| Metric | 12289855:solusd:triple_med_gx:lsma270_110 | 12289855:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -0.87% | 3.1% |
| Max Drawdown | -31.57% | -64.93% |
| Sharpe | 0.07 | 0.23 |
| Sortino | 0.1 | 0.34 |
| Payoff Ratio | 1.08 | 0.99 |
| Profit Factor | 1.03 | 1.04 |
| Common Sense Ratio | 1.56 | 1.06 |
| CPC Index | 0.51 | 0.5 |
| Tail Ratio | 1.52 | 1.02 |
| Outlier Win Ratio | 36.75 | 2.66 |
| Outlier Loss Ratio | 3.32 | 2.92 |
| Volatility (ann.) | 15.74% | 43.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.02 | 0.04 |
| Skew | 0.44 | 0.64 |
| Kurtosis | 51.56 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.06% | 0.22% |
| Expected Yearly % | -0.44% | 1.54% |
| Kelly Criterion | -4.72% | -2.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.68% |
| Expected Shortfall (cVaR) | -1.35% | -3.68% |
| Year | 12289855:SOLUSD | 12289855:solusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 17.45 | 1.33 | + |
| 2025 | -8.87 | -15.60 | 1.76 | - |
| Metric | 12289855:solusd:triple_med_gx:lsma270_110 | 12289855:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 7.38% | 36.47% |
| 6M | -15.6% | -8.22% |
| YTD | -15.6% | -8.87% |
| 1Y | -8.0% | 7.09% |
| 3Y (ann.) | -0.77% | 2.75% |
| 5Y (ann.) | -0.77% | 2.75% |
| Metric | 12289855:solusd:triple_med_gx:lsma270_110 | 12289855:SOLUSD |
|---|---|---|
| Max Drawdown | -31.57% | -64.93% |
| Longest DD Days | 236.0 | 178.0 |
| Avg. Drawdown | -9.56% | -11.98% |
| Avg. Drawdown Days | 55.0 | 23.0 |
| Recovery Factor | -0.03 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -31.57 | 236 |
| 2024-07-03 | 2024-11-08 | -18.93 | 128 |
| 2024-06-28 | 2024-07-02 | -8.06 | 4 |
| 2024-11-08 | 2024-11-21 | -6.75 | 13 |
| 2024-06-25 | 2024-06-27 | -1.07 | 1 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| 2024-06-24 | 2024-06-24 | -0.18 | 0 |
| Metric | 12289855:solusd:triple_med_gx:lsma270_110 | 12289855:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 21.94% | 21.25% |
| Worst Week | -11.32% | -17.1% |
| Best Month | 22.8% | 41.15% |
| Worst Month | -11.32% | -36.08% |
| Best Year | 17.45% | 13.13% |
| Worst Year | -15.6% | -8.87% |
| Avg. Up Day | 1.63% | 1.65% |
| Avg. Down Day | -1.5% | -1.67% |
| Avg. Up Week | 5.28% | 8.72% |
| Avg. Down Week | -5.35% | -8.19% |
| Avg. Up Month | 7.32% | 19.64% |
| Avg. Down Month | -5.27% | -18.96% |
| Win Days % | 45.57% | 49.3% |
| Win Month % | 38.46% | 57.14% |
| Win Week % | 52.17% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |