| Metric | 12258147:solusd:triple_med_gx:lsma85_145 | 12258147:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -41.26% | 19.47% |
| Max Drawdown | -46.55% | -64.93% |
| Sharpe | -0.74 | 0.29 |
| Sortino | -0.97 | 0.44 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 0.74 | 1.05 |
| Common Sense Ratio | 0.09 | 1.07 |
| CPC Index | 0.32 | 0.54 |
| Tail Ratio | 0.12 | 1.03 |
| Outlier Win Ratio | 49.76 | 2.58 |
| Outlier Loss Ratio | 3.33 | 2.88 |
| Volatility (ann.) | 13.2% | 42.69% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.74 | 0.24 |
| Skew | -1.04 | 0.62 |
| Kurtosis | 40.86 | 8.27 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -3.27% | 1.12% |
| Expected Yearly % | -23.36% | 9.3% |
| Kelly Criterion | -15.88% | 1.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -3.64% |
| Expected Shortfall (cVaR) | -1.16% | -3.64% |
| Year | 12258147:SOLUSD | 12258147:solusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -15.37 | -1.17 | - |
| 2025 | 5.60 | -30.59 | -5.46 | - |
| Metric | 12258147:solusd:triple_med_gx:lsma85_145 | 12258147:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 4.5% | 26.39% |
| 6M | -18.28% | 38.87% |
| YTD | -30.59% | 5.6% |
| 1Y | -37.61% | 47.35% |
| 3Y (ann.) | -34.62% | 15.27% |
| 5Y (ann.) | -34.62% | 15.27% |
| Metric | 12258147:solusd:triple_med_gx:lsma85_145 | 12258147:SOLUSD |
|---|---|---|
| Max Drawdown | -46.55% | -64.93% |
| Longest DD Days | 321.0 | 224.0 |
| Avg. Drawdown | -34.19% | -11.98% |
| Avg. Drawdown Days | 226.0 | 26.0 |
| Recovery Factor | -0.89 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-15 | 2025-09-01 | -46.55 | 321 |
| 2024-06-05 | 2024-10-14 | -21.82 | 131 |
| Metric | 12258147:solusd:triple_med_gx:lsma85_145 | 12258147:SOLUSD |
|---|---|---|
| Best Day | 6.48% | 19.54% |
| Worst Day | -9.18% | -14.23% |
| Best Week | 10.19% | 21.25% |
| Worst Week | -17.19% | -17.1% |
| Best Month | 9.12% | 41.15% |
| Worst Month | -17.19% | -36.08% |
| Best Year | -15.37% | 13.13% |
| Worst Year | -30.59% | 5.6% |
| Avg. Up Day | 1.46% | 1.48% |
| Avg. Down Day | -1.35% | -1.42% |
| Avg. Up Week | 5.75% | 7.58% |
| Avg. Down Week | -6.96% | -7.76% |
| Avg. Up Month | 5.28% | 21.62% |
| Avg. Down Month | -10.97% | -17.19% |
| Win Days % | 39.83% | 49.56% |
| Win Month % | 41.67% | 56.25% |
| Win Week % | 26.09% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |