| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -18.06% | 3.1% |
| Max Drawdown | -44.15% | -64.93% |
| Sharpe | -0.16 | 0.23 |
| Sortino | -0.22 | 0.34 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 0.95 | 1.04 |
| Common Sense Ratio | 0.97 | 1.06 |
| CPC Index | 0.47 | 0.53 |
| Tail Ratio | 1.03 | 1.02 |
| Outlier Win Ratio | 27.13 | 2.75 |
| Outlier Loss Ratio | 3.62 | 3.06 |
| Volatility (ann.) | 17.85% | 43.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.37 | 0.04 |
| Skew | -0.26 | 0.64 |
| Kurtosis | 31.63 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.41% | 0.22% |
| Expected Yearly % | -9.48% | 1.54% |
| Kelly Criterion | -5.14% | 0.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -3.68% |
| Expected Shortfall (cVaR) | -1.54% | -3.68% |
| Year | 12226961:SOLUSD | 12226961:solusd:triple_med_gx:lsma245_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -5.16 | -0.39 | - |
| 2025 | -8.87 | -13.61 | 1.53 | - |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| MTD | 9.91% | 11.11% |
| 3M | 22.5% | 36.47% |
| 6M | -12.97% | -8.22% |
| YTD | -13.61% | -8.87% |
| 1Y | -17.0% | 7.09% |
| 3Y (ann.) | -16.22% | 2.75% |
| 5Y (ann.) | -16.22% | 2.75% |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Max Drawdown | -44.15% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -9.35% | -11.98% |
| Avg. Drawdown Days | 68.0 | 23.0 |
| Recovery Factor | -0.41 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -44.15 | 352 |
| 2024-07-10 | 2024-07-26 | -5.85 | 15 |
| 2024-06-01 | 2024-07-05 | -2.74 | 33 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-07-05 | 2024-07-10 | -0.82 | 4 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 15.73% | 21.25% |
| Worst Week | -16.65% | -17.1% |
| Best Month | 18.12% | 41.15% |
| Worst Month | -17.18% | -36.08% |
| Best Year | -5.16% | 13.13% |
| Worst Year | -13.61% | -8.87% |
| Avg. Up Day | 1.46% | 1.47% |
| Avg. Down Day | -1.35% | -1.41% |
| Avg. Up Week | 8.12% | 8.59% |
| Avg. Down Week | -7.74% | -9.06% |
| Avg. Up Month | 10.25% | 20.59% |
| Avg. Down Month | -9.37% | -23.19% |
| Win Days % | 45.22% | 49.3% |
| Win Month % | 41.67% | 57.14% |
| Win Week % | 41.38% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |