| Metric | 12270139:solusd:triple_med_gx:lsma75_50 | 12270139:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -23.95% | 3.1% |
| Max Drawdown | -27.94% | -64.93% |
| Sharpe | -0.61 | 0.23 |
| Sortino | -0.76 | 0.34 |
| Payoff Ratio | 1.05 | 0.88 |
| Profit Factor | 0.73 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.3 | 0.45 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 83.18 | 2.29 |
| Outlier Loss Ratio | 3.44 | 2.65 |
| Volatility (ann.) | 9.3% | 43.08% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.77 | 0.04 |
| Skew | -2.48 | 0.64 |
| Kurtosis | 47.63 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -1.94% | 0.22% |
| Expected Yearly % | -12.79% | 1.54% |
| Kelly Criterion | -19.89% | -8.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -3.68% |
| Expected Shortfall (cVaR) | -0.82% | -3.68% |
| Year | 12270139:SOLUSD | 12270139:solusd:triple_med_gx:lsma75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -20.03 | -1.53 | - |
| 2025 | -8.87 | -4.90 | 0.55 | + |
| Metric | 12270139:solusd:triple_med_gx:lsma75_50 | 12270139:SOLUSD |
|---|---|---|
| MTD | -2.02% | 11.11% |
| 3M | -0.18% | 36.47% |
| 6M | -3.41% | -8.22% |
| YTD | -4.9% | -8.87% |
| 1Y | -12.82% | 7.09% |
| 3Y (ann.) | -21.59% | 2.75% |
| 5Y (ann.) | -21.59% | 2.75% |
| Metric | 12270139:solusd:triple_med_gx:lsma75_50 | 12270139:SOLUSD |
|---|---|---|
| Max Drawdown | -27.94% | -64.93% |
| Longest DD Days | 404.0 | 178.0 |
| Avg. Drawdown | -27.94% | -11.98% |
| Avg. Drawdown Days | 404.0 | 23.0 |
| Recovery Factor | -0.86 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-17 | -27.94 | 404 |
| Metric | 12270139:solusd:triple_med_gx:lsma75_50 | 12270139:SOLUSD |
|---|---|---|
| Best Day | 4.1% | 19.54% |
| Worst Day | -5.43% | -14.23% |
| Best Week | 2.62% | 21.25% |
| Worst Week | -6.69% | -17.1% |
| Best Month | 1.88% | 41.15% |
| Worst Month | -6.85% | -36.08% |
| Best Year | -4.9% | 13.13% |
| Worst Year | -20.03% | -8.87% |
| Avg. Up Day | 1.35% | 1.38% |
| Avg. Down Day | -1.29% | -1.57% |
| Avg. Up Week | 0.73% | 7.31% |
| Avg. Down Week | -3.21% | -8.75% |
| Avg. Up Month | 1.49% | 12.81% |
| Avg. Down Month | -3.95% | -21.21% |
| Win Days % | 38.64% | 49.3% |
| Win Month % | 18.18% | 57.14% |
| Win Week % | 42.11% | 51.67% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 50.0% |