| Metric | 12254101:solusd:triple_med_gx:lsma85_135 | 12254101:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -26.36% | 15.38% |
| Max Drawdown | -40.1% | -64.93% |
| Sharpe | -0.39 | 0.27 |
| Sortino | -0.52 | 0.4 |
| Payoff Ratio | 1.11 | 1.02 |
| Profit Factor | 0.84 | 1.04 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.39 | 0.53 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 55.94 | 2.63 |
| Outlier Loss Ratio | 3.19 | 2.77 |
| Volatility (ann.) | 12.27% | 42.23% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.5 | 0.17 |
| Skew | -1.41 | 0.58 |
| Kurtosis | 48.97 | 8.14 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.78% | 0.85% |
| Expected Yearly % | -14.19% | 7.42% |
| Kelly Criterion | -10.43% | 0.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -3.6% |
| Expected Shortfall (cVaR) | -1.07% | -3.6% |
| Year | 12254101:SOLUSD | 12254101:solusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -6.56 | -0.50 | - |
| 2025 | 1.99 | -21.19 | -10.67 | - |
| Metric | 12254101:solusd:triple_med_gx:lsma85_135 | 12254101:SOLUSD |
|---|---|---|
| MTD | -0.08% | -7.75% |
| 3M | 12.59% | 17.41% |
| 6M | -6.93% | 52.72% |
| YTD | -21.19% | 1.99% |
| 1Y | -21.34% | 24.46% |
| 3Y (ann.) | -19.95% | 10.96% |
| 5Y (ann.) | -19.95% | 10.96% |
| Metric | 12254101:solusd:triple_med_gx:lsma85_135 | 12254101:SOLUSD |
|---|---|---|
| Max Drawdown | -40.1% | -64.93% |
| Longest DD Days | 307.0 | 269.0 |
| Avg. Drawdown | -13.5% | -11.98% |
| Avg. Drawdown Days | 99.0 | 29.0 |
| Recovery Factor | -0.66 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-10-16 | -40.10 | 307 |
| 2024-06-07 | 2024-06-27 | -16.40 | 20 |
| 2024-06-28 | 2024-12-11 | -9.81 | 166 |
| 2024-12-12 | 2024-12-12 | -0.85 | 0 |
| 2024-12-11 | 2024-12-12 | -0.35 | 0 |
| Metric | 12254101:solusd:triple_med_gx:lsma85_135 | 12254101:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 11.64% | 21.25% |
| Worst Week | -11.15% | -18.95% |
| Best Month | 11.61% | 41.15% |
| Worst Month | -10.94% | -36.08% |
| Best Year | -6.56% | 13.13% |
| Worst Year | -21.19% | 1.99% |
| Avg. Up Day | 1.52% | 1.54% |
| Avg. Down Day | -1.36% | -1.5% |
| Avg. Up Week | 5.24% | 8.69% |
| Avg. Down Week | -6.12% | -8.78% |
| Avg. Up Month | 4.53% | 19.29% |
| Avg. Down Month | -6.02% | -16.41% |
| Win Days % | 41.82% | 49.58% |
| Win Month % | 40.0% | 58.82% |
| Win Week % | 44.0% | 53.42% |
| Win Quarter % | 14.29% | 57.14% |
| Win Year % | 0.0% | 100.0% |