| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -16.42% | -21.92% |
| Max Drawdown | -24.81% | -58.89% |
| Sharpe | -0.43 | 0.05 |
| Sortino | -0.58 | 0.07 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 0.82 | 1.01 |
| Common Sense Ratio | 0.0 | 1.02 |
| CPC Index | 0.37 | 0.49 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 62.33 | 2.53 |
| Outlier Loss Ratio | 3.08 | 2.73 |
| Volatility (ann.) | 11.34% | 44.76% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.8 | -0.45 |
| Skew | -0.82 | 0.62 |
| Kurtosis | 35.95 | 8.55 |
| Expected Daily % | -0.02% | -0.02% |
| Expected Monthly % | -1.78% | -2.44% |
| Expected Yearly % | -8.58% | -11.64% |
| Kelly Criterion | -11.06% | -2.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -3.85% |
| Expected Shortfall (cVaR) | -0.99% | -3.85% |
| Year | 12231177:SOLUSD | 12231177:solusd:triple_med_gx:lsma200_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -7.05 | -0.54 | - |
| 2025 | -30.99 | -10.08 | 0.33 | + |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| MTD | 6.59% | -12.01% |
| 3M | -10.08% | -32.99% |
| 6M | -13.87% | -8.8% |
| YTD | -10.08% | -30.99% |
| 1Y | -16.42% | -21.92% |
| 3Y (ann.) | -19.97% | -26.45% |
| 5Y (ann.) | -19.97% | -26.45% |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Max Drawdown | -24.81% | -58.89% |
| Longest DD Days | 262.0 | 101.0 |
| Avg. Drawdown | -24.81% | -11.63% |
| Avg. Drawdown Days | 262.0 | 17.0 |
| Recovery Factor | -0.66 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2025-03-22 | -24.81 | 262 |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Best Day | 5.51% | 19.54% |
| Worst Day | -5.43% | -14.23% |
| Best Week | 5.54% | 21.25% |
| Worst Week | -13.36% | -17.1% |
| Best Month | 6.59% | 41.15% |
| Worst Month | -15.64% | -36.08% |
| Best Year | -7.05% | 13.13% |
| Worst Year | -10.08% | -30.99% |
| Avg. Up Day | 1.44% | 1.54% |
| Avg. Down Day | -1.44% | -1.56% |
| Avg. Up Week | 3.41% | 7.6% |
| Avg. Down Week | -10.88% | -8.9% |
| Avg. Up Month | 2.13% | 12.81% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 44.35% | 49.32% |
| Win Month % | 40.0% | 50.0% |
| Win Week % | 36.36% | 50.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |