| Metric | 12226966:solusd:triple_med_gx:lsma275_60 | 12226966:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -18.73% | 3.1% |
| Max Drawdown | -44.22% | -64.93% |
| Sharpe | -0.16 | 0.23 |
| Sortino | -0.22 | 0.34 |
| Payoff Ratio | 1.0 | 0.96 |
| Profit Factor | 0.95 | 1.04 |
| Common Sense Ratio | 0.92 | 1.06 |
| CPC Index | 0.45 | 0.49 |
| Tail Ratio | 0.97 | 1.02 |
| Outlier Win Ratio | 25.88 | 2.75 |
| Outlier Loss Ratio | 3.42 | 3.06 |
| Volatility (ann.) | 18.11% | 43.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.38 | 0.04 |
| Skew | -0.31 | 0.64 |
| Kurtosis | 29.86 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.47% | 0.22% |
| Expected Yearly % | -9.85% | 1.54% |
| Kelly Criterion | -4.22% | -3.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.68% |
| Expected Shortfall (cVaR) | -1.57% | -3.68% |
| Year | 12226966:SOLUSD | 12226966:solusd:triple_med_gx:lsma275_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -6.98 | -0.53 | - |
| 2025 | -8.87 | -12.63 | 1.42 | - |
| Metric | 12226966:solusd:triple_med_gx:lsma275_60 | 12226966:SOLUSD |
|---|---|---|
| MTD | 9.91% | 11.11% |
| 3M | 27.79% | 36.47% |
| 6M | -11.26% | -8.22% |
| YTD | -12.63% | -8.87% |
| 1Y | -13.51% | 7.09% |
| 3Y (ann.) | -16.82% | 2.75% |
| 5Y (ann.) | -16.82% | 2.75% |
| Metric | 12226966:solusd:triple_med_gx:lsma275_60 | 12226966:SOLUSD |
|---|---|---|
| Max Drawdown | -44.22% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -13.53% | -11.98% |
| Avg. Drawdown Days | 102.0 | 23.0 |
| Recovery Factor | -0.42 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -44.22 | 352 |
| 2024-06-01 | 2024-07-26 | -7.33 | 55 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12226966:solusd:triple_med_gx:lsma275_60 | 12226966: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 | 16.96% | 41.15% |
| Worst Month | -16.59% | -36.08% |
| Best Year | -6.98% | 13.13% |
| Worst Year | -12.63% | -8.87% |
| Avg. Up Day | 1.4% | 1.4% |
| Avg. Down Day | -1.4% | -1.46% |
| Avg. Up Week | 7.13% | 7.42% |
| Avg. Down Week | -7.25% | -8.89% |
| Avg. Up Month | 8.27% | 17.69% |
| Avg. Down Month | -11.66% | -23.19% |
| Win Days % | 47.84% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 46.43% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |