| Metric | 12256196:solusd:triple_med_gx:lsma95_140 | 12256196:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -16.44% | 15.38% |
| Max Drawdown | -33.84% | -64.93% |
| Sharpe | -0.26 | 0.27 |
| Sortino | -0.36 | 0.4 |
| Payoff Ratio | 1.13 | 1.0 |
| Profit Factor | 0.89 | 1.04 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.43 | 0.52 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 63.01 | 2.5 |
| Outlier Loss Ratio | 3.23 | 2.63 |
| Volatility (ann.) | 10.57% | 42.23% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.36 | 0.17 |
| Skew | 0.75 | 0.58 |
| Kurtosis | 44.74 | 8.14 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.05% | 0.85% |
| Expected Yearly % | -8.59% | 7.42% |
| Kelly Criterion | -7.34% | -0.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -3.6% |
| Expected Shortfall (cVaR) | -0.92% | -3.6% |
| Year | 12256196:SOLUSD | 12256196:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -4.96 | -0.38 | - |
| 2025 | 1.99 | -12.08 | -6.08 | - |
| Metric | 12256196:solusd:triple_med_gx:lsma95_140 | 12256196:SOLUSD |
|---|---|---|
| MTD | 2.71% | -7.75% |
| 3M | 13.57% | 17.41% |
| 6M | 3.5% | 52.72% |
| YTD | -12.08% | 1.99% |
| 1Y | -20.75% | 24.46% |
| 3Y (ann.) | -12.24% | 10.96% |
| 5Y (ann.) | -12.24% | 10.96% |
| Metric | 12256196:solusd:triple_med_gx:lsma95_140 | 12256196:SOLUSD |
|---|---|---|
| Max Drawdown | -33.84% | -64.93% |
| Longest DD Days | 475.0 | 269.0 |
| Avg. Drawdown | -11.64% | -11.98% |
| Avg. Drawdown Days | 123.0 | 29.0 |
| Recovery Factor | -0.49 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2025-10-16 | -33.84 | 475 |
| 2024-06-10 | 2024-06-27 | -9.25 | 16 |
| 2024-06-08 | 2024-06-09 | -1.80 | 1 |
| 2024-06-10 | 2024-06-10 | -1.68 | 0 |
| Metric | 12256196:solusd:triple_med_gx:lsma95_140 | 12256196:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 12.16% | 21.25% |
| Worst Week | -15.45% | -18.95% |
| Best Month | 12.16% | 41.15% |
| Worst Month | -14.96% | -36.08% |
| Best Year | -4.96% | 13.13% |
| Worst Year | -12.08% | 1.99% |
| Avg. Up Day | 1.43% | 1.45% |
| Avg. Down Day | -1.27% | -1.44% |
| Avg. Up Week | 4.22% | 8.3% |
| Avg. Down Week | -3.45% | -8.98% |
| Avg. Up Month | 4.94% | 17.34% |
| Avg. Down Month | -5.98% | -18.96% |
| Win Days % | 43.01% | 49.58% |
| Win Month % | 33.33% | 58.82% |
| Win Week % | 34.78% | 53.42% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 0.0% | 100.0% |