| Metric | 12256125:solusd:triple_med_gx:lsma290_140 | 12256125:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -17.7% | 19.47% |
| Max Drawdown | -41.59% | -64.93% |
| Sharpe | -0.16 | 0.29 |
| Sortino | -0.24 | 0.44 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 0.94 | 1.05 |
| Common Sense Ratio | 0.87 | 1.07 |
| CPC Index | 0.46 | 0.54 |
| Tail Ratio | 0.93 | 1.03 |
| Outlier Win Ratio | 35.32 | 2.61 |
| Outlier Loss Ratio | 3.18 | 2.83 |
| Volatility (ann.) | 16.04% | 42.69% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.35 | 0.24 |
| Skew | 3.03 | 0.62 |
| Kurtosis | 83.12 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.21% | 1.12% |
| Expected Yearly % | -9.28% | 9.3% |
| Kelly Criterion | -4.17% | 1.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -3.64% |
| Expected Shortfall (cVaR) | -1.39% | -3.64% |
| Year | 12256125:SOLUSD | 12256125:solusd:triple_med_gx:lsma290_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -22.83 | -1.74 | - |
| 2025 | 5.60 | 6.64 | 1.18 | + |
| Metric | 12256125:solusd:triple_med_gx:lsma290_140 | 12256125:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.99% | 26.39% |
| 6M | 17.9% | 38.87% |
| YTD | 6.64% | 5.6% |
| 1Y | 8.43% | 47.35% |
| 3Y (ann.) | -14.41% | 15.27% |
| 5Y (ann.) | -14.41% | 15.27% |
| Metric | 12256125:solusd:triple_med_gx:lsma290_140 | 12256125:SOLUSD |
|---|---|---|
| Max Drawdown | -41.59% | -64.93% |
| Longest DD Days | 452.0 | 224.0 |
| Avg. Drawdown | -11.26% | -11.98% |
| Avg. Drawdown Days | 114.0 | 26.0 |
| Recovery Factor | -0.43 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -41.59 | 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 | 12256125:solusd:triple_med_gx:lsma290_140 | 12256125:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 16.68% | 21.25% |
| Worst Week | -10.77% | -17.1% |
| Best Month | 16.46% | 41.15% |
| Worst Month | -15.01% | -36.08% |
| Best Year | 6.64% | 13.13% |
| Worst Year | -22.83% | 5.6% |
| Avg. Up Day | 1.47% | 1.49% |
| Avg. Down Day | -1.37% | -1.42% |
| Avg. Up Week | 8.35% | 9.39% |
| Avg. Down Week | -5.93% | -9.41% |
| Avg. Up Month | 9.94% | 14.4% |
| Avg. Down Month | -9.25% | -22.53% |
| Win Days % | 46.05% | 49.56% |
| Win Month % | 36.36% | 56.25% |
| Win Week % | 40.91% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |