| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -22.92% | -23.16% |
| Max Drawdown | -29.2% | -54.18% |
| Sharpe | -0.99 | 0.09 |
| Sortino | -1.26 | 0.13 |
| Payoff Ratio | 0.8 | 0.77 |
| Profit Factor | 0.7 | 1.01 |
| Common Sense Ratio | 0.5 | 0.94 |
| CPC Index | 0.27 | 0.37 |
| Tail Ratio | 0.72 | 0.93 |
| Outlier Win Ratio | 53.81 | 2.92 |
| Outlier Loss Ratio | 3.14 | 2.65 |
| Volatility (ann.) | 28.48% | 90.63% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.95 | -0.52 |
| Skew | -1.0 | 0.36 |
| Kurtosis | 18.98 | 3.26 |
| Expected Daily % | -0.09% | -0.09% |
| Expected Monthly % | -2.57% | -2.6% |
| Expected Yearly % | -12.21% | -12.34% |
| Kelly Criterion | -16.92% | -22.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -7.78% |
| Expected Shortfall (cVaR) | -2.53% | -7.78% |
| Year | 12294612:SOLUSD | 12294612:solusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -3.37 | -0.26 | - |
| 2025 | -31.87 | -20.23 | 0.63 | + |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| MTD | -1.92% | 0.22% |
| 3M | -28.32% | -40.54% |
| 6M | -11.92% | -2.09% |
| YTD | -20.23% | -31.87% |
| 1Y | -22.92% | -23.16% |
| 3Y (ann.) | -27.7% | -27.98% |
| 5Y (ann.) | -27.7% | -27.98% |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Max Drawdown | -29.2% | -54.18% |
| Longest DD Days | 145.0 | 101.0 |
| Avg. Drawdown | -15.26% | -15.78% |
| Avg. Drawdown Days | 91.0 | 25.0 |
| Recovery Factor | -0.78 | -0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-21 | -29.20 | 118 |
| 2024-06-30 | 2024-11-22 | -14.78 | 145 |
| 2024-06-02 | 2024-06-11 | -1.79 | 9 |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Best Day | 8.95% | 20.8% |
| Worst Day | -8.89% | -18.74% |
| Best Week | 9.48% | 25.06% |
| Worst Week | -17.55% | -26.95% |
| Best Month | 6.74% | 39.21% |
| Worst Month | -17.55% | -46.12% |
| Best Year | -3.37% | 12.78% |
| Worst Year | -20.23% | -31.87% |
| Avg. Up Day | 2.39% | 2.43% |
| Avg. Down Day | -3.0% | -3.15% |
| Avg. Up Week | 5.54% | 11.28% |
| Avg. Down Week | -6.81% | -11.95% |
| Avg. Up Month | 6.31% | 21.61% |
| Avg. Down Month | -7.7% | -27.7% |
| Win Days % | 48.15% | 46.76% |
| Win Month % | 30.0% | 60.0% |
| Win Week % | 41.18% | 48.84% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |