| Metric | 12258245:solusd:triple_med_gx:lsma270_145 | 12258245:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -10.66% | 19.47% |
| Max Drawdown | -40.37% | -64.93% |
| Sharpe | -0.07 | 0.29 |
| Sortino | -0.11 | 0.44 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 0.97 | 1.05 |
| Common Sense Ratio | 1.06 | 1.07 |
| CPC Index | 0.48 | 0.54 |
| Tail Ratio | 1.09 | 1.03 |
| Outlier Win Ratio | 40.11 | 2.57 |
| Outlier Loss Ratio | 3.09 | 2.74 |
| Volatility (ann.) | 15.26% | 42.69% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.21 | 0.24 |
| Skew | 3.43 | 0.62 |
| Kurtosis | 100.31 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.7% | 1.12% |
| Expected Yearly % | -5.48% | 9.3% |
| Kelly Criterion | -3.74% | 1.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.64% |
| Expected Shortfall (cVaR) | -1.32% | -3.64% |
| Year | 12258245:SOLUSD | 12258245:solusd:triple_med_gx:lsma270_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -14.95 | -1.14 | - |
| 2025 | 5.60 | 5.04 | 0.90 | - |
| Metric | 12258245:solusd:triple_med_gx:lsma270_145 | 12258245:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -9.71% | 26.39% |
| 6M | 25.36% | 38.87% |
| YTD | 5.04% | 5.6% |
| 1Y | 10.73% | 47.35% |
| 3Y (ann.) | -8.61% | 15.27% |
| 5Y (ann.) | -8.61% | 15.27% |
| Metric | 12258245:solusd:triple_med_gx:lsma270_145 | 12258245:SOLUSD |
|---|---|---|
| Max Drawdown | -40.37% | -64.93% |
| Longest DD Days | 351.0 | 224.0 |
| Avg. Drawdown | -12.1% | -11.98% |
| Avg. Drawdown Days | 91.0 | 26.0 |
| Recovery Factor | -0.26 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-22 | -40.37 | 351 |
| 2025-05-23 | 2025-09-01 | -16.70 | 101 |
| 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 | 12258245:solusd:triple_med_gx:lsma270_145 | 12258245:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 17.47% | 21.25% |
| Worst Week | -15.13% | -17.1% |
| Best Month | 19.22% | 41.15% |
| Worst Month | -17.04% | -36.08% |
| Best Year | 5.04% | 13.13% |
| Worst Year | -14.95% | 5.6% |
| Avg. Up Day | 1.51% | 1.53% |
| Avg. Down Day | -1.4% | -1.46% |
| Avg. Up Week | 4.84% | 10.46% |
| Avg. Down Week | -5.06% | -9.31% |
| Avg. Up Month | 14.53% | 11.64% |
| Avg. Down Month | -9.01% | -22.53% |
| Win Days % | 46.18% | 49.56% |
| Win Month % | 27.27% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |