| Metric | 12254112:solusd:triple_med_gx:lsma90_135 | 12254112:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -23.36% | 15.38% |
| Max Drawdown | -35.87% | -61.75% |
| Sharpe | -0.76 | 0.55 |
| Sortino | -0.99 | 0.81 |
| Payoff Ratio | 0.88 | 0.78 |
| Profit Factor | 0.71 | 1.08 |
| Common Sense Ratio | 0.12 | 1.17 |
| CPC Index | 0.28 | 0.41 |
| Tail Ratio | 0.16 | 1.08 |
| Outlier Win Ratio | 66.54 | 2.3 |
| Outlier Loss Ratio | 2.87 | 2.18 |
| Volatility (ann.) | 22.1% | 85.83% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.49 | 0.18 |
| Skew | -1.02 | 0.14 |
| Kurtosis | 60.42 | 3.01 |
| Expected Daily % | -0.05% | 0.03% |
| Expected Monthly % | -1.55% | 0.85% |
| Expected Yearly % | -12.45% | 7.42% |
| Kelly Criterion | -18.77% | -17.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -7.26% |
| Expected Shortfall (cVaR) | -1.95% | -7.26% |
| Year | 12254112:SOLUSD | 12254112:solusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -4.88 | -0.38 | - |
| 2025 | 2.31 | -19.43 | -8.43 | - |
| Metric | 12254112:solusd:triple_med_gx:lsma90_135 | 12254112:SOLUSD |
|---|---|---|
| MTD | 1.15% | -8.37% |
| 3M | 11.1% | 20.18% |
| 6M | -2.72% | 46.71% |
| YTD | -19.43% | 2.31% |
| 1Y | -19.98% | 24.83% |
| 3Y (ann.) | -17.59% | 10.96% |
| 5Y (ann.) | -17.59% | 10.96% |
| Metric | 12254112:solusd:triple_med_gx:lsma90_135 | 12254112:SOLUSD |
|---|---|---|
| Max Drawdown | -35.87% | -61.75% |
| Longest DD Days | 307.0 | 269.0 |
| Avg. Drawdown | -22.59% | -16.47% |
| Avg. Drawdown Days | 232.0 | 44.0 |
| Recovery Factor | -0.65 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-10-16 | -35.87 | 307 |
| 2024-06-08 | 2024-11-11 | -9.31 | 156 |
| Metric | 12254112:solusd:triple_med_gx:lsma90_135 | 12254112:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -11.79% | -18.74% |
| Best Week | 10.57% | 25.06% |
| Worst Week | -10.8% | -26.95% |
| Best Month | 10.57% | 39.21% |
| Worst Month | -10.63% | -46.12% |
| Best Year | -4.88% | 12.78% |
| Worst Year | -19.43% | 2.31% |
| Avg. Up Day | 2.18% | 2.5% |
| Avg. Down Day | -2.46% | -3.21% |
| Avg. Up Week | 4.62% | 7.99% |
| Avg. Down Week | -5.52% | -8.76% |
| Avg. Up Month | 4.62% | 23.16% |
| Avg. Down Month | -6.17% | -19.04% |
| Win Days % | 44.26% | 48.8% |
| Win Month % | 33.33% | 58.82% |
| Win Week % | 37.5% | 50.68% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 0.0% | 100.0% |