| Metric | 12256194:solusd:triple_med_gx:lsma85_140 | 12256194:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -32.72% | 15.38% |
| Max Drawdown | -44.86% | -64.93% |
| Sharpe | -0.51 | 0.27 |
| Sortino | -0.67 | 0.4 |
| Payoff Ratio | 1.09 | 1.01 |
| Profit Factor | 0.81 | 1.04 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.36 | 0.52 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 53.54 | 2.63 |
| Outlier Loss Ratio | 3.12 | 2.79 |
| Volatility (ann.) | 12.62% | 42.23% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.56 | 0.17 |
| Skew | -1.29 | 0.58 |
| Kurtosis | 44.64 | 8.14 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.3% | 0.85% |
| Expected Yearly % | -17.98% | 7.42% |
| Kelly Criterion | -12.16% | -0.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -3.6% |
| Expected Shortfall (cVaR) | -1.1% | -3.6% |
| Year | 12256194:SOLUSD | 12256194:solusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -8.01 | -0.61 | - |
| 2025 | 1.99 | -26.87 | -13.53 | - |
| Metric | 12256194:solusd:triple_med_gx:lsma85_140 | 12256194:SOLUSD |
|---|---|---|
| MTD | -0.08% | -7.75% |
| 3M | 13.52% | 17.41% |
| 6M | -6.13% | 52.72% |
| YTD | -26.87% | 1.99% |
| 1Y | -30.08% | 24.46% |
| 3Y (ann.) | -25.04% | 10.96% |
| 5Y (ann.) | -25.04% | 10.96% |
| Metric | 12256194:solusd:triple_med_gx:lsma85_140 | 12256194:SOLUSD |
|---|---|---|
| Max Drawdown | -44.86% | -64.93% |
| Longest DD Days | 307.0 | 269.0 |
| Avg. Drawdown | -14.51% | -11.98% |
| Avg. Drawdown Days | 99.0 | 29.0 |
| Recovery Factor | -0.73 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-10-16 | -44.86 | 307 |
| 2024-06-07 | 2024-06-27 | -16.40 | 20 |
| 2024-06-28 | 2024-12-11 | -10.10 | 166 |
| 2024-12-12 | 2024-12-12 | -0.85 | 0 |
| 2024-12-11 | 2024-12-12 | -0.35 | 0 |
| Metric | 12256194:solusd:triple_med_gx:lsma85_140 | 12256194:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 11.64% | 21.25% |
| Worst Week | -15.45% | -18.95% |
| Best Month | 11.61% | 41.15% |
| Worst Month | -15.25% | -36.08% |
| Best Year | -8.01% | 13.13% |
| Worst Year | -26.87% | 1.99% |
| Avg. Up Day | 1.52% | 1.53% |
| Avg. Down Day | -1.39% | -1.51% |
| Avg. Up Week | 5.08% | 8.69% |
| Avg. Down Week | -6.26% | -8.48% |
| Avg. Up Month | 4.29% | 19.29% |
| Avg. Down Month | -6.97% | -16.41% |
| Win Days % | 41.56% | 49.58% |
| Win Month % | 40.0% | 58.82% |
| Win Week % | 42.31% | 53.42% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 0.0% | 100.0% |