| Metric | 12261129:solusd:triple_med_gx:lsma105_15 | 12261129:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -27.34% | 3.1% |
| Max Drawdown | -35.62% | -64.93% |
| Sharpe | -0.27 | 0.23 |
| Sortino | -0.38 | 0.34 |
| Payoff Ratio | 1.24 | 1.0 |
| Profit Factor | 0.92 | 1.04 |
| Common Sense Ratio | 0.83 | 1.06 |
| CPC Index | 0.44 | 0.51 |
| Tail Ratio | 0.9 | 1.02 |
| Outlier Win Ratio | 23.32 | 2.92 |
| Outlier Loss Ratio | 4.33 | 3.12 |
| Volatility (ann.) | 19.17% | 43.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.69 | 0.04 |
| Skew | -0.12 | 0.64 |
| Kurtosis | 25.52 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -2.26% | 0.22% |
| Expected Yearly % | -14.76% | 1.54% |
| Kelly Criterion | -11.23% | -1.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -3.68% |
| Expected Shortfall (cVaR) | -1.66% | -3.68% |
| Year | 12261129:SOLUSD | 12261129:solusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -5.10 | -0.39 | - |
| 2025 | -8.87 | -23.44 | 2.64 | - |
| Metric | 12261129:solusd:triple_med_gx:lsma105_15 | 12261129:SOLUSD |
|---|---|---|
| MTD | 0.42% | 11.11% |
| 3M | 0.36% | 36.47% |
| 6M | -19.06% | -8.22% |
| YTD | -23.44% | -8.87% |
| 1Y | -21.22% | 7.09% |
| 3Y (ann.) | -24.7% | 2.75% |
| 5Y (ann.) | -24.7% | 2.75% |
| Metric | 12261129:solusd:triple_med_gx:lsma105_15 | 12261129:SOLUSD |
|---|---|---|
| Max Drawdown | -35.62% | -64.93% |
| Longest DD Days | 211.0 | 178.0 |
| Avg. Drawdown | -17.47% | -11.98% |
| Avg. Drawdown Days | 100.0 | 23.0 |
| Recovery Factor | -0.77 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -35.62 | 211 |
| 2024-06-13 | 2024-12-05 | -25.82 | 175 |
| 2024-06-07 | 2024-06-12 | -5.29 | 5 |
| 2024-12-05 | 2024-12-17 | -3.15 | 11 |
| Metric | 12261129:solusd:triple_med_gx:lsma105_15 | 12261129:SOLUSD |
|---|---|---|
| Best Day | 9.29% | 19.54% |
| Worst Day | -9.61% | -14.23% |
| Best Week | 8.71% | 21.25% |
| Worst Week | -10.47% | -17.1% |
| Best Month | 10.19% | 41.15% |
| Worst Month | -11.83% | -36.08% |
| Best Year | -5.1% | 13.13% |
| Worst Year | -23.44% | -8.87% |
| Avg. Up Day | 1.61% | 1.65% |
| Avg. Down Day | -1.29% | -1.65% |
| Avg. Up Week | 4.12% | 9.33% |
| Avg. Down Week | -3.27% | -7.74% |
| Avg. Up Month | 5.18% | 16.3% |
| Avg. Down Month | -6.53% | -17.31% |
| Win Days % | 38.34% | 49.3% |
| Win Month % | 42.86% | 57.14% |
| Win Week % | 35.29% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |