| Metric | 12253977:solusd:triple_med_gx:lsma275_135 | 12253977:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -21.73% | 15.38% |
| Max Drawdown | -38.23% | -61.75% |
| Sharpe | -0.42 | 0.55 |
| Sortino | -0.57 | 0.81 |
| Payoff Ratio | 1.3 | 1.12 |
| Profit Factor | 0.86 | 1.08 |
| Common Sense Ratio | 0.61 | 1.17 |
| CPC Index | 0.44 | 0.59 |
| Tail Ratio | 0.71 | 1.08 |
| Outlier Win Ratio | 36.32 | 2.64 |
| Outlier Loss Ratio | 3.45 | 2.62 |
| Volatility (ann.) | 30.67% | 85.83% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.43 | 0.18 |
| Skew | -1.17 | 0.14 |
| Kurtosis | 27.23 | 3.01 |
| Expected Daily % | -0.05% | 0.03% |
| Expected Monthly % | -1.43% | 0.85% |
| Expected Yearly % | -11.53% | 7.42% |
| Kelly Criterion | -7.76% | 2.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.68% | -7.26% |
| Expected Shortfall (cVaR) | -2.68% | -7.26% |
| Year | 12253977:SOLUSD | 12253977:solusd:triple_med_gx:lsma275_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -19.65 | -1.54 | - |
| 2025 | 2.31 | -2.59 | -1.12 | - |
| Metric | 12253977:solusd:triple_med_gx:lsma275_135 | 12253977:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -16.7% | 20.18% |
| 6M | -3.01% | 46.71% |
| YTD | -2.59% | 2.31% |
| 1Y | -3.56% | 24.83% |
| 3Y (ann.) | -16.32% | 10.96% |
| 5Y (ann.) | -16.32% | 10.96% |
| Metric | 12253977:solusd:triple_med_gx:lsma275_135 | 12253977:SOLUSD |
|---|---|---|
| Max Drawdown | -38.23% | -61.75% |
| Longest DD Days | 497.0 | 269.0 |
| Avg. Drawdown | -19.83% | -16.47% |
| Avg. Drawdown Days | 250.0 | 44.0 |
| Recovery Factor | -0.57 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-10-16 | -38.23 | 497 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| Metric | 12253977:solusd:triple_med_gx:lsma275_135 | 12253977:SOLUSD |
|---|---|---|
| Best Day | 10.3% | 20.8% |
| Worst Day | -15.29% | -18.74% |
| Best Week | 10.42% | 25.06% |
| Worst Week | -17.21% | -26.95% |
| Best Month | 16.44% | 39.21% |
| Worst Month | -20.41% | -46.12% |
| Best Year | -2.59% | 12.78% |
| Worst Year | -19.65% | 2.31% |
| Avg. Up Day | 3.27% | 3.77% |
| Avg. Down Day | -2.52% | -3.38% |
| Avg. Up Week | 6.99% | 8.96% |
| Avg. Down Week | -7.53% | -9.29% |
| Avg. Up Month | 9.81% | 19.73% |
| Avg. Down Month | -12.0% | -27.7% |
| Win Days % | 39.13% | 48.8% |
| Win Month % | 41.67% | 58.82% |
| Win Week % | 46.15% | 50.68% |
| Win Quarter % | 33.33% | 57.14% |
| Win Year % | 0.0% | 100.0% |