| Metric | 12226973:solusd:triple_med_gx:lsma295_60 | 12226973:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -33.96% | 3.1% |
| Max Drawdown | -53.42% | -64.93% |
| Sharpe | -0.4 | 0.23 |
| Sortino | -0.53 | 0.34 |
| Payoff Ratio | 0.95 | 0.93 |
| Profit Factor | 0.88 | 1.04 |
| Common Sense Ratio | 0.8 | 1.06 |
| CPC Index | 0.4 | 0.47 |
| Tail Ratio | 0.91 | 1.02 |
| Outlier Win Ratio | 24.88 | 2.75 |
| Outlier Loss Ratio | 3.47 | 3.18 |
| Volatility (ann.) | 18.71% | 43.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.58 | 0.04 |
| Skew | -0.5 | 0.64 |
| Kurtosis | 27.13 | 8.72 |
| Expected Daily % | -0.03% | 0.0% |
| Expected Monthly % | -2.92% | 0.22% |
| Expected Yearly % | -18.73% | 1.54% |
| Kelly Criterion | -8.32% | -5.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -3.68% |
| Expected Shortfall (cVaR) | -1.63% | -3.68% |
| Year | 12226973:SOLUSD | 12226973:solusd:triple_med_gx:lsma295_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -23.14 | -1.76 | - |
| 2025 | -8.87 | -14.07 | 1.59 | - |
| Metric | 12226973:solusd:triple_med_gx:lsma295_60 | 12226973:SOLUSD |
|---|---|---|
| MTD | 9.91% | 11.11% |
| 3M | 27.79% | 36.47% |
| 6M | -14.07% | -8.22% |
| YTD | -14.07% | -8.87% |
| 1Y | -27.79% | 7.09% |
| 3Y (ann.) | -30.82% | 2.75% |
| 5Y (ann.) | -30.82% | 2.75% |
| Metric | 12226973:solusd:triple_med_gx:lsma295_60 | 12226973:SOLUSD |
|---|---|---|
| Max Drawdown | -53.42% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -21.2% | -11.98% |
| Avg. Drawdown Days | 136.0 | 23.0 |
| Recovery Factor | -0.64 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -53.42 | 352 |
| 2024-06-01 | 2024-07-29 | -10.10 | 57 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12226973:solusd:triple_med_gx:lsma295_60 | 12226973: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 | 14.45% | 41.15% |
| Worst Month | -21.53% | -36.08% |
| Best Year | -14.07% | 13.13% |
| Worst Year | -23.14% | -8.87% |
| Avg. Up Day | 1.37% | 1.37% |
| Avg. Down Day | -1.43% | -1.48% |
| Avg. Up Week | 7.62% | 8.07% |
| Avg. Down Week | -8.6% | -8.34% |
| Avg. Up Month | 7.77% | 17.69% |
| Avg. Down Month | -11.4% | -22.53% |
| Win Days % | 47.09% | 49.3% |
| Win Month % | 46.15% | 57.14% |
| Win Week % | 44.44% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |