| Metric | 12232867:solusd:triple_med_gx:lsma220_75 | 12232867:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -12.62% | 19.47% |
| Max Drawdown | -27.96% | -64.93% |
| Sharpe | -0.14 | 0.29 |
| Sortino | -0.19 | 0.44 |
| Payoff Ratio | 1.05 | 1.0 |
| Profit Factor | 0.95 | 1.05 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.47 | 0.52 |
| Tail Ratio | 1.12 | 1.03 |
| Outlier Win Ratio | 42.53 | 2.63 |
| Outlier Loss Ratio | 2.99 | 2.8 |
| Volatility (ann.) | 13.26% | 42.69% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.37 | 0.24 |
| Skew | -0.07 | 0.62 |
| Kurtosis | 25.95 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.84% | 1.12% |
| Expected Yearly % | -6.52% | 9.3% |
| Kelly Criterion | -3.23% | -0.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -3.64% |
| Expected Shortfall (cVaR) | -1.15% | -3.64% |
| Year | 12232867:SOLUSD | 12232867:solusd:triple_med_gx:lsma220_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -1.80 | -0.14 | - |
| 2025 | 5.60 | -11.02 | -1.97 | - |
| Metric | 12232867:solusd:triple_med_gx:lsma220_75 | 12232867:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -11.32% | 26.39% |
| 6M | -9.52% | 38.87% |
| YTD | -11.02% | 5.6% |
| 1Y | -21.61% | 47.35% |
| 3Y (ann.) | -10.21% | 15.27% |
| 5Y (ann.) | -10.21% | 15.27% |
| Metric | 12232867:solusd:triple_med_gx:lsma220_75 | 12232867:SOLUSD |
|---|---|---|
| Max Drawdown | -27.96% | -64.93% |
| Longest DD Days | 352.0 | 224.0 |
| Avg. Drawdown | -9.77% | -11.98% |
| Avg. Drawdown Days | 72.0 | 26.0 |
| Recovery Factor | -0.45 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2025-09-01 | -27.96 | 352 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2024-07-04 | 2024-07-06 | -6.52 | 2 |
| 2024-07-10 | 2024-07-14 | -5.85 | 3 |
| 2024-07-14 | 2024-07-14 | -0.50 | 0 |
| Metric | 12232867:solusd:triple_med_gx:lsma220_75 | 12232867:SOLUSD |
|---|---|---|
| Best Day | 5.78% | 19.54% |
| Worst Day | -5.66% | -14.23% |
| Best Week | 12.3% | 21.25% |
| Worst Week | -12.43% | -17.1% |
| Best Month | 11.47% | 41.15% |
| Worst Month | -10.67% | -36.08% |
| Best Year | -1.8% | 13.13% |
| Worst Year | -11.02% | 5.6% |
| Avg. Up Day | 1.5% | 1.51% |
| Avg. Down Day | -1.43% | -1.51% |
| Avg. Up Week | 4.99% | 13.7% |
| Avg. Down Week | -6.84% | -6.71% |
| Avg. Up Month | 7.79% | 29.22% |
| Avg. Down Month | -0.61% | -0.61% |
| Win Days % | 47.06% | 49.56% |
| Win Month % | 33.33% | 56.25% |
| Win Week % | 43.75% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |