| Metric | 12261762:solusd:triple_med_gx:lsma35_15 | 12261762:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -44.32% | 3.1% |
| Max Drawdown | -49.36% | -64.93% |
| Sharpe | -0.97 | 0.23 |
| Sortino | -1.23 | 0.34 |
| Payoff Ratio | 1.13 | 0.87 |
| Profit Factor | 0.67 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.26 | 0.44 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 51.74 | 2.47 |
| Outlier Loss Ratio | 4.19 | 2.99 |
| Volatility (ann.) | 12.55% | 43.08% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.82 | 0.04 |
| Skew | -2.06 | 0.64 |
| Kurtosis | 37.68 | 8.72 |
| Expected Daily % | -0.04% | 0.0% |
| Expected Monthly % | -4.1% | 0.22% |
| Expected Yearly % | -25.38% | 1.54% |
| Kelly Criterion | -25.14% | -9.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -3.68% |
| Expected Shortfall (cVaR) | -1.11% | -3.68% |
| Year | 12261762:SOLUSD | 12261762:solusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -34.61 | -2.64 | - |
| 2025 | -8.87 | -14.85 | 1.68 | - |
| Metric | 12261762:solusd:triple_med_gx:lsma35_15 | 12261762:SOLUSD |
|---|---|---|
| MTD | -1.07% | 11.11% |
| 3M | -3.61% | 36.47% |
| 6M | -9.94% | -8.22% |
| YTD | -14.85% | -8.87% |
| 1Y | -39.99% | 7.09% |
| 3Y (ann.) | -40.55% | 2.75% |
| 5Y (ann.) | -40.55% | 2.75% |
| Metric | 12261762:solusd:triple_med_gx:lsma35_15 | 12261762:SOLUSD |
|---|---|---|
| Max Drawdown | -49.36% | -64.93% |
| Longest DD Days | 406.0 | 178.0 |
| Avg. Drawdown | -16.63% | -11.98% |
| Avg. Drawdown Days | 135.0 | 23.0 |
| Recovery Factor | -0.9 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -49.36 | 406 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 12261762:solusd:triple_med_gx:lsma35_15 | 12261762:SOLUSD |
|---|---|---|
| Best Day | 4.69% | 19.54% |
| Worst Day | -8.18% | -14.23% |
| Best Week | 7.96% | 21.25% |
| Worst Week | -9.22% | -17.1% |
| Best Month | 4.96% | 41.15% |
| Worst Month | -18.76% | -36.08% |
| Best Year | -14.85% | 13.13% |
| Worst Year | -34.61% | -8.87% |
| Avg. Up Day | 1.44% | 1.49% |
| Avg. Down Day | -1.27% | -1.72% |
| Avg. Up Week | 2.34% | 12.3% |
| Avg. Down Week | -4.36% | -10.19% |
| Avg. Up Month | 2.24% | 29.82% |
| Avg. Down Month | -7.33% | -19.73% |
| Win Days % | 33.47% | 49.3% |
| Win Month % | 28.57% | 57.14% |
| Win Week % | 30.77% | 51.67% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 50.0% |