| Metric | 12228246:solusd:triple_med_gx:lsma285_65 | 12228246:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -13.51% | 3.1% |
| Max Drawdown | -47.39% | -64.93% |
| Sharpe | -0.06 | 0.23 |
| Sortino | -0.09 | 0.34 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 0.98 | 1.04 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.49 | 0.52 |
| Tail Ratio | 0.98 | 1.02 |
| Outlier Win Ratio | 24.53 | 2.8 |
| Outlier Loss Ratio | 3.53 | 3.25 |
| Volatility (ann.) | 19.82% | 43.08% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.26 | 0.04 |
| Skew | 1.5 | 0.64 |
| Kurtosis | 49.2 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.03% | 0.22% |
| Expected Yearly % | -7.0% | 1.54% |
| Kelly Criterion | -2.85% | -0.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -3.68% |
| Expected Shortfall (cVaR) | -1.71% | -3.68% |
| Year | 12228246:SOLUSD | 12228246:solusd:triple_med_gx:lsma285_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -4.40 | -0.34 | - |
| 2025 | -8.87 | -9.53 | 1.07 | - |
| Metric | 12228246:solusd:triple_med_gx:lsma285_65 | 12228246:SOLUSD |
|---|---|---|
| MTD | 8.45% | 11.11% |
| 3M | 27.32% | 36.47% |
| 6M | -9.53% | -8.22% |
| YTD | -9.53% | -8.87% |
| 1Y | -13.85% | 7.09% |
| 3Y (ann.) | -12.1% | 2.75% |
| 5Y (ann.) | -12.1% | 2.75% |
| Metric | 12228246:solusd:triple_med_gx:lsma285_65 | 12228246:SOLUSD |
|---|---|---|
| Max Drawdown | -47.39% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -14.36% | -11.98% |
| Avg. Drawdown Days | 102.0 | 23.0 |
| Recovery Factor | -0.29 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -47.39 | 352 |
| 2024-06-10 | 2024-07-26 | -7.12 | 46 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-06-01 | 2024-06-09 | -0.44 | 7 |
| Metric | 12228246:solusd:triple_med_gx:lsma285_65 | 12228246:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 12.47% | 21.25% |
| Worst Week | -16.65% | -17.1% |
| Best Month | 11.2% | 41.15% |
| Worst Month | -15.13% | -36.08% |
| Best Year | -4.4% | 13.13% |
| Worst Year | -9.53% | -8.87% |
| Avg. Up Day | 1.51% | 1.52% |
| Avg. Down Day | -1.44% | -1.49% |
| Avg. Up Week | 4.96% | 8.38% |
| Avg. Down Week | -6.3% | -6.66% |
| Avg. Up Month | 6.06% | 16.66% |
| Avg. Down Month | -8.71% | -23.44% |
| Win Days % | 47.3% | 49.3% |
| Win Month % | 53.85% | 57.14% |
| Win Week % | 46.67% | 51.67% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 50.0% |