| Metric | 12256025:solusd:triple_med_gx:lsma80_140 | 12256025:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -36.35% | 19.47% |
| Max Drawdown | -41.93% | -64.93% |
| Sharpe | -0.59 | 0.29 |
| Sortino | -0.79 | 0.44 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 0.79 | 1.05 |
| Common Sense Ratio | 0.26 | 1.07 |
| CPC Index | 0.35 | 0.56 |
| Tail Ratio | 0.33 | 1.03 |
| Outlier Win Ratio | 45.6 | 2.6 |
| Outlier Loss Ratio | 3.35 | 2.88 |
| Volatility (ann.) | 13.61% | 42.69% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.72 | 0.24 |
| Skew | -0.9 | 0.62 |
| Kurtosis | 37.5 | 8.27 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.78% | 1.12% |
| Expected Yearly % | -20.22% | 9.3% |
| Kelly Criterion | -13.58% | 2.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.64% |
| Expected Shortfall (cVaR) | -1.19% | -3.64% |
| Year | 12256025:SOLUSD | 12256025:solusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -10.39 | -0.79 | - |
| 2025 | 5.60 | -28.97 | -5.17 | - |
| Metric | 12256025:solusd:triple_med_gx:lsma80_140 | 12256025:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 1.85% | 26.39% |
| 6M | -15.79% | 38.87% |
| YTD | -28.97% | 5.6% |
| 1Y | -34.08% | 47.35% |
| 3Y (ann.) | -30.29% | 15.27% |
| 5Y (ann.) | -30.29% | 15.27% |
| Metric | 12256025:solusd:triple_med_gx:lsma80_140 | 12256025:SOLUSD |
|---|---|---|
| Max Drawdown | -41.93% | -64.93% |
| Longest DD Days | 321.0 | 224.0 |
| Avg. Drawdown | -20.32% | -11.98% |
| Avg. Drawdown Days | 150.0 | 26.0 |
| Recovery Factor | -0.87 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-15 | 2025-09-01 | -41.93 | 321 |
| 2024-06-05 | 2024-10-14 | -18.49 | 130 |
| 2024-06-05 | 2024-06-05 | -0.53 | 0 |
| Metric | 12256025:solusd:triple_med_gx:lsma80_140 | 12256025:SOLUSD |
|---|---|---|
| Best Day | 6.48% | 19.54% |
| Worst Day | -9.18% | -14.23% |
| Best Week | 10.45% | 21.25% |
| Worst Week | -13.72% | -17.1% |
| Best Month | 12.34% | 41.15% |
| Worst Month | -15.65% | -36.08% |
| Best Year | -10.39% | 13.13% |
| Worst Year | -28.97% | 5.6% |
| Avg. Up Day | 1.49% | 1.51% |
| Avg. Down Day | -1.36% | -1.39% |
| Avg. Up Week | 5.54% | 9.45% |
| Avg. Down Week | -7.03% | -8.43% |
| Avg. Up Month | 6.56% | 15.11% |
| Avg. Down Month | -7.16% | -17.85% |
| Win Days % | 40.71% | 49.56% |
| Win Month % | 25.0% | 56.25% |
| Win Week % | 30.43% | 53.73% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |