| Metric | 12256008:solusd:triple_med_gx:lsma275_140 | 12256008:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -8.47% | 19.47% |
| Max Drawdown | -38.37% | -64.93% |
| Sharpe | -0.03 | 0.29 |
| Sortino | -0.04 | 0.44 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 0.99 | 1.05 |
| Common Sense Ratio | 1.06 | 1.07 |
| CPC Index | 0.51 | 0.55 |
| Tail Ratio | 1.07 | 1.03 |
| Outlier Win Ratio | 35.64 | 2.61 |
| Outlier Loss Ratio | 3.18 | 2.78 |
| Volatility (ann.) | 16.12% | 42.69% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.18 | 0.24 |
| Skew | 2.45 | 0.62 |
| Kurtosis | 88.25 | 8.27 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.55% | 1.12% |
| Expected Yearly % | -4.33% | 9.3% |
| Kelly Criterion | -1.94% | 1.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -3.64% |
| Expected Shortfall (cVaR) | -1.39% | -3.64% |
| Year | 12256008:SOLUSD | 12256008:solusd:triple_med_gx:lsma275_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -9.48 | -0.72 | - |
| 2025 | 5.60 | 1.12 | 0.20 | - |
| Metric | 12256008:solusd:triple_med_gx:lsma275_140 | 12256008:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.51% | 26.39% |
| 6M | 14.7% | 38.87% |
| YTD | 1.12% | 5.6% |
| 1Y | 17.28% | 47.35% |
| 3Y (ann.) | -6.82% | 15.27% |
| 5Y (ann.) | -6.82% | 15.27% |
| Metric | 12256008:solusd:triple_med_gx:lsma275_140 | 12256008:SOLUSD |
|---|---|---|
| Max Drawdown | -38.37% | -64.93% |
| Longest DD Days | 350.0 | 224.0 |
| Avg. Drawdown | -11.57% | -11.98% |
| Avg. Drawdown Days | 91.0 | 26.0 |
| Recovery Factor | -0.22 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-22 | -38.37 | 350 |
| 2025-05-23 | 2025-09-01 | -16.02 | 101 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12256008:solusd:triple_med_gx:lsma275_140 | 12256008:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -12.35% | -17.1% |
| Best Month | 22.31% | 41.15% |
| Worst Month | -15.4% | -36.08% |
| Best Year | 1.12% | 13.13% |
| Worst Year | -9.48% | 5.6% |
| Avg. Up Day | 1.52% | 1.53% |
| Avg. Down Day | -1.36% | -1.45% |
| Avg. Up Week | 6.73% | 8.07% |
| Avg. Down Week | -4.81% | -8.23% |
| Avg. Up Month | 8.92% | 19.75% |
| Avg. Down Month | -11.83% | -23.19% |
| Win Days % | 46.07% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 43.48% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |