| Metric | 12214295:solusd:triple_med_gx:lsma20_10 | 12214295:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -5.6% | 3.1% |
| Max Drawdown | -18.5% | -64.93% |
| Sharpe | -0.04 | 0.23 |
| Sortino | -0.07 | 0.34 |
| Payoff Ratio | 1.47 | 1.44 |
| Profit Factor | 0.98 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.5 | 0.74 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 57.0 | 2.42 |
| Outlier Loss Ratio | 4.28 | 2.72 |
| Volatility (ann.) | 12.5% | 43.08% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.27 | 0.04 |
| Skew | 7.76 | 0.64 |
| Kurtosis | 204.75 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.41% | 0.22% |
| Expected Yearly % | -2.84% | 1.54% |
| Kelly Criterion | -9.6% | 14.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -3.68% |
| Expected Shortfall (cVaR) | -1.08% | -3.68% |
| Year | 12214295:SOLUSD | 12214295:solusd:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 9.12 | 0.69 | - |
| 2025 | -8.87 | -13.49 | 1.52 | - |
| Metric | 12214295:solusd:triple_med_gx:lsma20_10 | 12214295:SOLUSD |
|---|---|---|
| MTD | -6.02% | 11.11% |
| 3M | -14.31% | 36.47% |
| 6M | -13.33% | -8.22% |
| YTD | -13.49% | -8.87% |
| 1Y | 1.93% | 7.09% |
| 3Y (ann.) | -4.99% | 2.75% |
| 5Y (ann.) | -4.99% | 2.75% |
| Metric | 12214295:solusd:triple_med_gx:lsma20_10 | 12214295:SOLUSD |
|---|---|---|
| Max Drawdown | -18.5% | -64.93% |
| Longest DD Days | 122.0 | 178.0 |
| Avg. Drawdown | -5.55% | -11.98% |
| Avg. Drawdown Days | 33.0 | 23.0 |
| Recovery Factor | -0.3 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-27 | 2025-07-17 | -18.50 | 50 |
| 2024-12-12 | 2025-04-09 | -18.12 | 117 |
| 2024-06-20 | 2024-10-20 | -11.55 | 122 |
| 2025-04-09 | 2025-05-08 | -4.10 | 28 |
| 2024-12-04 | 2024-12-12 | -3.09 | 8 |
| 2025-05-14 | 2025-05-27 | -2.49 | 12 |
| 2024-10-27 | 2024-10-28 | -1.50 | 1 |
| 2024-10-29 | 2024-11-17 | -0.87 | 19 |
| 2024-11-18 | 2024-11-22 | -0.61 | 3 |
| 2024-06-16 | 2024-06-16 | -0.18 | 0 |
| Metric | 12214295:solusd:triple_med_gx:lsma20_10 | 12214295:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -5.27% | -14.23% |
| Best Week | 9.14% | 21.25% |
| Worst Week | -6.82% | -17.1% |
| Best Month | 11.82% | 41.15% |
| Worst Month | -11.16% | -36.08% |
| Best Year | 9.12% | 13.13% |
| Worst Year | -13.49% | -8.87% |
| Avg. Up Day | 1.77% | 1.84% |
| Avg. Down Day | -1.2% | -1.27% |
| Avg. Up Week | 2.58% | 8.82% |
| Avg. Down Week | -3.29% | -8.39% |
| Avg. Up Month | 6.62% | 17.78% |
| Avg. Down Month | -3.77% | -17.85% |
| Win Days % | 34.71% | 49.3% |
| Win Month % | 35.71% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |