| Metric | 12254159:solusd:triple_med_gx:lsma90_135 | 12254159:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -17.55% | 15.38% |
| Max Drawdown | -26.53% | -61.75% |
| Sharpe | -0.55 | 0.55 |
| Sortino | -0.75 | 0.81 |
| Payoff Ratio | 0.93 | 1.03 |
| Profit Factor | 0.79 | 1.08 |
| Common Sense Ratio | 0.24 | 1.17 |
| CPC Index | 0.32 | 0.54 |
| Tail Ratio | 0.31 | 1.08 |
| Outlier Win Ratio | 61.06 | 2.22 |
| Outlier Loss Ratio | 3.22 | 2.25 |
| Volatility (ann.) | 21.46% | 85.83% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.49 | 0.18 |
| Skew | 0.77 | 0.14 |
| Kurtosis | 49.95 | 3.01 |
| Expected Daily % | -0.04% | 0.03% |
| Expected Monthly % | -1.13% | 0.85% |
| Expected Yearly % | -9.2% | 7.42% |
| Kelly Criterion | -15.26% | -1.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -7.26% |
| Expected Shortfall (cVaR) | -1.88% | -7.26% |
| Year | 12254159:SOLUSD | 12254159:solusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -6.25 | -0.49 | - |
| 2025 | 2.31 | -12.05 | -5.23 | - |
| Metric | 12254159:solusd:triple_med_gx:lsma90_135 | 12254159:SOLUSD |
|---|---|---|
| MTD | -4.36% | -8.37% |
| 3M | 4.72% | 20.18% |
| 6M | -5.04% | 46.71% |
| YTD | -12.05% | 2.31% |
| 1Y | -19.22% | 24.83% |
| 3Y (ann.) | -13.09% | 10.96% |
| 5Y (ann.) | -13.09% | 10.96% |
| Metric | 12254159:solusd:triple_med_gx:lsma90_135 | 12254159:SOLUSD |
|---|---|---|
| Max Drawdown | -26.53% | -61.75% |
| Longest DD Days | 396.0 | 269.0 |
| Avg. Drawdown | -9.23% | -16.47% |
| Avg. Drawdown Days | 105.0 | 44.0 |
| Recovery Factor | -0.66 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-15 | 2025-10-16 | -26.53 | 396 |
| 2024-06-09 | 2024-06-28 | -6.57 | 19 |
| 2024-08-16 | 2024-08-19 | -2.66 | 3 |
| 2024-09-13 | 2024-09-14 | -1.17 | 1 |
| Metric | 12254159:solusd:triple_med_gx:lsma90_135 | 12254159:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -9.82% | -18.74% |
| Best Week | 11.7% | 25.06% |
| Worst Week | -13.89% | -26.95% |
| Best Month | 11.7% | 39.21% |
| Worst Month | -13.89% | -46.12% |
| Best Year | -6.25% | 12.78% |
| Worst Year | -12.05% | 2.31% |
| Avg. Up Day | 2.25% | 2.69% |
| Avg. Down Day | -2.41% | -2.62% |
| Avg. Up Week | 4.79% | 8.81% |
| Avg. Down Week | -5.73% | -8.56% |
| Avg. Up Month | 4.27% | 14.67% |
| Avg. Down Month | -8.1% | -19.8% |
| Win Days % | 44.44% | 48.8% |
| Win Month % | 40.0% | 58.82% |
| Win Week % | 37.5% | 50.68% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 100.0% |