| Metric | 12297587:solusd:triple_med_gx:lsma290_130 | 12297587:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -6.23% | 3.1% |
| Max Drawdown | -24.76% | -64.93% |
| Sharpe | -0.03 | 0.23 |
| Sortino | -0.05 | 0.34 |
| Payoff Ratio | 1.27 | 1.08 |
| Profit Factor | 0.99 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 44.9 | 2.57 |
| Outlier Loss Ratio | 3.44 | 2.94 |
| Volatility (ann.) | 14.02% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.22 | 0.04 |
| Skew | 1.76 | 0.64 |
| Kurtosis | 57.37 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.46% | 0.22% |
| Expected Yearly % | -3.16% | 1.54% |
| Kelly Criterion | -4.59% | 2.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -3.68% |
| Expected Shortfall (cVaR) | -1.21% | -3.68% |
| Year | 12297587:SOLUSD | 12297587:solusd:triple_med_gx:lsma290_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.81 | 0.21 | - |
| 2025 | -8.87 | -8.79 | 0.99 | + |
| Metric | 12297587:solusd:triple_med_gx:lsma290_130 | 12297587:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 7.19% | 36.47% |
| 6M | -8.79% | -8.22% |
| YTD | -8.79% | -8.87% |
| 1Y | 7.47% | 7.09% |
| 3Y (ann.) | -5.55% | 2.75% |
| 5Y (ann.) | -5.55% | 2.75% |
| Metric | 12297587:solusd:triple_med_gx:lsma290_130 | 12297587:SOLUSD |
|---|---|---|
| Max Drawdown | -24.76% | -64.93% |
| Longest DD Days | 384.0 | 178.0 |
| Avg. Drawdown | -15.23% | -11.98% |
| Avg. Drawdown Days | 194.0 | 23.0 |
| Recovery Factor | -0.25 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-27 | 2025-07-17 | -24.76 | 384 |
| 2024-06-23 | 2024-06-27 | -5.69 | 3 |
| Metric | 12297587:solusd:triple_med_gx:lsma290_130 | 12297587:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -6.17% | -14.23% |
| Best Week | 15.44% | 21.25% |
| Worst Week | -12.66% | -17.1% |
| Best Month | 20.84% | 41.15% |
| Worst Month | -15.25% | -36.08% |
| Best Year | 2.81% | 13.13% |
| Worst Year | -8.79% | -8.87% |
| Avg. Up Day | 1.78% | 1.81% |
| Avg. Down Day | -1.41% | -1.67% |
| Avg. Up Week | 3.65% | 9.57% |
| Avg. Down Week | -6.02% | -10.16% |
| Avg. Up Month | 8.06% | 19.19% |
| Avg. Down Month | -2.66% | -28.63% |
| Win Days % | 41.58% | 49.3% |
| Win Month % | 54.55% | 57.14% |
| Win Week % | 52.63% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |