| Metric | 12254101:solusd:triple_med_gx:lsma85_135 | 12254101:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -26.36% | 15.38% |
| Max Drawdown | -39.37% | -61.75% |
| Sharpe | -0.68 | 0.55 |
| Sortino | -0.89 | 0.81 |
| Payoff Ratio | 0.9 | 0.86 |
| Profit Factor | 0.75 | 1.08 |
| Common Sense Ratio | 0.32 | 1.17 |
| CPC Index | 0.31 | 0.45 |
| Tail Ratio | 0.43 | 1.08 |
| Outlier Win Ratio | 52.3 | 2.45 |
| Outlier Loss Ratio | 2.84 | 2.53 |
| Volatility (ann.) | 27.07% | 85.83% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.51 | 0.18 |
| Skew | -1.15 | 0.14 |
| Kurtosis | 44.31 | 3.01 |
| Expected Daily % | -0.06% | 0.03% |
| Expected Monthly % | -1.78% | 0.85% |
| Expected Yearly % | -14.19% | 7.42% |
| Kelly Criterion | -15.07% | -10.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.38% | -7.26% |
| Expected Shortfall (cVaR) | -2.38% | -7.26% |
| Year | 12254101:SOLUSD | 12254101:solusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -6.86 | -0.54 | - |
| 2025 | 2.31 | -20.94 | -9.08 | - |
| Metric | 12254101:solusd:triple_med_gx:lsma85_135 | 12254101:SOLUSD |
|---|---|---|
| MTD | -0.08% | -8.37% |
| 3M | 12.59% | 20.18% |
| 6M | -6.93% | 46.71% |
| YTD | -20.94% | 2.31% |
| 1Y | -21.11% | 24.83% |
| 3Y (ann.) | -19.95% | 10.96% |
| 5Y (ann.) | -19.95% | 10.96% |
| Metric | 12254101:solusd:triple_med_gx:lsma85_135 | 12254101:SOLUSD |
|---|---|---|
| Max Drawdown | -39.37% | -61.75% |
| Longest DD Days | 307.0 | 269.0 |
| Avg. Drawdown | -27.88% | -16.47% |
| Avg. Drawdown Days | 248.0 | 44.0 |
| Recovery Factor | -0.67 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-10-16 | -39.37 | 307 |
| 2024-06-07 | 2024-12-12 | -16.40 | 188 |
| Metric | 12254101:solusd:triple_med_gx:lsma85_135 | 12254101:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -14.49% | -18.74% |
| Best Week | 11.64% | 25.06% |
| Worst Week | -12.89% | -26.95% |
| Best Month | 11.61% | 39.21% |
| Worst Month | -10.94% | -46.12% |
| Best Year | -6.86% | 12.78% |
| Worst Year | -20.94% | 2.31% |
| Avg. Up Day | 2.66% | 2.87% |
| Avg. Down Day | -2.96% | -3.33% |
| Avg. Up Week | 4.68% | 9.31% |
| Avg. Down Week | -5.9% | -8.3% |
| Avg. Up Month | 4.59% | 18.68% |
| Avg. Down Month | -5.88% | -17.52% |
| Win Days % | 45.59% | 48.8% |
| Win Month % | 40.0% | 58.82% |
| Win Week % | 42.31% | 50.68% |
| Win Quarter % | 14.29% | 57.14% |
| Win Year % | 0.0% | 100.0% |