| Metric | 12214321:solusd:triple_med_gx:lsma45_10 | 12214321:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -14.43% | 3.1% |
| Max Drawdown | -28.38% | -64.93% |
| Sharpe | -0.14 | 0.23 |
| Sortino | -0.24 | 0.34 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 0.93 | 1.04 |
| Common Sense Ratio | 0.21 | 1.06 |
| CPC Index | 0.45 | 0.6 |
| Tail Ratio | 0.23 | 1.02 |
| Outlier Win Ratio | 41.36 | 2.51 |
| Outlier Loss Ratio | 3.87 | 2.98 |
| Volatility (ann.) | 15.7% | 43.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.46 | 0.04 |
| Skew | 7.78 | 0.64 |
| Kurtosis | 206.23 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.11% | 0.22% |
| Expected Yearly % | -7.5% | 1.54% |
| Kelly Criterion | -9.94% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -3.68% |
| Expected Shortfall (cVaR) | -1.36% | -3.68% |
| Year | 12214321:SOLUSD | 12214321:solusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -28.16 | -2.14 | - |
| 2025 | -8.87 | 19.11 | -2.16 | + |
| Metric | 12214321:solusd:triple_med_gx:lsma45_10 | 12214321:SOLUSD |
|---|---|---|
| MTD | 3.23% | 11.11% |
| 3M | 5.98% | 36.47% |
| 6M | 19.11% | -8.22% |
| YTD | 19.11% | -8.87% |
| 1Y | 11.16% | 7.09% |
| 3Y (ann.) | -12.93% | 2.75% |
| 5Y (ann.) | -12.93% | 2.75% |
| Metric | 12214321:solusd:triple_med_gx:lsma45_10 | 12214321:SOLUSD |
|---|---|---|
| Max Drawdown | -28.38% | -64.93% |
| Longest DD Days | 395.0 | 178.0 |
| Avg. Drawdown | -28.38% | -11.98% |
| Avg. Drawdown Days | 395.0 | 23.0 |
| Recovery Factor | -0.51 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-16 | 2025-07-17 | -28.38 | 395 |
| Metric | 12214321:solusd:triple_med_gx:lsma45_10 | 12214321:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -6.23% | -14.23% |
| Best Week | 20.47% | 21.25% |
| Worst Week | -13.95% | -17.1% |
| Best Month | 16.1% | 41.15% |
| Worst Month | -13.95% | -36.08% |
| Best Year | 19.11% | 13.13% |
| Worst Year | -28.16% | -8.87% |
| Avg. Up Day | 1.71% | 1.74% |
| Avg. Down Day | -1.37% | -1.48% |
| Avg. Up Week | 4.72% | 11.12% |
| Avg. Down Week | -5.13% | -8.37% |
| Avg. Up Month | 5.31% | 18.77% |
| Avg. Down Month | -6.84% | -18.24% |
| Win Days % | 38.91% | 49.3% |
| Win Month % | 42.86% | 57.14% |
| Win Week % | 44.12% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |