| Metric | 12254163:solusd:triple_med_gx:lsma100_135 | 12254163:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -7.7% | 19.47% |
| Max Drawdown | -27.18% | -64.93% |
| Sharpe | -0.11 | 0.29 |
| Sortino | -0.16 | 0.44 |
| Payoff Ratio | 1.2 | 1.06 |
| Profit Factor | 0.95 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.48 | 0.55 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 70.53 | 2.46 |
| Outlier Loss Ratio | 3.23 | 2.62 |
| Volatility (ann.) | 10.0% | 42.69% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.23 | 0.24 |
| Skew | 1.42 | 0.62 |
| Kurtosis | 51.17 | 8.27 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.5% | 1.12% |
| Expected Yearly % | -3.93% | 9.3% |
| Kelly Criterion | -5.41% | 1.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -3.64% |
| Expected Shortfall (cVaR) | -0.86% | -3.64% |
| Year | 12254163:SOLUSD | 12254163:solusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -13.65 | -1.04 | - |
| 2025 | 5.60 | 6.88 | 1.23 | + |
| Metric | 12254163:solusd:triple_med_gx:lsma100_135 | 12254163:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 18.48% | 26.39% |
| 6M | 24.52% | 38.87% |
| YTD | 6.88% | 5.6% |
| 1Y | -7.16% | 47.35% |
| 3Y (ann.) | -6.2% | 15.27% |
| 5Y (ann.) | -6.2% | 15.27% |
| Metric | 12254163:solusd:triple_med_gx:lsma100_135 | 12254163:SOLUSD |
|---|---|---|
| Max Drawdown | -27.18% | -64.93% |
| Longest DD Days | 447.0 | 224.0 |
| Avg. Drawdown | -13.79% | -11.98% |
| Avg. Drawdown Days | 224.0 | 26.0 |
| Recovery Factor | -0.28 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-09-01 | -27.18 | 447 |
| 2024-06-10 | 2024-06-10 | -0.41 | 0 |
| Metric | 12254163:solusd:triple_med_gx:lsma100_135 | 12254163:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -4.73% | -14.23% |
| Best Week | 16.04% | 21.25% |
| Worst Week | -15.59% | -17.1% |
| Best Month | 16.04% | 41.15% |
| Worst Month | -14.61% | -36.08% |
| Best Year | 6.88% | 13.13% |
| Worst Year | -13.65% | 5.6% |
| Avg. Up Day | 1.57% | 1.58% |
| Avg. Down Day | -1.31% | -1.5% |
| Avg. Up Week | 4.2% | 7.59% |
| Avg. Down Week | -5.27% | -9.42% |
| Avg. Up Month | 6.16% | 19.24% |
| Avg. Down Month | -8.44% | -22.99% |
| Win Days % | 42.47% | 49.56% |
| Win Month % | 46.15% | 56.25% |
| Win Week % | 45.0% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |