| Metric | 12256014:solusd:triple_med_gx:lsma295_140 | 12256014:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -23.18% | 19.47% |
| Max Drawdown | -44.98% | -64.93% |
| Sharpe | -0.23 | 0.29 |
| Sortino | -0.33 | 0.44 |
| Payoff Ratio | 1.05 | 0.98 |
| Profit Factor | 0.92 | 1.05 |
| Common Sense Ratio | 0.87 | 1.07 |
| CPC Index | 0.45 | 0.51 |
| Tail Ratio | 0.94 | 1.03 |
| Outlier Win Ratio | 32.62 | 2.64 |
| Outlier Loss Ratio | 3.21 | 2.89 |
| Volatility (ann.) | 16.9% | 42.69% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.42 | 0.24 |
| Skew | 1.86 | 0.62 |
| Kurtosis | 74.48 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.63% | 1.12% |
| Expected Yearly % | -12.35% | 9.3% |
| Kelly Criterion | -4.93% | -1.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.64% |
| Expected Shortfall (cVaR) | -1.47% | -3.64% |
| Year | 12256014:SOLUSD | 12256014:solusd:triple_med_gx:lsma295_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -17.65 | -1.34 | - |
| 2025 | 5.60 | -6.71 | -1.20 | - |
| Metric | 12256014:solusd:triple_med_gx:lsma295_140 | 12256014:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.96% | 26.39% |
| 6M | 7.84% | 38.87% |
| YTD | -6.71% | 5.6% |
| 1Y | 7.5% | 47.35% |
| 3Y (ann.) | -18.99% | 15.27% |
| 5Y (ann.) | -18.99% | 15.27% |
| Metric | 12256014:solusd:triple_med_gx:lsma295_140 | 12256014:SOLUSD |
|---|---|---|
| Max Drawdown | -44.98% | -64.93% |
| Longest DD Days | 452.0 | 224.0 |
| Avg. Drawdown | -12.11% | -11.98% |
| Avg. Drawdown Days | 114.0 | 26.0 |
| Recovery Factor | -0.52 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -44.98 | 452 |
| 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 | 12256014:solusd:triple_med_gx:lsma295_140 | 12256014:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -15.13% | -17.1% |
| Best Month | 16.91% | 41.15% |
| Worst Month | -20.41% | -36.08% |
| Best Year | -6.71% | 13.13% |
| Worst Year | -17.65% | 5.6% |
| Avg. Up Day | 1.45% | 1.46% |
| Avg. Down Day | -1.38% | -1.48% |
| Avg. Up Week | 5.92% | 8.16% |
| Avg. Down Week | -5.88% | -8.23% |
| Avg. Up Month | 8.06% | 19.75% |
| Avg. Down Month | -11.54% | -22.53% |
| Win Days % | 46.25% | 49.56% |
| Win Month % | 45.45% | 56.25% |
| Win Week % | 45.83% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |