| Metric | 12259041:solusd:triple_med_gx:lsma70_145 | 12259041:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -7.12% | 15.38% |
| Max Drawdown | -42.42% | -64.93% |
| Sharpe | 0.03 | 0.27 |
| Sortino | 0.04 | 0.4 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.01 | 1.04 |
| Common Sense Ratio | 1.07 | 1.08 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.07 | 1.04 |
| Outlier Win Ratio | 19.54 | 2.95 |
| Outlier Loss Ratio | 3.5 | 3.16 |
| Volatility (ann.) | 19.66% | 42.23% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.12 | 0.17 |
| Skew | 0.07 | 0.58 |
| Kurtosis | 15.07 | 8.14 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.43% | 0.85% |
| Expected Yearly % | -3.62% | 7.42% |
| Kelly Criterion | -1.05% | 2.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -3.6% |
| Expected Shortfall (cVaR) | -1.69% | -3.6% |
| Year | 12259041:SOLUSD | 12259041:solusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -23.01 | -1.75 | - |
| 2025 | 1.99 | 20.64 | 10.39 | + |
| Metric | 12259041:solusd:triple_med_gx:lsma70_145 | 12259041:SOLUSD |
|---|---|---|
| MTD | 6.36% | -7.75% |
| 3M | 49.35% | 17.41% |
| 6M | 42.8% | 52.72% |
| YTD | 20.64% | 1.99% |
| 1Y | -7.27% | 24.46% |
| 3Y (ann.) | -5.23% | 10.96% |
| 5Y (ann.) | -5.23% | 10.96% |
| Metric | 12259041:solusd:triple_med_gx:lsma70_145 | 12259041:SOLUSD |
|---|---|---|
| Max Drawdown | -42.42% | -64.93% |
| Longest DD Days | 497.0 | 269.0 |
| Avg. Drawdown | -10.81% | -11.98% |
| Avg. Drawdown Days | 124.0 | 29.0 |
| Recovery Factor | -0.17 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-10-16 | -42.42 | 497 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-03 | 2024-06-04 | -0.28 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 12259041:solusd:triple_med_gx:lsma70_145 | 12259041:SOLUSD |
|---|---|---|
| Best Day | 9.29% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 16.66% | 21.25% |
| Worst Week | -13.5% | -18.95% |
| Best Month | 26.9% | 41.15% |
| Worst Month | -22.11% | -36.08% |
| Best Year | 20.64% | 13.13% |
| Worst Year | -23.01% | 1.99% |
| Avg. Up Day | 1.49% | 1.5% |
| Avg. Down Day | -1.39% | -1.41% |
| Avg. Up Week | 6.62% | 8.37% |
| Avg. Down Week | -5.67% | -10.14% |
| Avg. Up Month | 8.53% | 13.0% |
| Avg. Down Month | -12.6% | -18.24% |
| Win Days % | 47.64% | 49.58% |
| Win Month % | 61.54% | 58.82% |
| Win Week % | 48.57% | 53.42% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |