 41.15% |
| Worst Month | -13.98% | -36.08% |
| Best Year | 4.14% | 13.13% |
| Worst Year | -24.67% | -8.87% |
| Avg. Up Day | 1.37% | 1.4% |
| Avg. Down Day | -1.32% | -1.37% |
| Avg. Up Week | 3.78% | 5.85% |
| Avg. Down Week | -6.03% | -8.62% |
| Avg. Up Month | 10.94% | 11.57% |
| Avg. Down Month | -7.0% | -21.37% |
| Win Days % | 42.78% | 49.3% |
| Win Month % | 30.77% | 57.14% |
| Win Week % | 47.37% | 51.67% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |