| Metric | 12253973:solusd:triple_med_gx:lsma270_135 | 12253973:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -9.67% | 19.47% |
| Max Drawdown | -35.44% | -64.93% |
| Sharpe | -0.05 | 0.29 |
| Sortino | -0.07 | 0.44 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 0.98 | 1.05 |
| Common Sense Ratio | 0.86 | 1.07 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 0.87 | 1.03 |
| Outlier Win Ratio | 36.57 | 2.64 |
| Outlier Loss Ratio | 3.19 | 2.79 |
| Volatility (ann.) | 15.94% | 42.69% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.22 | 0.24 |
| Skew | 3.21 | 0.62 |
| Kurtosis | 86.02 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.63% | 1.12% |
| Expected Yearly % | -4.96% | 9.3% |
| Kelly Criterion | -3.16% | 4.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.64% |
| Expected Shortfall (cVaR) | -1.37% | -3.64% |
| Year | 12253973:SOLUSD | 12253973:solusd:triple_med_gx:lsma270_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -16.72 | -1.27 | - |
| 2025 | 5.60 | 8.46 | 1.51 | + |
| Metric | 12253973:solusd:triple_med_gx:lsma270_135 | 12253973:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.34% | 26.39% |
| 6M | 12.39% | 38.87% |
| YTD | 8.46% | 5.6% |
| 1Y | 19.05% | 47.35% |
| 3Y (ann.) | -7.8% | 15.27% |
| 5Y (ann.) | -7.8% | 15.27% |
| Metric | 12253973:solusd:triple_med_gx:lsma270_135 | 12253973:SOLUSD |
|---|---|---|
| Max Drawdown | -35.44% | -64.93% |
| Longest DD Days | 350.0 | 224.0 |
| Avg. Drawdown | -11.14% | -11.98% |
| Avg. Drawdown Days | 91.0 | 26.0 |
| Recovery Factor | -0.27 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-22 | -35.44 | 350 |
| 2025-05-23 | 2025-09-01 | -16.81 | 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 | 12253973:solusd:triple_med_gx:lsma270_135 | 12253973:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -12.35% | -17.1% |
| Best Month | 19.28% | 41.15% |
| Worst Month | -20.41% | -36.08% |
| Best Year | 8.46% | 13.13% |
| Worst Year | -16.72% | 5.6% |
| Avg. Up Day | 1.56% | 1.57% |
| Avg. Down Day | -1.38% | -1.41% |
| Avg. Up Week | 5.95% | 10.22% |
| Avg. Down Week | -5.08% | -8.57% |
| Avg. Up Month | 11.78% | 14.4% |
| Avg. Down Month | -12.47% | -23.19% |
| Win Days % | 45.26% | 49.56% |
| Win Month % | 40.0% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |