| Metric | 12273153:solusd:triple_med_gx:lsma70_60 | 12273153:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 0.16% | 3.1% |
| Max Drawdown | -9.98% | -64.93% |
| Sharpe | 0.03 | 0.23 |
| Sortino | 0.05 | 0.34 |
| Payoff Ratio | 1.5 | 1.14 |
| Profit Factor | 1.03 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 178.33 | 1.87 |
| Outlier Loss Ratio | 4.15 | 2.07 |
| Volatility (ann.) | 4.83% | 43.08% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.01 | 0.04 |
| Skew | 1.52 | 0.64 |
| Kurtosis | 125.74 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.01% | 0.22% |
| Expected Yearly % | 0.08% | 1.54% |
| Kelly Criterion | -8.15% | 4.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -3.68% |
| Expected Shortfall (cVaR) | -0.42% | -3.68% |
| Year | 12273153:SOLUSD | 12273153:solusd:triple_med_gx:lsma70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -0.15 | -0.01 | - |
| 2025 | -8.87 | 0.31 | -0.04 | + |
| Metric | 12273153:solusd:triple_med_gx:lsma70_60 | 12273153:SOLUSD |
|---|---|---|
| MTD | -0.12% | 11.11% |
| 3M | 3.55% | 36.47% |
| 6M | 1.43% | -8.22% |
| YTD | 0.31% | -8.87% |
| 1Y | -0.59% | 7.09% |
| 3Y (ann.) | 0.14% | 2.75% |
| 5Y (ann.) | 0.14% | 2.75% |
| Metric | 12273153:solusd:triple_med_gx:lsma70_60 | 12273153:SOLUSD |
|---|---|---|
| Max Drawdown | -9.98% | -64.93% |
| Longest DD Days | 370.0 | 178.0 |
| Avg. Drawdown | -4.78% | -11.98% |
| Avg. Drawdown Days | 132.0 | 23.0 |
| Recovery Factor | 0.02 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-07-17 | -9.98 | 370 |
| 2024-06-08 | 2024-07-05 | -3.59 | 27 |
| 2024-07-10 | 2024-07-11 | -0.76 | 0 |
| Metric | 12273153:solusd:triple_med_gx:lsma70_60 | 12273153:SOLUSD |
|---|---|---|
| Best Day | 3.53% | 19.54% |
| Worst Day | -4.22% | -14.23% |
| Best Week | 6.08% | 21.25% |
| Worst Week | -6.49% | -17.1% |
| Best Month | 6.08% | 41.15% |
| Worst Month | -3.42% | -36.08% |
| Best Year | 0.31% | 13.13% |
| Worst Year | -0.15% | -8.87% |
| Avg. Up Day | 1.42% | 1.52% |
| Avg. Down Day | -0.95% | -1.33% |
| Avg. Up Week | 3.82% | 10.23% |
| Avg. Down Week | -1.52% | -10.03% |
| Avg. Up Month | 4.87% | 9.46% |
| Avg. Down Month | -1.85% | -22.99% |
| Win Days % | 35.19% | 49.3% |
| Win Month % | 30.0% | 57.14% |
| Win Week % | 40.0% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |