| Metric | 12228412:solusd:triple_med_gx:lsma250_65 | 12228412:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -22.76% | 3.1% |
| Max Drawdown | -46.73% | -64.93% |
| Sharpe | -0.23 | 0.23 |
| Sortino | -0.31 | 0.34 |
| Payoff Ratio | 1.02 | 0.96 |
| Profit Factor | 0.92 | 1.04 |
| Common Sense Ratio | 1.01 | 1.06 |
| CPC Index | 0.43 | 0.49 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 29.09 | 2.75 |
| Outlier Loss Ratio | 3.47 | 3.15 |
| Volatility (ann.) | 17.91% | 43.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.44 | 0.04 |
| Skew | -0.47 | 0.64 |
| Kurtosis | 32.6 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -1.83% | 0.22% |
| Expected Yearly % | -12.11% | 1.54% |
| Kelly Criterion | -6.99% | -3.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -3.68% |
| Expected Shortfall (cVaR) | -1.55% | -3.68% |
| Year | 12228412:SOLUSD | 12228412:solusd:triple_med_gx:lsma250_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -14.42 | -1.10 | - |
| 2025 | -8.87 | -9.74 | 1.10 | - |
| Metric | 12228412:solusd:triple_med_gx:lsma250_65 | 12228412:SOLUSD |
|---|---|---|
| MTD | 12.17% | 11.11% |
| 3M | 30.37% | 36.47% |
| 6M | -9.06% | -8.22% |
| YTD | -9.74% | -8.87% |
| 1Y | -17.64% | 7.09% |
| 3Y (ann.) | -20.49% | 2.75% |
| 5Y (ann.) | -20.49% | 2.75% |
| Metric | 12228412:solusd:triple_med_gx:lsma250_65 | 12228412:SOLUSD |
|---|---|---|
| Max Drawdown | -46.73% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -14.2% | -11.98% |
| Avg. Drawdown Days | 102.0 | 23.0 |
| Recovery Factor | -0.49 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -46.73 | 352 |
| 2024-06-01 | 2024-07-26 | -7.51 | 55 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12228412:solusd:triple_med_gx:lsma250_65 | 12228412:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 17.23% | 21.25% |
| Worst Week | -16.65% | -17.1% |
| Best Month | 16.49% | 41.15% |
| Worst Month | -17.23% | -36.08% |
| Best Year | -9.74% | 13.13% |
| Worst Year | -14.42% | -8.87% |
| Avg. Up Day | 1.49% | 1.5% |
| Avg. Down Day | -1.46% | -1.56% |
| Avg. Up Week | 8.86% | 10.35% |
| Avg. Down Week | -6.58% | -7.36% |
| Avg. Up Month | 11.28% | 17.79% |
| Avg. Down Month | -6.67% | -21.37% |
| Win Days % | 45.85% | 49.3% |
| Win Month % | 33.33% | 57.14% |
| Win Week % | 38.46% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |