| Metric | 12288960:solusd:triple_med_gx:lsma100_105 | 12288960:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -17.71% | 3.1% |
| Max Drawdown | -17.71% | -64.93% |
| Sharpe | -0.77 | 0.23 |
| Sortino | -0.86 | 0.34 |
| Payoff Ratio | 0.87 | 0.86 |
| Profit Factor | 0.45 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.12 | 0.44 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 298.66 | 1.81 |
| Outlier Loss Ratio | 2.99 | 2.07 |
| Volatility (ann.) | 5.44% | 43.08% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.9 | 0.04 |
| Skew | -10.85 | 0.64 |
| Kurtosis | 244.93 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.38% | 0.22% |
| Expected Yearly % | -9.29% | 1.54% |
| Kelly Criterion | -50.47% | -9.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -3.68% |
| Expected Shortfall (cVaR) | -0.48% | -3.68% |
| Year | 12288960:SOLUSD | 12288960:solusd:triple_med_gx:lsma100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -2.98 | -0.23 | - |
| 2025 | -8.87 | -15.19 | 1.71 | - |
| Metric | 12288960:solusd:triple_med_gx:lsma100_105 | 12288960:SOLUSD |
|---|---|---|
| MTD | -3.14% | 11.11% |
| 3M | -1.35% | 36.47% |
| 6M | -15.03% | -8.22% |
| YTD | -15.19% | -8.87% |
| 1Y | -13.9% | 7.09% |
| 3Y (ann.) | -15.9% | 2.75% |
| 5Y (ann.) | -15.9% | 2.75% |
| Metric | 12288960:solusd:triple_med_gx:lsma100_105 | 12288960:SOLUSD |
|---|---|---|
| Max Drawdown | -17.71% | -64.93% |
| Longest DD Days | 405.0 | 178.0 |
| Avg. Drawdown | -17.71% | -11.98% |
| Avg. Drawdown Days | 405.0 | 23.0 |
| Recovery Factor | -1.0 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-07-17 | -17.71 | 405 |
| Metric | 12288960:solusd:triple_med_gx:lsma100_105 | 12288960:SOLUSD |
|---|---|---|
| Best Day | 2.83% | 19.54% |
| Worst Day | -6.28% | -14.23% |
| Best Week | 2.94% | 21.25% |
| Worst Week | -13.87% | -17.1% |
| Best Month | 2.94% | 41.15% |
| Worst Month | -13.87% | -36.08% |
| Best Year | -2.98% | 13.13% |
| Worst Year | -15.19% | -8.87% |
| Avg. Up Day | 1.12% | 1.22% |
| Avg. Down Day | -1.28% | -1.41% |
| Avg. Up Week | 1.44% | 8.45% |
| Avg. Down Week | -4.09% | -9.29% |
| Avg. Up Month | 1.97% | 23.32% |
| Avg. Down Month | -6.27% | -16.48% |
| Win Days % | 29.79% | 49.3% |
| Win Month % | 27.27% | 57.14% |
| Win Week % | 30.77% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |