| Metric | 12261845:solusd:triple_med_gx:lsma40_15 | 12261845:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -42.55% | 3.1% |
| Max Drawdown | -45.32% | -64.93% |
| Sharpe | -0.87 | 0.23 |
| Sortino | -1.12 | 0.34 |
| Payoff Ratio | 1.17 | 0.9 |
| Profit Factor | 0.72 | 1.04 |
| Common Sense Ratio | 0.22 | 1.06 |
| CPC Index | 0.29 | 0.46 |
| Tail Ratio | 0.31 | 1.02 |
| Outlier Win Ratio | 45.49 | 2.61 |
| Outlier Loss Ratio | 4.04 | 2.94 |
| Volatility (ann.) | 13.17% | 43.08% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.86 | 0.04 |
| Skew | -1.52 | 0.64 |
| Kurtosis | 30.26 | 8.72 |
| Expected Daily % | -0.03% | 0.0% |
| Expected Monthly % | -3.88% | 0.22% |
| Expected Yearly % | -24.21% | 1.54% |
| Kelly Criterion | -22.1% | -7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -3.68% |
| Expected Shortfall (cVaR) | -1.17% | -3.68% |
| Year | 12261845:SOLUSD | 12261845:solusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -29.69 | -2.26 | - |
| 2025 | -8.87 | -18.30 | 2.06 | - |
| Metric | 12261845:solusd:triple_med_gx:lsma40_15 | 12261845:SOLUSD |
|---|---|---|
| MTD | -3.34% | 11.11% |
| 3M | -8.79% | 36.47% |
| 6M | -16.88% | -8.22% |
| YTD | -18.3% | -8.87% |
| 1Y | -34.59% | 7.09% |
| 3Y (ann.) | -38.87% | 2.75% |
| 5Y (ann.) | -38.87% | 2.75% |
| Metric | 12261845:solusd:triple_med_gx:lsma40_15 | 12261845:SOLUSD |
|---|---|---|
| Max Drawdown | -45.32% | -64.93% |
| Longest DD Days | 406.0 | 178.0 |
| Avg. Drawdown | -15.28% | -11.98% |
| Avg. Drawdown Days | 135.0 | 23.0 |
| Recovery Factor | -0.94 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -45.32 | 406 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 12261845:solusd:triple_med_gx:lsma40_15 | 12261845:SOLUSD |
|---|---|---|
| Best Day | 4.32% | 19.54% |
| Worst Day | -8.18% | -14.23% |
| Best Week | 7.63% | 21.25% |
| Worst Week | -15.01% | -17.1% |
| Best Month | 4.76% | 41.15% |
| Worst Month | -16.46% | -36.08% |
| Best Year | -18.3% | 13.13% |
| Worst Year | -29.69% | -8.87% |
| Avg. Up Day | 1.54% | 1.59% |
| Avg. Down Day | -1.31% | -1.78% |
| Avg. Up Week | 3.32% | 11.15% |
| Avg. Down Week | -6.1% | -9.88% |
| Avg. Up Month | 2.86% | 18.0% |
| Avg. Down Month | -7.92% | -18.24% |
| Win Days % | 34.11% | 49.3% |
| Win Month % | 28.57% | 57.14% |
| Win Week % | 40.0% | 51.67% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |