| Metric | 12273096:solusd:triple_med_gx:lsma75_60 | 12273096:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -8.72% | 3.1% |
| Max Drawdown | -18.14% | -64.93% |
| Sharpe | -0.24 | 0.23 |
| Sortino | -0.32 | 0.34 |
| Payoff Ratio | 1.15 | 1.05 |
| Profit Factor | 0.87 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.37 | 0.54 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 104.87 | 2.16 |
| Outlier Loss Ratio | 3.99 | 2.4 |
| Volatility (ann.) | 7.36% | 43.08% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.43 | 0.04 |
| Skew | -1.81 | 0.64 |
| Kurtosis | 67.16 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.65% | 0.22% |
| Expected Yearly % | -4.46% | 1.54% |
| Kelly Criterion | -17.61% | 1.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -3.68% |
| Expected Shortfall (cVaR) | -0.64% | -3.68% |
| Year | 12273096:SOLUSD | 12273096:solusd:triple_med_gx:lsma75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -9.18 | -0.70 | - |
| 2025 | -8.87 | 0.50 | -0.06 | + |
| Metric | 12273096:solusd:triple_med_gx:lsma75_60 | 12273096:SOLUSD |
|---|---|---|
| MTD | 0.39% | 11.11% |
| 3M | -1.65% | 36.47% |
| 6M | -0.95% | -8.22% |
| YTD | 0.5% | -8.87% |
| 1Y | -5.72% | 7.09% |
| 3Y (ann.) | -7.79% | 2.75% |
| 5Y (ann.) | -7.79% | 2.75% |
| Metric | 12273096:solusd:triple_med_gx:lsma75_60 | 12273096:SOLUSD |
|---|---|---|
| Max Drawdown | -18.14% | -64.93% |
| Longest DD Days | 375.0 | 178.0 |
| Avg. Drawdown | -7.22% | -11.98% |
| Avg. Drawdown Days | 134.0 | 23.0 |
| Recovery Factor | -0.48 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-07-17 | -18.14 | 375 |
| 2024-06-07 | 2024-07-05 | -3.06 | 27 |
| 2024-07-05 | 2024-07-06 | -0.46 | 0 |
| Metric | 12273096:solusd:triple_med_gx:lsma75_60 | 12273096:SOLUSD |
|---|---|---|
| Best Day | 3.72% | 19.54% |
| Worst Day | -5.1% | -14.23% |
| Best Week | 4.51% | 21.25% |
| Worst Week | -8.05% | -17.1% |
| Best Month | 3.43% | 41.15% |
| Worst Month | -8.05% | -36.08% |
| Best Year | 0.5% | 13.13% |
| Worst Year | -9.18% | -8.87% |
| Avg. Up Day | 1.33% | 1.39% |
| Avg. Down Day | -1.16% | -1.32% |
| Avg. Up Week | 1.46% | 8.19% |
| Avg. Down Week | -2.21% | -7.6% |
| Avg. Up Month | 1.58% | 15.98% |
| Avg. Down Month | -3.27% | -14.21% |
| Win Days % | 37.14% | 49.3% |
| Win Month % | 45.45% | 57.14% |
| Win Week % | 43.48% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |