| Metric | 12297581:solusd:triple_med_gx:lsma260_130 | 12297581:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -19.13% | 3.1% |
| Max Drawdown | -31.22% | -64.93% |
| Sharpe | -0.25 | 0.23 |
| Sortino | -0.36 | 0.34 |
| Payoff Ratio | 1.11 | 0.97 |
| Profit Factor | 0.9 | 1.04 |
| Common Sense Ratio | 0.79 | 1.06 |
| CPC Index | 0.42 | 0.5 |
| Tail Ratio | 0.88 | 1.02 |
| Outlier Win Ratio | 44.12 | 2.6 |
| Outlier Loss Ratio | 3.33 | 3.06 |
| Volatility (ann.) | 14.51% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.55 | 0.04 |
| Skew | 1.42 | 0.64 |
| Kurtosis | 50.89 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.5% | 0.22% |
| Expected Yearly % | -10.07% | 1.54% |
| Kelly Criterion | -9.58% | -2.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -3.68% |
| Expected Shortfall (cVaR) | -1.26% | -3.68% |
| Year | 12297581:SOLUSD | 12297581:solusd:triple_med_gx:lsma260_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -8.47 | -0.64 | - |
| 2025 | -8.87 | -11.65 | 1.31 | - |
| Metric | 12297581:solusd:triple_med_gx:lsma260_130 | 12297581:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -3.53% | 36.47% |
| 6M | -11.65% | -8.22% |
| YTD | -11.65% | -8.87% |
| 1Y | 5.1% | 7.09% |
| 3Y (ann.) | -17.18% | 2.75% |
| 5Y (ann.) | -17.18% | 2.75% |
| Metric | 12297581:solusd:triple_med_gx:lsma260_130 | 12297581:SOLUSD |
|---|---|---|
| Max Drawdown | -31.22% | -64.93% |
| Longest DD Days | 384.0 | 178.0 |
| Avg. Drawdown | -20.02% | -11.98% |
| Avg. Drawdown Days | 200.0 | 23.0 |
| Recovery Factor | -0.61 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-27 | 2025-07-17 | -31.22 | 384 |
| 2024-06-10 | 2024-06-27 | -8.83 | 16 |
| Metric | 12297581:solusd:triple_med_gx:lsma260_130 | 12297581:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -6.17% | -14.23% |
| Best Week | 15.44% | 21.25% |
| Worst Week | -19.05% | -17.1% |
| Best Month | 20.84% | 41.15% |
| Worst Month | -19.08% | -36.08% |
| Best Year | -8.47% | 13.13% |
| Worst Year | -11.65% | -8.87% |
| Avg. Up Day | 1.69% | 1.72% |
| Avg. Down Day | -1.52% | -1.78% |
| Avg. Up Week | 3.48% | 7.28% |
| Avg. Down Week | -6.66% | -9.73% |
| Avg. Up Month | 6.16% | 17.6% |
| Avg. Down Month | -4.08% | -17.66% |
| Win Days % | 42.29% | 49.3% |
| Win Month % | 41.67% | 57.14% |
| Win Week % | 45.0% | 51.67% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |