| Metric | 12274767:solusd:triple_med_gx:lsma70_65 | 12274767:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -10.5% | 3.1% |
| Max Drawdown | -18.86% | -64.93% |
| Sharpe | -0.5 | 0.23 |
| Sortino | -0.63 | 0.34 |
| Payoff Ratio | 1.46 | 1.16 |
| Profit Factor | 0.63 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.24 | 0.59 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 264.25 | 1.81 |
| Outlier Loss Ratio | 3.78 | 2.09 |
| Volatility (ann.) | 4.74% | 43.08% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.5 | 0.04 |
| Skew | -3.73 | 0.64 |
| Kurtosis | 154.13 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.79% | 0.22% |
| Expected Yearly % | -5.4% | 1.54% |
| Kelly Criterion | -24.43% | 5.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -3.68% |
| Expected Shortfall (cVaR) | -0.41% | -3.68% |
| Year | 12274767:SOLUSD | 12274767:solusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -12.59 | -0.96 | - |
| 2025 | -8.87 | 2.40 | -0.27 | + |
| Metric | 12274767:solusd:triple_med_gx:lsma70_65 | 12274767:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 2.12% | 36.47% |
| 6M | 2.12% | -8.22% |
| YTD | 2.4% | -8.87% |
| 1Y | -10.61% | 7.09% |
| 3Y (ann.) | -9.38% | 2.75% |
| 5Y (ann.) | -9.38% | 2.75% |
| Metric | 12274767:solusd:triple_med_gx:lsma70_65 | 12274767:SOLUSD |
|---|---|---|
| Max Drawdown | -18.86% | -64.93% |
| Longest DD Days | 370.0 | 178.0 |
| Avg. Drawdown | -7.43% | -11.98% |
| Avg. Drawdown Days | 135.0 | 23.0 |
| Recovery Factor | -0.56 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-07-17 | -18.86 | 370 |
| 2024-06-01 | 2024-07-05 | -2.69 | 34 |
| 2024-07-10 | 2024-07-11 | -0.76 | 0 |
| Metric | 12274767:solusd:triple_med_gx:lsma70_65 | 12274767:SOLUSD |
|---|---|---|
| Best Day | 3.53% | 19.54% |
| Worst Day | -4.22% | -14.23% |
| Best Week | 5.89% | 21.25% |
| Worst Week | -4.79% | -17.1% |
| Best Month | 2.12% | 41.15% |
| Worst Month | -4.75% | -36.08% |
| Best Year | 2.4% | 13.13% |
| Worst Year | -12.59% | -8.87% |
| Avg. Up Day | 1.47% | 1.57% |
| Avg. Down Day | -1.01% | -1.35% |
| Avg. Up Week | 0.27% | 17.02% |
| Avg. Down Week | -1.41% | -8.52% |
| Avg. Up Month | 1.2% | 14.4% |
| Avg. Down Month | -1.26% | -16.74% |
| Win Days % | 26.09% | 49.3% |
| Win Month % | 28.57% | 57.14% |
| Win Week % | 25.0% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |