| Metric | 12291553:solusd:triple_med_gx:lsma250_115 | 12291553:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -12.13% | 3.1% |
| Max Drawdown | -24.87% | -64.93% |
| Sharpe | -0.13 | 0.23 |
| Sortino | -0.2 | 0.34 |
| Payoff Ratio | 1.08 | 0.93 |
| Profit Factor | 0.94 | 1.04 |
| Common Sense Ratio | 2.02 | 1.06 |
| CPC Index | 0.45 | 0.47 |
| Tail Ratio | 2.14 | 1.02 |
| Outlier Win Ratio | 42.52 | 2.47 |
| Outlier Loss Ratio | 3.43 | 2.85 |
| Volatility (ann.) | 14.11% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.44 | 0.04 |
| Skew | 2.6 | 0.64 |
| Kurtosis | 66.18 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.92% | 0.22% |
| Expected Yearly % | -6.26% | 1.54% |
| Kelly Criterion | -8.35% | -5.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -3.68% |
| Expected Shortfall (cVaR) | -1.22% | -3.68% |
| Year | 12291553:SOLUSD | 12291553:solusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.42 | 0.18 | - |
| 2025 | -8.87 | -14.21 | 1.60 | - |
| Metric | 12291553:solusd:triple_med_gx:lsma250_115 | 12291553:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -6.99% | 36.47% |
| 6M | -14.21% | -8.22% |
| YTD | -14.21% | -8.87% |
| 1Y | -7.08% | 7.09% |
| 3Y (ann.) | -10.85% | 2.75% |
| 5Y (ann.) | -10.85% | 2.75% |
| Metric | 12291553:solusd:triple_med_gx:lsma250_115 | 12291553:SOLUSD |
|---|---|---|
| Max Drawdown | -24.87% | -64.93% |
| Longest DD Days | 384.0 | 178.0 |
| Avg. Drawdown | -12.11% | -11.98% |
| Avg. Drawdown Days | 134.0 | 23.0 |
| Recovery Factor | -0.49 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2025-07-17 | -24.87 | 384 |
| 2024-06-10 | 2024-06-27 | -9.20 | 17 |
| 2024-06-07 | 2024-06-09 | -2.27 | 2 |
| Metric | 12291553:solusd:triple_med_gx:lsma250_115 | 12291553:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -6.17% | -14.23% |
| Best Week | 12.8% | 21.25% |
| Worst Week | -10.03% | -17.1% |
| Best Month | 19.17% | 41.15% |
| Worst Month | -12.27% | -36.08% |
| Best Year | 2.42% | 13.13% |
| Worst Year | -14.21% | -8.87% |
| Avg. Up Day | 1.52% | 1.55% |
| Avg. Down Day | -1.41% | -1.67% |
| Avg. Up Week | 5.72% | 9.97% |
| Avg. Down Week | -4.09% | -7.1% |
| Avg. Up Month | 12.99% | 23.63% |
| Avg. Down Month | -5.12% | -14.27% |
| Win Days % | 43.66% | 49.3% |
| Win Month % | 38.46% | 57.14% |
| Win Week % | 36.36% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |