| Metric | 12223747:solusd:triple_med_gx:lsma175_50 | 12223747:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -29.75% | 3.1% |
| Max Drawdown | -46.19% | -64.93% |
| Sharpe | -0.34 | 0.23 |
| Sortino | -0.45 | 0.34 |
| Payoff Ratio | 0.98 | 0.94 |
| Profit Factor | 0.9 | 1.04 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.4 | 0.48 |
| Tail Ratio | 1.05 | 1.02 |
| Outlier Win Ratio | 26.75 | 2.76 |
| Outlier Loss Ratio | 3.59 | 3.14 |
| Volatility (ann.) | 18.15% | 43.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.58 | 0.04 |
| Skew | -1.12 | 0.64 |
| Kurtosis | 31.64 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -2.49% | 0.22% |
| Expected Yearly % | -16.19% | 1.54% |
| Kelly Criterion | -10.38% | -4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.68% |
| Expected Shortfall (cVaR) | -1.58% | -3.68% |
| Year | 12223747:SOLUSD | 12223747:solusd:triple_med_gx:lsma175_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -2.84 | -0.22 | - |
| 2025 | -8.87 | -27.70 | 3.12 | - |
| Metric | 12223747:solusd:triple_med_gx:lsma175_50 | 12223747:SOLUSD |
|---|---|---|
| MTD | 5.41% | 11.11% |
| 3M | 19.92% | 36.47% |
| 6M | -17.3% | -8.22% |
| YTD | -27.7% | -8.87% |
| 1Y | -19.08% | 7.09% |
| 3Y (ann.) | -26.92% | 2.75% |
| 5Y (ann.) | -26.92% | 2.75% |
| Metric | 12223747:solusd:triple_med_gx:lsma175_50 | 12223747:SOLUSD |
|---|---|---|
| Max Drawdown | -46.19% | -64.93% |
| Longest DD Days | 191.0 | 178.0 |
| Avg. Drawdown | -12.86% | -11.98% |
| Avg. Drawdown Days | 62.0 | 23.0 |
| Recovery Factor | -0.64 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-17 | -46.19 | 191 |
| 2024-07-01 | 2024-11-21 | -22.34 | 143 |
| 2024-11-25 | 2025-01-02 | -7.95 | 38 |
| 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 | 12223747:solusd:triple_med_gx:lsma175_50 | 12223747:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.72% | -14.23% |
| Best Week | 19.65% | 21.25% |
| Worst Week | -18.27% | -17.1% |
| Best Month | 19.35% | 41.15% |
| Worst Month | -20.49% | -36.08% |
| Best Year | -2.84% | 13.13% |
| Worst Year | -27.7% | -8.87% |
| Avg. Up Day | 1.42% | 1.43% |
| Avg. Down Day | -1.45% | -1.52% |
| Avg. Up Week | 6.03% | 9.61% |
| Avg. Down Week | -7.77% | -7.31% |
| Avg. Up Month | 10.12% | 20.89% |
| Avg. Down Month | -8.99% | -16.46% |
| Win Days % | 45.41% | 49.3% |
| Win Month % | 36.36% | 57.14% |
| Win Week % | 45.16% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |