| Metric | 12228417:solusd:triple_med_gx:lsma295_65 | 12228417:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -28.64% | 3.1% |
| Max Drawdown | -52.26% | -64.93% |
| Sharpe | -0.31 | 0.23 |
| Sortino | -0.41 | 0.34 |
| Payoff Ratio | 0.94 | 0.92 |
| Profit Factor | 0.91 | 1.04 |
| Common Sense Ratio | 0.84 | 1.06 |
| CPC Index | 0.41 | 0.47 |
| Tail Ratio | 0.93 | 1.02 |
| Outlier Win Ratio | 25.6 | 2.76 |
| Outlier Loss Ratio | 3.45 | 3.22 |
| Volatility (ann.) | 18.7% | 43.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.5 | 0.04 |
| Skew | -0.45 | 0.64 |
| Kurtosis | 27.87 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -2.38% | 0.22% |
| Expected Yearly % | -15.52% | 1.54% |
| Kelly Criterion | -7.93% | -5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -3.68% |
| Expected Shortfall (cVaR) | -1.63% | -3.68% |
| Year | 12228417:SOLUSD | 12228417:solusd:triple_med_gx:lsma295_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -20.26 | -1.54 | - |
| 2025 | -8.87 | -10.50 | 1.18 | - |
| Metric | 12228417:solusd:triple_med_gx:lsma295_65 | 12228417:SOLUSD |
|---|---|---|
| MTD | 12.17% | 11.11% |
| 3M | 35.57% | 36.47% |
| 6M | -10.5% | -8.22% |
| YTD | -10.5% | -8.87% |
| 1Y | -23.25% | 7.09% |
| 3Y (ann.) | -25.89% | 2.75% |
| 5Y (ann.) | -25.89% | 2.75% |
| Metric | 12228417:solusd:triple_med_gx:lsma295_65 | 12228417:SOLUSD |
|---|---|---|
| Max Drawdown | -52.26% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -12.91% | -11.98% |
| Avg. Drawdown Days | 81.0 | 23.0 |
| Recovery Factor | -0.55 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -52.26 | 352 |
| 2024-06-10 | 2024-07-29 | -9.44 | 48 |
| 2024-06-10 | 2024-06-10 | -1.68 | 0 |
| 2024-06-01 | 2024-06-09 | -1.08 | 7 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12228417:solusd:triple_med_gx:lsma295_65 | 12228417: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 | 19.48% | 41.15% |
| Worst Month | -16.59% | -36.08% |
| Best Year | -10.5% | 13.13% |
| Worst Year | -20.26% | -8.87% |
| Avg. Up Day | 1.4% | 1.41% |
| Avg. Down Day | -1.49% | -1.52% |
| Avg. Up Week | 7.42% | 11.91% |
| Avg. Down Week | -7.3% | -7.69% |
| Avg. Up Month | 9.1% | 17.69% |
| Avg. Down Month | -9.73% | -21.37% |
| Win Days % | 47.59% | 49.3% |
| Win Month % | 41.67% | 57.14% |
| Win Week % | 41.67% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |