| Metric | 12265308:solusd:triple_med_gx:lsma35_30 | 12265308:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -8.77% | 3.1% |
| Max Drawdown | -9.18% | -64.93% |
| Sharpe | -0.35 | 0.23 |
| Sortino | -0.48 | 0.34 |
| Payoff Ratio | 1.3 | 0.93 |
| Profit Factor | 0.78 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.33 | 0.48 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 168.39 | 2.03 |
| Outlier Loss Ratio | 4.56 | 2.24 |
| Volatility (ann.) | 5.39% | 43.08% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.85 | 0.04 |
| Skew | -0.88 | 0.64 |
| Kurtosis | 90.94 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.65% | 0.22% |
| Expected Yearly % | -4.49% | 1.54% |
| Kelly Criterion | -20.03% | -5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -3.68% |
| Expected Shortfall (cVaR) | -0.47% | -3.68% |
| Year | 12265308:SOLUSD | 12265308:solusd:triple_med_gx:lsma35_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -3.39 | -0.26 | - |
| 2025 | -8.87 | -5.57 | 0.63 | + |
| Metric | 12265308:solusd:triple_med_gx:lsma35_30 | 12265308:SOLUSD |
|---|---|---|
| MTD | -3.09% | 11.11% |
| 3M | -5.79% | 36.47% |
| 6M | -4.09% | -8.22% |
| YTD | -5.57% | -8.87% |
| 1Y | -2.27% | 7.09% |
| 3Y (ann.) | -7.83% | 2.75% |
| 5Y (ann.) | -7.83% | 2.75% |
| Metric | 12265308:solusd:triple_med_gx:lsma35_30 | 12265308:SOLUSD |
|---|---|---|
| Max Drawdown | -9.18% | -64.93% |
| Longest DD Days | 322.0 | 178.0 |
| Avg. Drawdown | -4.92% | -11.98% |
| Avg. Drawdown Days | 101.0 | 23.0 |
| Recovery Factor | -0.96 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-01 | 2025-07-17 | -9.18 | 46 |
| 2024-06-07 | 2025-04-25 | -7.59 | 322 |
| 2025-04-25 | 2025-05-31 | -2.84 | 36 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12265308:solusd:triple_med_gx:lsma35_30 | 12265308:SOLUSD |
|---|---|---|
| Best Day | 3.86% | 19.54% |
| Worst Day | -4.15% | -14.23% |
| Best Week | 2.79% | 21.25% |
| Worst Week | -4.29% | -17.1% |
| Best Month | 2.8% | 41.15% |
| Worst Month | -6.09% | -36.08% |
| Best Year | -3.39% | 13.13% |
| Worst Year | -5.57% | -8.87% |
| Avg. Up Day | 1.23% | 1.32% |
| Avg. Down Day | -0.94% | -1.42% |
| Avg. Up Week | 1.38% | 9.08% |
| Avg. Down Week | -1.86% | -6.59% |
| Avg. Up Month | 1.57% | 11.64% |
| Avg. Down Month | -5.55% | -6.68% |
| Win Days % | 32.05% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 44.0% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |