| Metric | 12248013:solusd:triple_med_gx:lsma295_120 | 12248013:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -17.32% | 3.1% |
| Max Drawdown | -45.77% | -64.93% |
| Sharpe | -0.12 | 0.23 |
| Sortino | -0.17 | 0.34 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 0.95 | 1.04 |
| Common Sense Ratio | 0.92 | 1.06 |
| CPC Index | 0.47 | 0.53 |
| Tail Ratio | 0.97 | 1.02 |
| Outlier Win Ratio | 29.3 | 2.78 |
| Outlier Loss Ratio | 3.16 | 3.05 |
| Volatility (ann.) | 19.26% | 43.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.34 | 0.04 |
| Skew | 0.36 | 0.64 |
| Kurtosis | 71.45 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.35% | 0.22% |
| Expected Yearly % | -9.07% | 1.54% |
| Kelly Criterion | -4.12% | 0.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -3.68% |
| Expected Shortfall (cVaR) | -1.66% | -3.68% |
| Year | 12248013:SOLUSD | 12248013:solusd:triple_med_gx:lsma295_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -29.02 | -2.21 | - |
| 2025 | -8.87 | 16.49 | -1.86 | + |
| Metric | 12248013:solusd:triple_med_gx:lsma295_120 | 12248013:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 13.96% | 36.47% |
| 6M | 16.49% | -8.22% |
| YTD | 16.49% | -8.87% |
| 1Y | -13.02% | 7.09% |
| 3Y (ann.) | -15.54% | 2.75% |
| 5Y (ann.) | -15.54% | 2.75% |
| Metric | 12248013:solusd:triple_med_gx:lsma295_120 | 12248013:SOLUSD |
|---|---|---|
| Max Drawdown | -45.77% | -64.93% |
| Longest DD Days | 406.0 | 178.0 |
| Avg. Drawdown | -12.31% | -11.98% |
| Avg. Drawdown Days | 102.0 | 23.0 |
| Recovery Factor | -0.38 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -45.77 | 406 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12248013:solusd:triple_med_gx:lsma295_120 | 12248013:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -22.42% | -17.1% |
| Best Month | 13.96% | 41.15% |
| Worst Month | -31.05% | -36.08% |
| Best Year | 16.49% | 13.13% |
| Worst Year | -29.02% | -8.87% |
| Avg. Up Day | 1.61% | 1.62% |
| Avg. Down Day | -1.51% | -1.57% |
| Avg. Up Week | 7.77% | 13.92% |
| Avg. Down Week | -5.9% | -8.08% |
| Avg. Up Month | 8.16% | 19.34% |
| Avg. Down Month | -14.5% | -22.53% |
| Win Days % | 46.36% | 49.3% |
| Win Month % | 60.0% | 57.14% |
| Win Week % | 45.83% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |