| Metric | 12254160:solusd:triple_med_gx:lsma85_135 | 12254160:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -26.78% | 15.38% |
| Max Drawdown | -40.55% | -61.75% |
| Sharpe | -0.82 | 0.55 |
| Sortino | -1.11 | 0.81 |
| Payoff Ratio | 1.0 | 0.87 |
| Profit Factor | 0.72 | 1.08 |
| Common Sense Ratio | 0.28 | 1.17 |
| CPC Index | 0.3 | 0.46 |
| Tail Ratio | 0.39 | 1.08 |
| Outlier Win Ratio | 52.1 | 2.33 |
| Outlier Loss Ratio | 3.48 | 2.53 |
| Volatility (ann.) | 23.97% | 85.83% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.5 | 0.18 |
| Skew | 0.22 | 0.14 |
| Kurtosis | 35.6 | 3.01 |
| Expected Daily % | -0.06% | 0.03% |
| Expected Monthly % | -1.82% | 0.85% |
| Expected Yearly % | -14.43% | 7.42% |
| Kelly Criterion | -16.02% | -10.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.12% | -7.26% |
| Expected Shortfall (cVaR) | -2.12% | -7.26% |
| Year | 12254160:SOLUSD | 12254160:solusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -4.78 | -0.37 | - |
| 2025 | 2.31 | -23.11 | -10.02 | - |
| Metric | 12254160:solusd:triple_med_gx:lsma85_135 | 12254160:SOLUSD |
|---|---|---|
| MTD | -5.87% | -8.37% |
| 3M | 3.94% | 20.18% |
| 6M | -14.67% | 46.71% |
| YTD | -23.11% | 2.31% |
| 1Y | -31.96% | 24.83% |
| 3Y (ann.) | -20.28% | 10.96% |
| 5Y (ann.) | -20.28% | 10.96% |
| Metric | 12254160:solusd:triple_med_gx:lsma85_135 | 12254160:SOLUSD |
|---|---|---|
| Max Drawdown | -40.55% | -61.75% |
| Longest DD Days | 307.0 | 269.0 |
| Avg. Drawdown | -7.91% | -16.47% |
| Avg. Drawdown Days | 60.0 | 44.0 |
| Recovery Factor | -0.66 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-10-16 | -40.55 | 307 |
| 2024-06-08 | 2024-06-28 | -9.31 | 20 |
| 2024-08-15 | 2024-08-19 | -2.54 | 4 |
| 2024-10-17 | 2024-11-10 | -1.01 | 24 |
| 2024-09-15 | 2024-10-16 | -0.85 | 31 |
| 2024-09-13 | 2024-09-14 | -0.60 | 1 |
| 2024-11-11 | 2024-12-12 | -0.48 | 31 |
| Metric | 12254160:solusd:triple_med_gx:lsma85_135 | 12254160:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -9.82% | -18.74% |
| Best Week | 12.25% | 25.06% |
| Worst Week | -14.47% | -26.95% |
| Best Month | 11.49% | 39.21% |
| Worst Month | -15.1% | -46.12% |
| Best Year | -4.78% | 12.78% |
| Worst Year | -23.11% | 2.31% |
| Avg. Up Day | 2.46% | 2.92% |
| Avg. Down Day | -2.47% | -3.36% |
| Avg. Up Week | 5.14% | 7.41% |
| Avg. Down Week | -7.57% | -8.37% |
| Avg. Up Month | 3.84% | 19.51% |
| Avg. Down Month | -11.8% | -19.8% |
| Win Days % | 42.11% | 48.8% |
| Win Month % | 46.67% | 58.82% |
| Win Week % | 44.44% | 50.68% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 100.0% |