| Metric | 12225209:solusd:triple_med_gx:lsma175_55 | 12225209:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -24.08% | 3.1% |
| Max Drawdown | -42.26% | -64.93% |
| Sharpe | -0.26 | 0.23 |
| Sortino | -0.34 | 0.34 |
| Payoff Ratio | 0.99 | 0.96 |
| Profit Factor | 0.92 | 1.04 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.42 | 0.49 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 28.76 | 2.8 |
| Outlier Loss Ratio | 3.38 | 3.05 |
| Volatility (ann.) | 17.58% | 43.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.51 | 0.04 |
| Skew | -1.37 | 0.64 |
| Kurtosis | 32.53 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -1.95% | 0.22% |
| Expected Yearly % | -12.87% | 1.54% |
| Kelly Criterion | -7.8% | -3.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -3.68% |
| Expected Shortfall (cVaR) | -1.53% | -3.68% |
| Year | 12225209:SOLUSD | 12225209:solusd:triple_med_gx:lsma175_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.38 | 0.18 | - |
| 2025 | -8.87 | -25.84 | 2.91 | - |
| Metric | 12225209:solusd:triple_med_gx:lsma175_55 | 12225209:SOLUSD |
|---|---|---|
| MTD | 5.19% | 11.11% |
| 3M | 12.96% | 36.47% |
| 6M | -19.1% | -8.22% |
| YTD | -25.84% | -8.87% |
| 1Y | -21.16% | 7.09% |
| 3Y (ann.) | -21.7% | 2.75% |
| 5Y (ann.) | -21.7% | 2.75% |
| Metric | 12225209:solusd:triple_med_gx:lsma175_55 | 12225209:SOLUSD |
|---|---|---|
| Max Drawdown | -42.26% | -64.93% |
| Longest DD Days | 234.0 | 178.0 |
| Avg. Drawdown | -8.67% | -11.98% |
| Avg. Drawdown Days | 41.0 | 23.0 |
| Recovery Factor | -0.57 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-17 | -42.26 | 234 |
| 2024-07-31 | 2024-11-17 | -14.99 | 108 |
| 2024-07-04 | 2024-07-24 | -9.16 | 20 |
| 2024-07-24 | 2024-07-26 | -7.06 | 1 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-11-17 | 2024-11-17 | -1.22 | 0 |
| 2024-11-18 | 2024-11-22 | -0.61 | 3 |
| 2024-07-30 | 2024-07-30 | -0.18 | 0 |
| 2024-07-31 | 2024-07-31 | -0.02 | 0 |
| Metric | 12225209:solusd:triple_med_gx:lsma175_55 | 12225209:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 13.32% | 21.25% |
| Worst Week | -15.68% | -17.1% |
| Best Month | 7.49% | 41.15% |
| Worst Month | -16.21% | -36.08% |
| Best Year | 2.38% | 13.13% |
| Worst Year | -25.84% | -8.87% |
| Avg. Up Day | 1.44% | 1.46% |
| Avg. Down Day | -1.46% | -1.53% |
| Avg. Up Week | 6.1% | 7.79% |
| Avg. Down Week | -7.53% | -6.92% |
| Avg. Up Month | 4.91% | 14.01% |
| Avg. Down Month | -11.99% | -18.54% |
| Win Days % | 46.33% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 46.43% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |