| Metric | 12239796:solusd:triple_med_gx:lsma170_95 | 12239796:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -12.5% | 19.47% |
| Max Drawdown | -20.28% | -64.93% |
| Sharpe | -0.2 | 0.29 |
| Sortino | -0.31 | 0.44 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 0.9 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.43 | 0.53 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 71.37 | 2.37 |
| Outlier Loss Ratio | 2.95 | 2.64 |
| Volatility (ann.) | 10.51% | 42.69% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.5 | 0.24 |
| Skew | 4.2 | 0.62 |
| Kurtosis | 119.62 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.83% | 1.12% |
| Expected Yearly % | -6.46% | 9.3% |
| Kelly Criterion | -7.39% | 0.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -3.64% |
| Expected Shortfall (cVaR) | -0.91% | -3.64% |
| Year | 12239796:SOLUSD | 12239796:solusd:triple_med_gx:lsma170_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 3.04 | 0.23 | - |
| 2025 | 5.60 | -15.09 | -2.69 | - |
| Metric | 12239796:solusd:triple_med_gx:lsma170_95 | 12239796:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -6.48% | 26.39% |
| 6M | -1.24% | 38.87% |
| YTD | -15.09% | 5.6% |
| 1Y | -9.97% | 47.35% |
| 3Y (ann.) | -10.12% | 15.27% |
| 5Y (ann.) | -10.12% | 15.27% |
| Metric | 12239796:solusd:triple_med_gx:lsma170_95 | 12239796:SOLUSD |
|---|---|---|
| Max Drawdown | -20.28% | -64.93% |
| Longest DD Days | 237.0 | 224.0 |
| Avg. Drawdown | -10.5% | -11.98% |
| Avg. Drawdown Days | 90.0 | 26.0 |
| Recovery Factor | -0.62 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-09-01 | -20.28 | 237 |
| 2024-07-10 | 2024-11-06 | -13.55 | 118 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| Metric | 12239796:solusd:triple_med_gx:lsma170_95 | 12239796: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 | -14.02% | -36.08% |
| Best Year | 3.04% | 13.13% |
| Worst Year | -15.09% | 5.6% |
| Avg. Up Day | 1.53% | 1.54% |
| Avg. Down Day | -1.41% | -1.49% |
| Avg. Up Week | 4.22% | 15.93% |
| Avg. Down Week | -6.55% | -8.96% |
| Avg. Up Month | 10.67% | 41.15% |
| Avg. Down Month | -0.61% | -0.61% |
| Win Days % | 44.2% | 49.56% |
| Win Month % | 22.22% | 56.25% |
| Win Week % | 36.36% | 53.73% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |