| Metric | 12231228:solusd:triple_med_gx:lsma220_70 | 12231228:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -19.7% | 19.47% |
| Max Drawdown | -31.85% | -64.93% |
| Sharpe | -0.26 | 0.29 |
| Sortino | -0.36 | 0.44 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 0.91 | 1.05 |
| Common Sense Ratio | 0.89 | 1.07 |
| CPC Index | 0.43 | 0.52 |
| Tail Ratio | 0.99 | 1.03 |
| Outlier Win Ratio | 42.83 | 2.64 |
| Outlier Loss Ratio | 3.09 | 2.87 |
| Volatility (ann.) | 13.39% | 42.69% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.5 | 0.24 |
| Skew | -0.18 | 0.62 |
| Kurtosis | 25.54 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.36% | 1.12% |
| Expected Yearly % | -10.39% | 9.3% |
| Kelly Criterion | -6.5% | -0.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -3.64% |
| Expected Shortfall (cVaR) | -1.16% | -3.64% |
| Year | 12231228:SOLUSD | 12231228:solusd:triple_med_gx:lsma220_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -9.67 | -0.74 | - |
| 2025 | 5.60 | -11.10 | -1.98 | - |
| Metric | 12231228:solusd:triple_med_gx:lsma220_70 | 12231228:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -8.93% | 26.39% |
| 6M | -8.43% | 38.87% |
| YTD | -11.1% | 5.6% |
| 1Y | -23.77% | 47.35% |
| 3Y (ann.) | -16.07% | 15.27% |
| 5Y (ann.) | -16.07% | 15.27% |
| Metric | 12231228:solusd:triple_med_gx:lsma220_70 | 12231228:SOLUSD |
|---|---|---|
| Max Drawdown | -31.85% | -64.93% |
| Longest DD Days | 352.0 | 224.0 |
| Avg. Drawdown | -11.05% | -11.98% |
| Avg. Drawdown Days | 90.0 | 26.0 |
| Recovery Factor | -0.62 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2025-09-01 | -31.85 | 352 |
| 2024-07-03 | 2024-07-14 | -11.67 | 10 |
| 2024-07-14 | 2024-07-14 | -0.50 | 0 |
| 2024-09-13 | 2024-09-13 | -0.18 | 0 |
| Metric | 12231228:solusd:triple_med_gx:lsma220_70 | 12231228:SOLUSD |
|---|---|---|
| Best Day | 5.78% | 19.54% |
| Worst Day | -5.66% | -14.23% |
| Best Week | 12.3% | 21.25% |
| Worst Week | -13.55% | -17.1% |
| Best Month | 5.33% | 41.15% |
| Worst Month | -8.26% | -36.08% |
| Best Year | -9.67% | 13.13% |
| Worst Year | -11.1% | 5.6% |
| Avg. Up Day | 1.51% | 1.51% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 5.24% | 12.17% |
| Avg. Down Week | -8.15% | -6.71% |
| Avg. Up Month | 2.84% | 29.22% |
| Avg. Down Month | -0.61% | -0.61% |
| Win Days % | 45.68% | 49.56% |
| Win Month % | 33.33% | 56.25% |
| Win Week % | 41.18% | 53.73% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |