| Metric | 12251531:solusd:triple_med_gx:lsma30_130 | 12251531:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -23.17% | 3.1% |
| Max Drawdown | -35.03% | -64.93% |
| Sharpe | -0.26 | 0.23 |
| Sortino | -0.38 | 0.34 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 0.92 | 1.04 |
| Common Sense Ratio | 0.93 | 1.06 |
| CPC Index | 0.45 | 0.58 |
| Tail Ratio | 1.01 | 1.02 |
| Outlier Win Ratio | 26.88 | 2.74 |
| Outlier Loss Ratio | 3.97 | 3.08 |
| Volatility (ann.) | 16.97% | 43.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.6 | 0.04 |
| Skew | 1.14 | 0.64 |
| Kurtosis | 29.01 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -1.86% | 0.22% |
| Expected Yearly % | -12.35% | 1.54% |
| Kelly Criterion | -8.94% | 4.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.68% |
| Expected Shortfall (cVaR) | -1.47% | -3.68% |
| Year | 12251531:SOLUSD | 12251531:solusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -13.19 | -1.00 | - |
| 2025 | -8.87 | -11.49 | 1.30 | - |
| Metric | 12251531:solusd:triple_med_gx:lsma30_130 | 12251531:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.12% | 36.47% |
| 6M | -11.75% | -8.22% |
| YTD | -11.49% | -8.87% |
| 1Y | -9.72% | 7.09% |
| 3Y (ann.) | -20.87% | 2.75% |
| 5Y (ann.) | -20.87% | 2.75% |
| Metric | 12251531:solusd:triple_med_gx:lsma30_130 | 12251531:SOLUSD |
|---|---|---|
| Max Drawdown | -35.03% | -64.93% |
| Longest DD Days | 229.0 | 178.0 |
| Avg. Drawdown | -14.59% | -11.98% |
| Avg. Drawdown Days | 101.0 | 23.0 |
| Recovery Factor | -0.66 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-07-17 | -35.03 | 229 |
| 2024-06-05 | 2024-11-29 | -22.80 | 176 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 12251531:solusd:triple_med_gx:lsma30_130 | 12251531:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.39% | -14.23% |
| Best Week | 19.25% | 21.25% |
| Worst Week | -15.1% | -17.1% |
| Best Month | 17.6% | 41.15% |
| Worst Month | -14.94% | -36.08% |
| Best Year | -11.49% | 13.13% |
| Worst Year | -13.19% | -8.87% |
| Avg. Up Day | 1.54% | 1.55% |
| Avg. Down Day | -1.31% | -1.36% |
| Avg. Up Week | 7.02% | 9.07% |
| Avg. Down Week | -5.11% | -7.87% |
| Avg. Up Month | 7.93% | 19.75% |
| Avg. Down Month | -11.72% | -17.19% |
| Win Days % | 41.19% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 37.14% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |