| Metric | 12261760:solusd:triple_med_gx:lsma25_15 | 12261760:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -36.67% | 3.1% |
| Max Drawdown | -45.2% | -64.93% |
| Sharpe | -0.87 | 0.23 |
| Sortino | -1.08 | 0.34 |
| Payoff Ratio | 1.23 | 0.9 |
| Profit Factor | 0.66 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.24 | 0.46 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 68.86 | 2.42 |
| Outlier Loss Ratio | 4.33 | 2.74 |
| Volatility (ann.) | 10.94% | 43.08% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.74 | 0.04 |
| Skew | -3.3 | 0.64 |
| Kurtosis | 55.67 | 8.72 |
| Expected Daily % | -0.03% | 0.0% |
| Expected Monthly % | -3.21% | 0.22% |
| Expected Yearly % | -20.42% | 1.54% |
| Kelly Criterion | -27.14% | -7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -3.68% |
| Expected Shortfall (cVaR) | -0.97% | -3.68% |
| Year | 12261760:SOLUSD | 12261760:solusd:triple_med_gx:lsma25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -29.99 | -2.28 | - |
| 2025 | -8.87 | -9.54 | 1.08 | - |
| Metric | 12261760:solusd:triple_med_gx:lsma25_15 | 12261760:SOLUSD |
|---|---|---|
| MTD | 7.39% | 11.11% |
| 3M | 4.37% | 36.47% |
| 6M | -9.77% | -8.22% |
| YTD | -9.54% | -8.87% |
| 1Y | -34.94% | 7.09% |
| 3Y (ann.) | -33.35% | 2.75% |
| 5Y (ann.) | -33.35% | 2.75% |
| Metric | 12261760:solusd:triple_med_gx:lsma25_15 | 12261760:SOLUSD |
|---|---|---|
| Max Drawdown | -45.2% | -64.93% |
| Longest DD Days | 379.0 | 178.0 |
| Avg. Drawdown | -9.45% | -11.98% |
| Avg. Drawdown Days | 77.0 | 23.0 |
| Recovery Factor | -0.81 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2025-07-17 | -45.20 | 379 |
| 2024-06-17 | 2024-06-24 | -1.34 | 7 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-17 | 2024-06-17 | -0.18 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 12261760:solusd:triple_med_gx:lsma25_15 | 12261760:SOLUSD |
|---|---|---|
| Best Day | 4.13% | 19.54% |
| Worst Day | -8.18% | -14.23% |
| Best Week | 6.29% | 21.25% |
| Worst Week | -8.35% | -17.1% |
| Best Month | 7.41% | 41.15% |
| Worst Month | -16.99% | -36.08% |
| Best Year | -9.54% | 13.13% |
| Worst Year | -29.99% | -8.87% |
| Avg. Up Day | 1.49% | 1.56% |
| Avg. Down Day | -1.21% | -1.75% |
| Avg. Up Week | 2.38% | 9.65% |
| Avg. Down Week | -3.14% | -9.31% |
| Avg. Up Month | 2.9% | 19.91% |
| Avg. Down Month | -6.41% | -18.96% |
| Win Days % | 29.84% | 49.3% |
| Win Month % | 42.86% | 57.14% |
| Win Week % | 31.82% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |