| Metric | 12216483:solusd:triple_med_gx:lsma60_20 | 12216483:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -20.37% | 3.1% |
| Max Drawdown | -38.22% | -64.93% |
| Sharpe | -0.26 | 0.23 |
| Sortino | -0.36 | 0.34 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 0.92 | 1.04 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.43 | 0.52 |
| Tail Ratio | 1.03 | 1.02 |
| Outlier Win Ratio | 32.78 | 2.74 |
| Outlier Loss Ratio | 3.88 | 3.0 |
| Volatility (ann.) | 14.93% | 43.08% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.48 | 0.04 |
| Skew | -0.56 | 0.64 |
| Kurtosis | 22.01 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.61% | 0.22% |
| Expected Yearly % | -10.76% | 1.54% |
| Kelly Criterion | -8.63% | -0.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.68% |
| Expected Shortfall (cVaR) | -1.3% | -3.68% |
| Year | 12216483:SOLUSD | 12216483:solusd:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -8.21 | -0.63 | - |
| 2025 | -8.87 | -13.24 | 1.49 | - |
| Metric | 12216483:solusd:triple_med_gx:lsma60_20 | 12216483:SOLUSD |
|---|---|---|
| MTD | 0.77% | 11.11% |
| 3M | 3.48% | 36.47% |
| 6M | -11.1% | -8.22% |
| YTD | -13.24% | -8.87% |
| 1Y | -23.68% | 7.09% |
| 3Y (ann.) | -18.31% | 2.75% |
| 5Y (ann.) | -18.31% | 2.75% |
| Metric | 12216483:solusd:triple_med_gx:lsma60_20 | 12216483:SOLUSD |
|---|---|---|
| Max Drawdown | -38.22% | -64.93% |
| Longest DD Days | 155.0 | 178.0 |
| Avg. Drawdown | -8.97% | -11.98% |
| Avg. Drawdown Days | 36.0 | 23.0 |
| Recovery Factor | -0.53 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-11 | 2025-07-17 | -38.22 | 155 |
| 2024-11-19 | 2025-01-18 | -18.15 | 60 |
| 2024-06-17 | 2024-07-15 | -12.67 | 28 |
| 2024-08-09 | 2024-11-08 | -10.22 | 91 |
| 2025-02-07 | 2025-02-08 | -3.99 | 1 |
| 2024-07-29 | 2024-08-08 | -3.54 | 10 |
| 2024-11-08 | 2024-11-19 | -2.29 | 10 |
| 2024-06-03 | 2024-06-04 | -0.28 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2025-02-06 | 2025-02-07 | -0.18 | 0 |
| Metric | 12216483:solusd:triple_med_gx:lsma60_20 | 12216483:SOLUSD |
|---|---|---|
| Best Day | 5.62% | 19.54% |
| Worst Day | -8.18% | -14.23% |
| Best Week | 14.53% | 21.25% |
| Worst Week | -18.45% | -17.1% |
| Best Month | 18.96% | 41.15% |
| Worst Month | -16.07% | -36.08% |
| Best Year | -8.21% | 13.13% |
| Worst Year | -13.24% | -8.87% |
| Avg. Up Day | 1.39% | 1.41% |
| Avg. Down Day | -1.28% | -1.38% |
| Avg. Up Week | 5.02% | 9.77% |
| Avg. Down Week | -4.67% | -7.68% |
| Avg. Up Month | 6.03% | 19.67% |
| Avg. Down Month | -11.19% | -21.22% |
| Win Days % | 43.52% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 44.19% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |