| Metric | 12231145:solusd:triple_med_gx:lsma220_70 | 12231145:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -14.57% | 19.47% |
| Max Drawdown | -21.43% | -64.93% |
| Sharpe | -0.16 | 0.29 |
| Sortino | -0.23 | 0.44 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 0.94 | 1.05 |
| Common Sense Ratio | 0.71 | 1.07 |
| CPC Index | 0.48 | 0.57 |
| Tail Ratio | 0.76 | 1.03 |
| Outlier Win Ratio | 38.08 | 2.66 |
| Outlier Loss Ratio | 3.33 | 2.83 |
| Volatility (ann.) | 13.76% | 42.69% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.55 | 0.24 |
| Skew | 0.34 | 0.62 |
| Kurtosis | 22.35 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.98% | 1.12% |
| Expected Yearly % | -7.57% | 9.3% |
| Kelly Criterion | -4.85% | 3.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.64% |
| Expected Shortfall (cVaR) | -1.19% | -3.64% |
| Year | 12231145:SOLUSD | 12231145:solusd:triple_med_gx:lsma220_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -1.66 | -0.13 | - |
| 2025 | 5.60 | -13.13 | -2.34 | - |
| Metric | 12231145:solusd:triple_med_gx:lsma220_70 | 12231145:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -14.58% | 26.39% |
| 6M | -7.34% | 38.87% |
| YTD | -13.13% | 5.6% |
| 1Y | -10.24% | 47.35% |
| 3Y (ann.) | -11.82% | 15.27% |
| 5Y (ann.) | -11.82% | 15.27% |
| Metric | 12231145:solusd:triple_med_gx:lsma220_70 | 12231145:SOLUSD |
|---|---|---|
| Max Drawdown | -21.43% | -64.93% |
| Longest DD Days | 167.0 | 224.0 |
| Avg. Drawdown | -18.85% | -11.98% |
| Avg. Drawdown Days | 141.0 | 26.0 |
| Recovery Factor | -0.68 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-09-01 | -21.43 | 167 |
| 2024-11-12 | 2025-03-17 | -20.28 | 125 |
| 2024-07-03 | 2024-11-11 | -14.84 | 131 |
| Metric | 12231145:solusd:triple_med_gx:lsma220_70 | 12231145:SOLUSD |
|---|---|---|
| Best Day | 5.78% | 19.54% |
| Worst Day | -5.43% | -14.23% |
| Best Week | 7.98% | 21.25% |
| Worst Week | -13.17% | -17.1% |
| Best Month | 5.48% | 41.15% |
| Worst Month | -7.2% | -36.08% |
| Best Year | -1.66% | 13.13% |
| Worst Year | -13.13% | 5.6% |
| Avg. Up Day | 1.53% | 1.54% |
| Avg. Down Day | -1.34% | -1.4% |
| Avg. Up Week | 4.55% | 12.56% |
| Avg. Down Week | -5.06% | -7.27% |
| Avg. Up Month | 2.53% | 23.32% |
| Avg. Down Month | -1.28% | -7.62% |
| Win Days % | 44.04% | 49.56% |
| Win Month % | 33.33% | 56.25% |
| Win Week % | 33.33% | 53.73% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |