| Metric | 12291554:solusd:triple_med_gx:lsma265_115 | 12291554:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -15.07% | 3.1% |
| Max Drawdown | -26.0% | -64.93% |
| Sharpe | -0.19 | 0.23 |
| Sortino | -0.28 | 0.34 |
| Payoff Ratio | 1.02 | 0.92 |
| Profit Factor | 0.92 | 1.04 |
| Common Sense Ratio | 1.74 | 1.06 |
| CPC Index | 0.41 | 0.47 |
| Tail Ratio | 1.9 | 1.02 |
| Outlier Win Ratio | 44.34 | 2.45 |
| Outlier Loss Ratio | 3.45 | 2.93 |
| Volatility (ann.) | 13.98% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.52 | 0.04 |
| Skew | 2.53 | 0.64 |
| Kurtosis | 68.37 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.16% | 0.22% |
| Expected Yearly % | -7.84% | 1.54% |
| Kelly Criterion | -11.03% | -5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -3.68% |
| Expected Shortfall (cVaR) | -1.21% | -3.68% |
| Year | 12291554:SOLUSD | 12291554:solusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 6.34 | 0.48 | - |
| 2025 | -8.87 | -20.13 | 2.27 | - |
| Metric | 12291554:solusd:triple_med_gx:lsma265_115 | 12291554:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -5.39% | 36.47% |
| 6M | -20.13% | -8.22% |
| YTD | -20.13% | -8.87% |
| 1Y | -10.59% | 7.09% |
| 3Y (ann.) | -13.51% | 2.75% |
| 5Y (ann.) | -13.51% | 2.75% |
| Metric | 12291554:solusd:triple_med_gx:lsma265_115 | 12291554:SOLUSD |
|---|---|---|
| Max Drawdown | -26.0% | -64.93% |
| Longest DD Days | 239.0 | 178.0 |
| Avg. Drawdown | -8.52% | -11.98% |
| Avg. Drawdown Days | 55.0 | 23.0 |
| Recovery Factor | -0.58 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-19 | 2025-07-17 | -26.00 | 239 |
| 2024-06-28 | 2024-11-18 | -22.76 | 143 |
| 2024-06-23 | 2024-06-25 | -7.84 | 1 |
| 2024-11-18 | 2024-11-19 | -1.63 | 1 |
| 2024-06-26 | 2024-06-27 | -0.87 | 0 |
| 2024-06-22 | 2024-06-23 | -0.40 | 0 |
| 2024-06-25 | 2024-06-26 | -0.18 | 0 |
| Metric | 12291554:solusd:triple_med_gx:lsma265_115 | 12291554:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -6.17% | -14.23% |
| Best Week | 15.29% | 21.25% |
| Worst Week | -10.03% | -17.1% |
| Best Month | 20.83% | 41.15% |
| Worst Month | -10.64% | -36.08% |
| Best Year | 6.34% | 13.13% |
| Worst Year | -20.13% | -8.87% |
| Avg. Up Day | 1.51% | 1.54% |
| Avg. Down Day | -1.47% | -1.67% |
| Avg. Up Week | 4.54% | 10.38% |
| Avg. Down Week | -4.47% | -6.68% |
| Avg. Up Month | 13.25% | 23.63% |
| Avg. Down Month | -4.33% | -14.68% |
| Win Days % | 43.9% | 49.3% |
| Win Month % | 30.77% | 57.14% |
| Win Week % | 45.0% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |