| Metric | 12240488:solusd:triple_med_gx:lsma110_100 | 12240488:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -30.97% | 3.1% |
| Max Drawdown | -38.32% | -64.93% |
| Sharpe | -0.8 | 0.23 |
| Sortino | -0.91 | 0.34 |
| Payoff Ratio | 0.89 | 0.78 |
| Profit Factor | 0.56 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.17 | 0.4 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 122.27 | 2.13 |
| Outlier Loss Ratio | 2.88 | 2.52 |
| Volatility (ann.) | 9.68% | 43.08% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.73 | 0.04 |
| Skew | -8.06 | 0.64 |
| Kurtosis | 147.32 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -2.61% | 0.22% |
| Expected Yearly % | -16.92% | 1.54% |
| Kelly Criterion | -38.26% | -15.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -3.68% |
| Expected Shortfall (cVaR) | -0.85% | -3.68% |
| Year | 12240488:SOLUSD | 12240488:solusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -19.45 | -1.48 | - |
| 2025 | -8.87 | -14.31 | 1.61 | - |
| Metric | 12240488:solusd:triple_med_gx:lsma110_100 | 12240488:SOLUSD |
|---|---|---|
| MTD | 5.87% | 11.11% |
| 3M | 10.51% | 36.47% |
| 6M | -10.81% | -8.22% |
| YTD | -14.31% | -8.87% |
| 1Y | -30.71% | 7.09% |
| 3Y (ann.) | -28.05% | 2.75% |
| 5Y (ann.) | -28.05% | 2.75% |
| Metric | 12240488:solusd:triple_med_gx:lsma110_100 | 12240488:SOLUSD |
|---|---|---|
| Max Drawdown | -38.32% | -64.93% |
| Longest DD Days | 370.0 | 178.0 |
| Avg. Drawdown | -38.32% | -11.98% |
| Avg. Drawdown Days | 370.0 | 23.0 |
| Recovery Factor | -0.81 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-07-17 | -38.32 | 370 |
| Metric | 12240488:solusd:triple_med_gx:lsma110_100 | 12240488:SOLUSD |
|---|---|---|
| Best Day | 4.23% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 5.87% | 21.25% |
| Worst Week | -9.62% | -17.1% |
| Best Month | 5.87% | 41.15% |
| Worst Month | -10.42% | -36.08% |
| Best Year | -14.31% | 13.13% |
| Worst Year | -19.45% | -8.87% |
| Avg. Up Day | 1.38% | 1.41% |
| Avg. Down Day | -1.55% | -1.8% |
| Avg. Up Week | 2.4% | 6.44% |
| Avg. Down Week | -5.37% | -9.05% |
| Avg. Up Month | 3.81% | 8.6% |
| Avg. Down Month | -8.74% | -28.33% |
| Win Days % | 34.78% | 49.3% |
| Win Month % | 40.0% | 57.14% |
| Win Week % | 31.58% | 51.67% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |