| Metric | 12238032:solusd:triple_med_gx:lsma170_90 | 12238032:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -15.71% | 3.1% |
| Max Drawdown | -19.9% | -64.93% |
| Sharpe | -0.35 | 0.23 |
| Sortino | -0.53 | 0.34 |
| Payoff Ratio | 1.14 | 1.16 |
| Profit Factor | 0.8 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.37 | 0.59 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 90.19 | 2.16 |
| Outlier Loss Ratio | 3.2 | 2.64 |
| Volatility (ann.) | 9.51% | 43.08% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.71 | 0.04 |
| Skew | 5.86 | 0.64 |
| Kurtosis | 184.97 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.21% | 0.22% |
| Expected Yearly % | -8.19% | 1.54% |
| Kelly Criterion | -12.21% | 5.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -3.68% |
| Expected Shortfall (cVaR) | -0.83% | -3.68% |
| Year | 12238032:SOLUSD | 12238032:solusd:triple_med_gx:lsma170_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 4.31 | 0.33 | - |
| 2025 | -8.87 | -19.19 | 2.16 | - |
| Metric | 12238032:solusd:triple_med_gx:lsma170_90 | 12238032:SOLUSD |
|---|---|---|
| MTD | -5.79% | 11.11% |
| 3M | -5.79% | 36.47% |
| 6M | -4.48% | -8.22% |
| YTD | -19.19% | -8.87% |
| 1Y | -14.0% | 7.09% |
| 3Y (ann.) | -14.08% | 2.75% |
| 5Y (ann.) | -14.08% | 2.75% |
| Metric | 12238032:solusd:triple_med_gx:lsma170_90 | 12238032:SOLUSD |
|---|---|---|
| Max Drawdown | -19.9% | -64.93% |
| Longest DD Days | 191.0 | 178.0 |
| Avg. Drawdown | -10.14% | -11.98% |
| Avg. Drawdown Days | 78.0 | 23.0 |
| Recovery Factor | -0.79 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-07-17 | -19.90 | 191 |
| 2024-07-10 | 2024-11-06 | -12.49 | 118 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| Metric | 12238032:solusd:triple_med_gx:lsma170_90 | 12238032:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.1% | -14.23% |
| Best Week | 12.28% | 21.25% |
| Worst Week | -14.22% | -17.1% |
| Best Month | 10.67% | 41.15% |
| Worst Month | -15.4% | -36.08% |
| Best Year | 4.31% | 13.13% |
| Worst Year | -19.19% | -8.87% |
| Avg. Up Day | 1.48% | 1.5% |
| Avg. Down Day | -1.3% | -1.3% |
| Avg. Up Week | 6.26% | 20.86% |
| Avg. Down Week | -14.22% | -13.9% |
| Avg. Up Month | 10.67% | 41.15% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 40.2% | 49.3% |
| Win Month % | 33.33% | 57.14% |
| Win Week % | 40.0% | 51.67% |
| Win Quarter % | 25.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |