| Metric | 12253977:solusd:triple_med_gx:lsma275_135 | 12253977:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -21.73% | 15.38% |
| Max Drawdown | -39.68% | -64.93% |
| Sharpe | -0.21 | 0.27 |
| Sortino | -0.31 | 0.4 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 0.92 | 1.04 |
| Common Sense Ratio | 0.73 | 1.08 |
| CPC Index | 0.45 | 0.55 |
| Tail Ratio | 0.8 | 1.04 |
| Outlier Win Ratio | 36.55 | 2.63 |
| Outlier Loss Ratio | 3.21 | 2.79 |
| Volatility (ann.) | 15.66% | 42.23% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.41 | 0.17 |
| Skew | 3.01 | 0.58 |
| Kurtosis | 84.47 | 8.14 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.43% | 0.85% |
| Expected Yearly % | -11.53% | 7.42% |
| Kelly Criterion | -6.36% | 1.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -3.6% |
| Expected Shortfall (cVaR) | -1.36% | -3.6% |
| Year | 12253977:SOLUSD | 12253977:solusd:triple_med_gx:lsma275_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -19.65 | -1.50 | - |
| 2025 | 1.99 | -2.59 | -1.30 | - |
| Metric | 12253977:solusd:triple_med_gx:lsma275_135 | 12253977:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -16.7% | 17.41% |
| 6M | -3.01% | 52.72% |
| YTD | -2.59% | 1.99% |
| 1Y | -3.67% | 24.46% |
| 3Y (ann.) | -16.32% | 10.96% |
| 5Y (ann.) | -16.32% | 10.96% |
| Metric | 12253977:solusd:triple_med_gx:lsma275_135 | 12253977:SOLUSD |
|---|---|---|
| Max Drawdown | -39.68% | -64.93% |
| Longest DD Days | 497.0 | 269.0 |
| Avg. Drawdown | -10.78% | -11.98% |
| Avg. Drawdown Days | 125.0 | 29.0 |
| Recovery Factor | -0.55 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-10-16 | -39.68 | 497 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12253977:solusd:triple_med_gx:lsma275_135 | 12253977:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -15.13% | -18.95% |
| Best Month | 16.44% | 41.15% |
| Worst Month | -20.41% | -36.08% |
| Best Year | -2.59% | 13.13% |
| Worst Year | -19.65% | 1.99% |
| Avg. Up Day | 1.49% | 1.5% |
| Avg. Down Day | -1.37% | -1.42% |
| Avg. Up Week | 4.83% | 11.05% |
| Avg. Down Week | -5.49% | -8.36% |
| Avg. Up Month | 11.17% | 14.4% |
| Avg. Down Month | -14.43% | -23.19% |
| Win Days % | 44.59% | 49.58% |
| Win Month % | 36.36% | 58.82% |
| Win Week % | 50.0% | 53.42% |
| Win Quarter % | 33.33% | 57.14% |
| Win Year % | 0.0% | 100.0% |