| Metric | 12223746:solusd:triple_med_gx:lsma185_50 | 12223746:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -21.57% | 3.1% |
| Max Drawdown | -42.87% | -64.93% |
| Sharpe | -0.2 | 0.23 |
| Sortino | -0.27 | 0.34 |
| Payoff Ratio | 0.99 | 0.95 |
| Profit Factor | 0.94 | 1.04 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.43 | 0.49 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 25.79 | 2.77 |
| Outlier Loss Ratio | 3.63 | 3.14 |
| Volatility (ann.) | 18.18% | 43.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.45 | 0.04 |
| Skew | -1.03 | 0.64 |
| Kurtosis | 30.89 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.72% | 0.22% |
| Expected Yearly % | -11.44% | 1.54% |
| Kelly Criterion | -8.04% | -3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.68% |
| Expected Shortfall (cVaR) | -1.58% | -3.68% |
| Year | 12223746:SOLUSD | 12223746:solusd:triple_med_gx:lsma185_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.08 | 0.16 | - |
| 2025 | -8.87 | -23.17 | 2.61 | - |
| Metric | 12223746:solusd:triple_med_gx:lsma185_50 | 12223746:SOLUSD |
|---|---|---|
| MTD | 5.41% | 11.11% |
| 3M | 20.7% | 36.47% |
| 6M | -12.02% | -8.22% |
| YTD | -23.17% | -8.87% |
| 1Y | -11.61% | 7.09% |
| 3Y (ann.) | -19.41% | 2.75% |
| 5Y (ann.) | -19.41% | 2.75% |
| Metric | 12223746:solusd:triple_med_gx:lsma185_50 | 12223746:SOLUSD |
|---|---|---|
| Max Drawdown | -42.87% | -64.93% |
| Longest DD Days | 191.0 | 178.0 |
| Avg. Drawdown | -11.86% | -11.98% |
| Avg. Drawdown Days | 62.0 | 23.0 |
| Recovery Factor | -0.5 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-17 | -42.87 | 191 |
| 2024-07-01 | 2024-11-21 | -19.99 | 143 |
| 2024-11-25 | 2025-01-02 | -7.62 | 37 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| 2024-06-30 | 2024-07-01 | -0.18 | 0 |
| 2024-11-24 | 2024-11-24 | -0.18 | 0 |
| Metric | 12223746:solusd:triple_med_gx:lsma185_50 | 12223746:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.61% | -14.23% |
| Best Week | 19.65% | 21.25% |
| Worst Week | -15.86% | -17.1% |
| Best Month | 21.71% | 41.15% |
| Worst Month | -18.15% | -36.08% |
| Best Year | 2.08% | 13.13% |
| Worst Year | -23.17% | -8.87% |
| Avg. Up Day | 1.42% | 1.44% |
| Avg. Down Day | -1.43% | -1.51% |
| Avg. Up Week | 5.8% | 9.61% |
| Avg. Down Week | -6.85% | -7.31% |
| Avg. Up Month | 9.77% | 20.89% |
| Avg. Down Month | -7.07% | -16.46% |
| Win Days % | 46.15% | 49.3% |
| Win Month % | 36.36% | 57.14% |
| Win Week % | 45.16% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |