| Metric | 12228191:solusd:triple_med_gx:lsma265_65 | 12228191:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -18.67% | 3.1% |
| Max Drawdown | -48.95% | -64.93% |
| Sharpe | -0.15 | 0.23 |
| Sortino | -0.21 | 0.34 |
| Payoff Ratio | 1.05 | 1.0 |
| Profit Factor | 0.95 | 1.04 |
| Common Sense Ratio | 0.89 | 1.06 |
| CPC Index | 0.47 | 0.51 |
| Tail Ratio | 0.94 | 1.02 |
| Outlier Win Ratio | 25.41 | 2.81 |
| Outlier Loss Ratio | 3.6 | 3.22 |
| Volatility (ann.) | 18.67% | 43.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.34 | 0.04 |
| Skew | -0.24 | 0.64 |
| Kurtosis | 27.19 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.46% | 0.22% |
| Expected Yearly % | -9.81% | 1.54% |
| Kelly Criterion | -4.36% | -1.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -3.68% |
| Expected Shortfall (cVaR) | -1.62% | -3.68% |
| Year | 12228191:SOLUSD | 12228191:solusd:triple_med_gx:lsma265_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 0.73 | 0.06 | - |
| 2025 | -8.87 | -19.26 | 2.17 | - |
| Metric | 12228191:solusd:triple_med_gx:lsma265_65 | 12228191:SOLUSD |
|---|---|---|
| MTD | 10.77% | 11.11% |
| 3M | 33.62% | 36.47% |
| 6M | -16.2% | -8.22% |
| YTD | -19.26% | -8.87% |
| 1Y | -16.47% | 7.09% |
| 3Y (ann.) | -16.76% | 2.75% |
| 5Y (ann.) | -16.76% | 2.75% |
| Metric | 12228191:solusd:triple_med_gx:lsma265_65 | 12228191:SOLUSD |
|---|---|---|
| Max Drawdown | -48.95% | -64.93% |
| Longest DD Days | 236.0 | 178.0 |
| Avg. Drawdown | -11.71% | -11.98% |
| Avg. Drawdown Days | 58.0 | 23.0 |
| Recovery Factor | -0.38 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -48.95 | 236 |
| 2024-07-29 | 2024-11-18 | -20.60 | 111 |
| 2024-06-01 | 2024-07-27 | -7.91 | 55 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-11-18 | 2024-11-21 | -1.63 | 3 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12228191:solusd:triple_med_gx:lsma265_65 | 12228191:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 20.25% | 21.25% |
| Worst Week | -16.83% | -17.1% |
| Best Month | 12.44% | 41.15% |
| Worst Month | -12.55% | -36.08% |
| Best Year | 0.73% | 13.13% |
| Worst Year | -19.26% | -8.87% |
| Avg. Up Day | 1.48% | 1.49% |
| Avg. Down Day | -1.41% | -1.49% |
| Avg. Up Week | 5.55% | 9.45% |
| Avg. Down Week | -7.57% | -8.11% |
| Avg. Up Month | 10.81% | 17.79% |
| Avg. Down Month | -6.52% | -21.21% |
| Win Days % | 46.51% | 49.3% |
| Win Month % | 30.77% | 57.14% |
| Win Week % | 51.61% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |