| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -45.7% | -23.16% |
| Max Drawdown | -49.37% | -54.18% |
| Sharpe | -2.58 | 0.09 |
| Sortino | -3.08 | 0.13 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 0.44 | 1.01 |
| Common Sense Ratio | 0.09 | 0.94 |
| CPC Index | 0.15 | 0.5 |
| Tail Ratio | 0.2 | 0.93 |
| Outlier Win Ratio | 57.02 | 2.86 |
| Outlier Loss Ratio | 3.54 | 2.56 |
| Volatility (ann.) | 27.79% | 90.63% |
| R^2 | 0.08 | 0.08 |
| Calmar | -1.08 | -0.52 |
| Skew | -1.37 | 0.36 |
| Kurtosis | 14.76 | 3.26 |
| Expected Daily % | -0.21% | -0.09% |
| Expected Monthly % | -5.92% | -2.6% |
| Expected Yearly % | -26.31% | -12.34% |
| Kelly Criterion | -30.5% | -3.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -7.78% |
| Expected Shortfall (cVaR) | -2.59% | -7.78% |
| Year | 12261763:SOLUSD | 12261763:solusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -40.69 | -3.18 | - |
| 2025 | -31.87 | -8.45 | 0.27 | + |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| MTD | 2.5% | 0.22% |
| 3M | -17.95% | -40.54% |
| 6M | -20.93% | -2.09% |
| YTD | -8.45% | -31.87% |
| 1Y | -45.7% | -23.16% |
| 3Y (ann.) | -53.27% | -27.98% |
| 5Y (ann.) | -53.27% | -27.98% |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Max Drawdown | -49.37% | -54.18% |
| Longest DD Days | 288.0 | 101.0 |
| Avg. Drawdown | -49.37% | -15.78% |
| Avg. Drawdown Days | 288.0 | 25.0 |
| Recovery Factor | -0.93 | -0.43 |
| Ulcer Index | 1.07 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-21 | -49.37 | 288 |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Best Day | 6.61% | 20.8% |
| Worst Day | -8.89% | -18.74% |
| Best Week | 4.32% | 25.06% |
| Worst Week | -15.01% | -26.95% |
| Best Month | 2.5% | 39.21% |
| Worst Month | -18.35% | -46.12% |
| Best Year | -8.45% | 12.78% |
| Worst Year | -40.69% | -31.87% |
| Avg. Up Day | 2.74% | 3.86% |
| Avg. Down Day | -2.51% | -3.67% |
| Avg. Up Week | 1.92% | 11.76% |
| Avg. Down Week | -5.59% | -11.76% |
| Avg. Up Month | 2.5% | 0.22% |
| Avg. Down Month | -7.64% | -27.7% |
| Win Days % | 31.82% | 46.76% |
| Win Month % | 10.0% | 60.0% |
| Win Week % | 37.93% | 48.84% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |