| Metric | 12262077:solusd:triple_med_gx:lsma25_20 | 12262077:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -19.5% | 3.1% |
| Max Drawdown | -29.75% | -64.93% |
| Sharpe | -0.42 | 0.23 |
| Sortino | -0.56 | 0.34 |
| Payoff Ratio | 1.31 | 0.93 |
| Profit Factor | 0.8 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.34 | 0.47 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 73.68 | 2.33 |
| Outlier Loss Ratio | 4.43 | 2.64 |
| Volatility (ann.) | 10.22% | 43.08% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.59 | 0.04 |
| Skew | -1.58 | 0.64 |
| Kurtosis | 73.8 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.54% | 0.22% |
| Expected Yearly % | -10.28% | 1.54% |
| Kelly Criterion | -18.97% | -5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -3.68% |
| Expected Shortfall (cVaR) | -0.89% | -3.68% |
| Year | 12262077:SOLUSD | 12262077:solusd:triple_med_gx:lsma25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -6.40 | -0.49 | - |
| 2025 | -8.87 | -14.00 | 1.58 | - |
| Metric | 12262077:solusd:triple_med_gx:lsma25_20 | 12262077:SOLUSD |
|---|---|---|
| MTD | 9.53% | 11.11% |
| 3M | -7.24% | 36.47% |
| 6M | -8.86% | -8.22% |
| YTD | -14.0% | -8.87% |
| 1Y | -15.57% | 7.09% |
| 3Y (ann.) | -17.53% | 2.75% |
| 5Y (ann.) | -17.53% | 2.75% |
| Metric | 12262077:solusd:triple_med_gx:lsma25_20 | 12262077:SOLUSD |
|---|---|---|
| Max Drawdown | -29.75% | -64.93% |
| Longest DD Days | 379.0 | 178.0 |
| Avg. Drawdown | -5.77% | -11.98% |
| Avg. Drawdown Days | 65.0 | 23.0 |
| Recovery Factor | -0.66 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2025-07-17 | -29.75 | 379 |
| 2024-06-18 | 2024-06-25 | -3.22 | 6 |
| 2024-06-26 | 2024-07-02 | -0.95 | 6 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-18 | 2024-06-18 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| Metric | 12262077:solusd:triple_med_gx:lsma25_20 | 12262077:SOLUSD |
|---|---|---|
| Best Day | 5.59% | 19.54% |
| Worst Day | -8.18% | -14.23% |
| Best Week | 5.53% | 21.25% |
| Worst Week | -8.35% | -17.1% |
| Best Month | 9.53% | 41.15% |
| Worst Month | -12.42% | -36.08% |
| Best Year | -6.4% | 13.13% |
| Worst Year | -14.0% | -8.87% |
| Avg. Up Day | 1.49% | 1.6% |
| Avg. Down Day | -1.14% | -1.73% |
| Avg. Up Week | 2.22% | 6.64% |
| Avg. Down Week | -2.63% | -6.63% |
| Avg. Up Month | 4.55% | 11.42% |
| Avg. Down Month | -5.3% | -19.44% |
| Win Days % | 32.5% | 49.3% |
| Win Month % | 42.86% | 57.14% |
| Win Week % | 45.0% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |