| Metric | 12256194:solusd:triple_med_gx:lsma85_140 | 12256194:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -32.72% | 15.38% |
| Max Drawdown | -44.19% | -61.75% |
| Sharpe | -0.91 | 0.55 |
| Sortino | -1.17 | 0.81 |
| Payoff Ratio | 0.81 | 0.87 |
| Profit Factor | 0.68 | 1.08 |
| Common Sense Ratio | 0.38 | 1.17 |
| CPC Index | 0.25 | 0.46 |
| Tail Ratio | 0.55 | 1.08 |
| Outlier Win Ratio | 54.54 | 2.45 |
| Outlier Loss Ratio | 2.77 | 2.54 |
| Volatility (ann.) | 27.32% | 85.83% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.57 | 0.18 |
| Skew | -1.32 | 0.14 |
| Kurtosis | 43.15 | 3.01 |
| Expected Daily % | -0.08% | 0.03% |
| Expected Monthly % | -2.3% | 0.85% |
| Expected Yearly % | -17.98% | 7.42% |
| Kelly Criterion | -21.45% | -10.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.42% | -7.26% |
| Expected Shortfall (cVaR) | -2.42% | -7.26% |
| Year | 12256194:SOLUSD | 12256194:solusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -8.29 | -0.65 | - |
| 2025 | 2.31 | -26.64 | -11.55 | - |
| Metric | 12256194:solusd:triple_med_gx:lsma85_140 | 12256194:SOLUSD |
|---|---|---|
| MTD | -0.08% | -8.37% |
| 3M | 13.52% | 20.18% |
| 6M | -6.13% | 46.71% |
| YTD | -26.64% | 2.31% |
| 1Y | -29.88% | 24.83% |
| 3Y (ann.) | -25.04% | 10.96% |
| 5Y (ann.) | -25.04% | 10.96% |
| Metric | 12256194:solusd:triple_med_gx:lsma85_140 | 12256194:SOLUSD |
|---|---|---|
| Max Drawdown | -44.19% | -61.75% |
| Longest DD Days | 307.0 | 269.0 |
| Avg. Drawdown | -30.3% | -16.47% |
| Avg. Drawdown Days | 248.0 | 44.0 |
| Recovery Factor | -0.74 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-10-16 | -44.19 | 307 |
| 2024-06-07 | 2024-12-12 | -16.40 | 188 |
| Metric | 12256194:solusd:triple_med_gx:lsma85_140 | 12256194:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -14.49% | -18.74% |
| Best Week | 11.64% | 25.06% |
| Worst Week | -13.75% | -26.95% |
| Best Month | 11.61% | 39.21% |
| Worst Month | -15.25% | -46.12% |
| Best Year | -8.29% | 12.78% |
| Worst Year | -26.64% | 2.31% |
| Avg. Up Day | 2.43% | 2.88% |
| Avg. Down Day | -3.01% | -3.31% |
| Avg. Up Week | 3.95% | 8.54% |
| Avg. Down Week | -6.39% | -8.3% |
| Avg. Up Month | 4.34% | 18.68% |
| Avg. Down Month | -6.83% | -17.52% |
| Win Days % | 45.71% | 48.8% |
| Win Month % | 40.0% | 58.82% |
| Win Week % | 46.15% | 50.68% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 0.0% | 100.0% |