| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -58.15% | -17.79% |
| Max Drawdown | -62.99% | -64.93% |
| Sharpe | -1.0 | 0.13 |
| Sortino | -1.3 | 0.2 |
| Payoff Ratio | 1.18 | 0.92 |
| Profit Factor | 0.69 | 1.02 |
| Common Sense Ratio | 0.06 | 1.01 |
| CPC Index | 0.26 | 0.47 |
| Tail Ratio | 0.09 | 0.99 |
| Outlier Win Ratio | 46.06 | 2.62 |
| Outlier Loss Ratio | 4.12 | 2.88 |
| Volatility (ann.) | 13.4% | 42.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.69 | -0.19 |
| Skew | -0.75 | 0.52 |
| Kurtosis | 35.8 | 7.53 |
| Expected Daily % | -0.04% | -0.01% |
| Expected Monthly % | -4.48% | -1.03% |
| Expected Yearly % | -35.3% | -9.33% |
| Kelly Criterion | -24.85% | -5.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.62% |
| Expected Shortfall (cVaR) | -1.19% | -3.62% |
| Year | 12261763:SOLUSD | 12261763:solusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -42.23 | -3.22 | - |
| 2025 | -27.33 | -27.55 | 1.01 | - |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| MTD | 7.09% | 2.76% |
| 3M | -14.3% | -36.8% |
| 6M | -22.45% | -14.9% |
| YTD | -27.55% | -27.33% |
| 1Y | -39.73% | -36.69% |
| 3Y (ann.) | -43.49% | -12.05% |
| 5Y (ann.) | -43.49% | -12.05% |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Max Drawdown | -62.99% | -64.93% |
| Longest DD Days | 552.0 | 324.0 |
| Avg. Drawdown | -21.17% | -11.98% |
| Avg. Drawdown Days | 184.0 | 32.0 |
| Recovery Factor | -0.92 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-12-10 | -62.99 | 552 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Best Day | 8.68% | 19.54% |
| Worst Day | -8.18% | -14.23% |
| Best Week | 14.76% | 21.25% |
| Worst Week | -15.01% | -18.95% |
| Best Month | 7.09% | 41.15% |
| Worst Month | -18.5% | -36.08% |
| Best Year | -27.55% | 13.13% |
| Worst Year | -42.23% | -27.33% |
| Avg. Up Day | 1.52% | 1.57% |
| Avg. Down Day | -1.28% | -1.7% |
| Avg. Up Week | 2.94% | 10.38% |
| Avg. Down Week | -4.77% | -11.17% |
| Avg. Up Month | 2.69% | 13.78% |
| Avg. Down Month | -8.53% | -18.6% |
| Win Days % | 32.41% | 49.57% |
| Win Month % | 26.32% | 57.89% |
| Win Week % | 33.96% | 50.62% |
| Win Quarter % | 0.0% | 57.14% |
| Win Year % | 0.0% | 50.0% |