| Metric | 12258298:solusd:triple_med_gx:lsma280_145 | 12258298:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -29.5% | 19.47% |
| Max Drawdown | -51.6% | -64.93% |
| Sharpe | -0.33 | 0.29 |
| Sortino | -0.45 | 0.44 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 0.87 | 1.05 |
| Common Sense Ratio | 0.65 | 1.07 |
| CPC Index | 0.4 | 0.54 |
| Tail Ratio | 0.75 | 1.03 |
| Outlier Win Ratio | 38.52 | 2.59 |
| Outlier Loss Ratio | 2.95 | 2.78 |
| Volatility (ann.) | 16.98% | 42.69% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.47 | 0.24 |
| Skew | 0.42 | 0.62 |
| Kurtosis | 103.32 | 8.27 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.16% | 1.12% |
| Expected Yearly % | -16.04% | 9.3% |
| Kelly Criterion | -8.97% | 0.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.64% |
| Expected Shortfall (cVaR) | -1.48% | -3.64% |
| Year | 12258298:SOLUSD | 12258298:solusd:triple_med_gx:lsma280_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -34.96 | -2.66 | - |
| 2025 | 5.60 | 8.40 | 1.50 | + |
| Metric | 12258298:solusd:triple_med_gx:lsma280_145 | 12258298:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.01% | 26.39% |
| 6M | 18.86% | 38.87% |
| YTD | 8.4% | 5.6% |
| 1Y | 5.31% | 47.35% |
| 3Y (ann.) | -24.36% | 15.27% |
| 5Y (ann.) | -24.36% | 15.27% |
| Metric | 12258298:solusd:triple_med_gx:lsma280_145 | 12258298:SOLUSD |
|---|---|---|
| Max Drawdown | -51.6% | -64.93% |
| Longest DD Days | 452.0 | 224.0 |
| Avg. Drawdown | -13.77% | -11.98% |
| Avg. Drawdown Days | 114.0 | 26.0 |
| Recovery Factor | -0.57 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -51.60 | 452 |
| 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 | 12258298:solusd:triple_med_gx:lsma280_145 | 12258298:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 17.53% | 21.25% |
| Worst Week | -22.42% | -17.1% |
| Best Month | 19.98% | 41.15% |
| Worst Month | -27.19% | -36.08% |
| Best Year | 8.4% | 13.13% |
| Worst Year | -34.96% | 5.6% |
| Avg. Up Day | 1.56% | 1.57% |
| Avg. Down Day | -1.48% | -1.52% |
| Avg. Up Week | 8.16% | 11.14% |
| Avg. Down Week | -5.1% | -8.52% |
| Avg. Up Month | 12.18% | 15.76% |
| Avg. Down Month | -12.53% | -22.53% |
| Win Days % | 44.11% | 49.56% |
| Win Month % | 27.27% | 56.25% |
| Win Week % | 39.13% | 53.73% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |