| Metric | 12273247:solusd:triple_med_gx:lsma70_60 | 12273247:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -0.48% | 3.1% |
| Max Drawdown | -18.25% | -64.93% |
| Sharpe | 0.02 | 0.23 |
| Sortino | 0.03 | 0.34 |
| Payoff Ratio | 2.06 | 1.5 |
| Profit Factor | 1.01 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.76 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 123.67 | 2.01 |
| Outlier Loss Ratio | 4.75 | 2.25 |
| Volatility (ann.) | 6.93% | 43.08% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.02 | 0.04 |
| Skew | 1.05 | 0.64 |
| Kurtosis | 117.82 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.03% | 0.22% |
| Expected Yearly % | -0.24% | 1.54% |
| Kelly Criterion | -7.12% | 15.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -3.68% |
| Expected Shortfall (cVaR) | -0.6% | -3.68% |
| Year | 12273247:SOLUSD | 12273247:solusd:triple_med_gx:lsma70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -16.14 | -1.23 | - |
| 2025 | -8.87 | 18.67 | -2.11 | + |
| Metric | 12273247:solusd:triple_med_gx:lsma70_60 | 12273247:SOLUSD |
|---|---|---|
| MTD | -0.12% | 11.11% |
| 3M | 16.39% | 36.47% |
| 6M | 18.67% | -8.22% |
| YTD | 18.67% | -8.87% |
| 1Y | 6.77% | 7.09% |
| 3Y (ann.) | -0.43% | 2.75% |
| 5Y (ann.) | -0.43% | 2.75% |
| Metric | 12273247:solusd:triple_med_gx:lsma70_60 | 12273247:SOLUSD |
|---|---|---|
| Max Drawdown | -18.25% | -64.93% |
| Longest DD Days | 379.0 | 178.0 |
| Avg. Drawdown | -9.74% | -11.98% |
| Avg. Drawdown Days | 198.0 | 23.0 |
| Recovery Factor | -0.03 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-06-15 | -18.25 | 379 |
| 2025-06-28 | 2025-07-17 | -1.22 | 18 |
| Metric | 12273247:solusd:triple_med_gx:lsma70_60 | 12273247:SOLUSD |
|---|---|---|
| Best Day | 5.63% | 19.54% |
| Worst Day | -5.43% | -14.23% |
| Best Week | 8.18% | 21.25% |
| Worst Week | -5.72% | -17.1% |
| Best Month | 12.18% | 41.15% |
| Worst Month | -8.75% | -36.08% |
| Best Year | 18.67% | 13.13% |
| Worst Year | -16.14% | -8.87% |
| Avg. Up Day | 1.87% | 1.95% |
| Avg. Down Day | -0.91% | -1.3% |
| Avg. Up Week | 3.2% | 8.71% |
| Avg. Down Week | -1.72% | -7.26% |
| Avg. Up Month | 6.25% | 11.64% |
| Avg. Down Month | -2.57% | -22.53% |
| Win Days % | 27.85% | 49.3% |
| Win Month % | 36.36% | 57.14% |
| Win Week % | 35.0% | 51.67% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |