| Metric | 12246059:solusd:triple_med_gx:lsma290_115 | 12246059:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -26.86% | 19.47% |
| Max Drawdown | -46.79% | -64.93% |
| Sharpe | -0.24 | 0.29 |
| Sortino | -0.34 | 0.44 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 0.91 | 1.05 |
| Common Sense Ratio | 0.9 | 1.07 |
| CPC Index | 0.44 | 0.52 |
| Tail Ratio | 0.98 | 1.03 |
| Outlier Win Ratio | 30.77 | 2.74 |
| Outlier Loss Ratio | 3.11 | 2.99 |
| Volatility (ann.) | 18.64% | 42.69% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.47 | 0.24 |
| Skew | 0.3 | 0.62 |
| Kurtosis | 73.38 | 8.27 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.94% | 1.12% |
| Expected Yearly % | -14.48% | 9.3% |
| Kelly Criterion | -5.93% | -0.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -3.64% |
| Expected Shortfall (cVaR) | -1.62% | -3.64% |
| Year | 12246059:SOLUSD | 12246059:solusd:triple_med_gx:lsma290_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -34.33 | -2.61 | - |
| 2025 | 5.60 | 11.37 | 2.03 | + |
| Metric | 12246059:solusd:triple_med_gx:lsma290_115 | 12246059:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -13.48% | 26.39% |
| 6M | 10.42% | 38.87% |
| YTD | 11.37% | 5.6% |
| 1Y | 17.91% | 47.35% |
| 3Y (ann.) | -22.1% | 15.27% |
| 5Y (ann.) | -22.1% | 15.27% |
| Metric | 12246059:solusd:triple_med_gx:lsma290_115 | 12246059:SOLUSD |
|---|---|---|
| Max Drawdown | -46.79% | -64.93% |
| Longest DD Days | 452.0 | 224.0 |
| Avg. Drawdown | -12.56% | -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 | -46.79 | 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 | 12246059:solusd:triple_med_gx:lsma290_115 | 12246059:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -22.42% | -17.1% |
| Best Month | 18.96% | 41.15% |
| Worst Month | -31.05% | -36.08% |
| Best Year | 11.37% | 13.13% |
| Worst Year | -34.33% | 5.6% |
| Avg. Up Day | 1.56% | 1.57% |
| Avg. Down Day | -1.49% | -1.55% |
| Avg. Up Week | 7.61% | 13.92% |
| Avg. Down Week | -6.53% | -9.31% |
| Avg. Up Month | 9.4% | 21.15% |
| Avg. Down Month | -13.0% | -22.53% |
| Win Days % | 45.9% | 49.56% |
| Win Month % | 41.67% | 56.25% |
| Win Week % | 46.43% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |