| Metric | 12290595:solusd:triple_med_gx:lsma70_110 | 12290595:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -4.8% | 3.1% |
| Max Drawdown | -20.73% | -64.93% |
| Sharpe | -0.03 | 0.23 |
| Sortino | -0.05 | 0.34 |
| Payoff Ratio | 1.17 | 1.07 |
| Profit Factor | 0.99 | 1.04 |
| Common Sense Ratio | 0.38 | 1.06 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | 0.39 | 1.02 |
| Outlier Win Ratio | 52.24 | 2.5 |
| Outlier Loss Ratio | 3.7 | 2.77 |
| Volatility (ann.) | 11.8% | 43.08% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.21 | 0.04 |
| Skew | -0.35 | 0.64 |
| Kurtosis | 47.25 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.35% | 0.22% |
| Expected Yearly % | -2.43% | 1.54% |
| Kelly Criterion | -3.34% | 1.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -3.68% |
| Expected Shortfall (cVaR) | -1.02% | -3.68% |
| Year | 12290595:SOLUSD | 12290595:solusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -7.20 | -0.55 | - |
| 2025 | -8.87 | 2.58 | -0.29 | + |
| Metric | 12290595:solusd:triple_med_gx:lsma70_110 | 12290595:SOLUSD |
|---|---|---|
| MTD | 0.21% | 11.11% |
| 3M | 7.08% | 36.47% |
| 6M | 2.58% | -8.22% |
| YTD | 2.58% | -8.87% |
| 1Y | 7.62% | 7.09% |
| 3Y (ann.) | -4.28% | 2.75% |
| 5Y (ann.) | -4.28% | 2.75% |
| Metric | 12290595:solusd:triple_med_gx:lsma70_110 | 12290595:SOLUSD |
|---|---|---|
| Max Drawdown | -20.73% | -64.93% |
| Longest DD Days | 236.0 | 178.0 |
| Avg. Drawdown | -9.06% | -11.98% |
| Avg. Drawdown Days | 82.0 | 23.0 |
| Recovery Factor | -0.23 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -20.73 | 236 |
| 2024-07-03 | 2024-11-21 | -17.71 | 141 |
| 2024-06-01 | 2024-07-02 | -6.46 | 31 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12290595:solusd:triple_med_gx:lsma70_110 | 12290595:SOLUSD |
|---|---|---|
| Best Day | 7.28% | 19.54% |
| Worst Day | -6.56% | -14.23% |
| Best Week | 9.17% | 21.25% |
| Worst Week | -9.99% | -17.1% |
| Best Month | 7.2% | 41.15% |
| Worst Month | -9.64% | -36.08% |
| Best Year | 2.58% | 13.13% |
| Worst Year | -7.2% | -8.87% |
| Avg. Up Day | 1.4% | 1.43% |
| Avg. Down Day | -1.2% | -1.34% |
| Avg. Up Week | 6.18% | 9.23% |
| Avg. Down Week | -4.74% | -8.84% |
| Avg. Up Month | 4.05% | 19.43% |
| Avg. Down Month | -6.75% | -22.53% |
| Win Days % | 44.21% | 49.3% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 42.11% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |