| Metric | 12250058:solusd:triple_med_gx:lsma265_125 | 12250058:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -14.51% | 19.47% |
| Max Drawdown | -34.41% | -64.93% |
| Sharpe | -0.08 | 0.29 |
| Sortino | -0.12 | 0.44 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 0.97 | 1.05 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.48 | 0.56 |
| Tail Ratio | 1.02 | 1.03 |
| Outlier Win Ratio | 34.12 | 2.73 |
| Outlier Loss Ratio | 3.1 | 2.96 |
| Volatility (ann.) | 18.07% | 42.69% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.34 | 0.24 |
| Skew | 0.5 | 0.62 |
| Kurtosis | 83.36 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.97% | 1.12% |
| Expected Yearly % | -7.54% | 9.3% |
| Kelly Criterion | -4.13% | 3.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.64% |
| Expected Shortfall (cVaR) | -1.56% | -3.64% |
| Year | 12250058:SOLUSD | 12250058:solusd:triple_med_gx:lsma265_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -24.51 | -1.87 | - |
| 2025 | 5.60 | 13.25 | 2.36 | + |
| Metric | 12250058:solusd:triple_med_gx:lsma265_125 | 12250058:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -14.65% | 26.39% |
| 6M | 6.34% | 38.87% |
| YTD | 13.25% | 5.6% |
| 1Y | 17.34% | 47.35% |
| 3Y (ann.) | -11.77% | 15.27% |
| 5Y (ann.) | -11.77% | 15.27% |
| Metric | 12250058:solusd:triple_med_gx:lsma265_125 | 12250058:SOLUSD |
|---|---|---|
| Max Drawdown | -34.41% | -64.93% |
| Longest DD Days | 339.0 | 224.0 |
| Avg. Drawdown | -11.67% | -11.98% |
| Avg. Drawdown Days | 91.0 | 26.0 |
| Recovery Factor | -0.42 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-10 | -34.41 | 339 |
| 2025-05-11 | 2025-09-01 | -20.50 | 113 |
| 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 | 12250058:solusd:triple_med_gx:lsma265_125 | 12250058:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -22.42% | -17.1% |
| Best Month | 24.35% | 41.15% |
| Worst Month | -30.35% | -36.08% |
| Best Year | 13.25% | 13.13% |
| Worst Year | -24.51% | 5.6% |
| Avg. Up Day | 1.68% | 1.69% |
| Avg. Down Day | -1.52% | -1.55% |
| Avg. Up Week | 11.68% | 15.01% |
| Avg. Down Week | -4.87% | -8.04% |
| Avg. Up Month | 10.86% | 19.34% |
| Avg. Down Month | -13.34% | -22.53% |
| Win Days % | 45.39% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 35.71% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |