| Metric | 12255358:solusd:triple_med_gx:lsma140_135 | 12255358:SOLUSD |
|---|---|---|
| Time in Market | 1.0% | 100.0% |
| Cumulative Return | -0.71% | 3.1% |
| Max Drawdown | -5.61% | -64.93% |
| Sharpe | -0.03 | 0.23 |
| Sortino | -0.04 | 0.34 |
| Payoff Ratio | 1.76 | 1.57 |
| Profit Factor | 0.94 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.48 | 0.8 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 603.48 | 1.81 |
| Outlier Loss Ratio | 3.65 | 2.01 |
| Volatility (ann.) | 3.36% | 43.08% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.11 | 0.04 |
| Skew | -8.41 | 0.64 |
| Kurtosis | 662.8 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.05% | 0.22% |
| Expected Yearly % | -0.36% | 1.54% |
| Kelly Criterion | -11.94% | 17.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -3.68% |
| Expected Shortfall (cVaR) | -0.29% | -3.68% |
| Year | 12255358:SOLUSD | 12255358:solusd:triple_med_gx:lsma140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -2.50 | -0.19 | - |
| 2025 | -8.87 | 1.83 | -0.21 | + |
| Metric | 12255358:solusd:triple_med_gx:lsma140_135 | 12255358:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.2% | 36.47% |
| 6M | 1.83% | -8.22% |
| YTD | 1.83% | -8.87% |
| 1Y | 5.0% | 7.09% |
| 3Y (ann.) | -0.63% | 2.75% |
| 5Y (ann.) | -0.63% | 2.75% |
| Metric | 12255358:solusd:triple_med_gx:lsma140_135 | 12255358:SOLUSD |
|---|---|---|
| Max Drawdown | -5.61% | -64.93% |
| Longest DD Days | 374.0 | 178.0 |
| Avg. Drawdown | -5.61% | -11.98% |
| Avg. Drawdown Days | 374.0 | 23.0 |
| Recovery Factor | -0.13 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-07-17 | -5.61 | 374 |
| Metric | 12255358:solusd:triple_med_gx:lsma140_135 | 12255358:SOLUSD |
|---|---|---|
| Best Day | 4.05% | 19.54% |
| Worst Day | -5.27% | -14.23% |
| Best Week | 3.2% | 21.25% |
| Worst Week | -5.44% | -17.1% |
| Best Month | 3.2% | 41.15% |
| Worst Month | -5.44% | -36.08% |
| Best Year | 1.83% | 13.13% |
| Worst Year | -2.5% | -8.87% |
| Avg. Up Day | 1.97% | 2.01% |
| Avg. Down Day | -1.11% | -1.28% |
| Avg. Up Week | 2.11% | 2.39% |
| Avg. Down Week | -1.33% | -4.16% |
| Avg. Up Month | 1.54% | 11.57% |
| Avg. Down Month | -1.33% | -15.91% |
| Win Days % | 28.57% | 49.3% |
| Win Month % | 60.0% | 57.14% |
| Win Week % | 60.0% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |