| Metric | 12254104:solusd:triple_med_gx:lsma95_135 | 12254104:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -8.54% | 15.38% |
| Max Drawdown | -24.49% | -61.75% |
| Sharpe | -0.23 | 0.55 |
| Sortino | -0.35 | 0.81 |
| Payoff Ratio | 1.21 | 0.84 |
| Profit Factor | 0.9 | 1.08 |
| Common Sense Ratio | 0.0 | 1.17 |
| CPC Index | 0.45 | 0.44 |
| Tail Ratio | 0.0 | 1.08 |
| Outlier Win Ratio | 68.61 | 2.31 |
| Outlier Loss Ratio | 3.62 | 2.12 |
| Volatility (ann.) | 19.58% | 85.83% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.26 | 0.18 |
| Skew | 2.1 | 0.14 |
| Kurtosis | 65.84 | 3.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -0.52% | 0.85% |
| Expected Yearly % | -4.36% | 7.42% |
| Kelly Criterion | -7.26% | -12.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -7.26% |
| Expected Shortfall (cVaR) | -1.7% | -7.26% |
| Year | 12254104:SOLUSD | 12254104:solusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -3.77 | -0.30 | - |
| 2025 | 2.31 | -4.95 | -2.15 | - |
| Metric | 12254104:solusd:triple_med_gx:lsma95_135 | 12254104:SOLUSD |
|---|---|---|
| MTD | 2.71% | -8.37% |
| 3M | 12.64% | 20.18% |
| 6M | 2.62% | 46.71% |
| YTD | -4.95% | 2.31% |
| 1Y | -11.02% | 24.83% |
| 3Y (ann.) | -6.28% | 10.96% |
| 5Y (ann.) | -6.28% | 10.96% |
| Metric | 12254104:solusd:triple_med_gx:lsma95_135 | 12254104:SOLUSD |
|---|---|---|
| Max Drawdown | -24.49% | -61.75% |
| Longest DD Days | 427.0 | 269.0 |
| Avg. Drawdown | -15.53% | -16.47% |
| Avg. Drawdown Days | 223.0 | 44.0 |
| Recovery Factor | -0.35 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-15 | 2025-10-16 | -24.49 | 427 |
| 2024-06-09 | 2024-06-28 | -6.57 | 19 |
| Metric | 12254104:solusd:triple_med_gx:lsma95_135 | 12254104:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -9.82% | -18.74% |
| Best Week | 12.16% | 25.06% |
| Worst Week | -9.98% | -26.95% |
| Best Month | 12.16% | 39.21% |
| Worst Month | -10.63% | -46.12% |
| Best Year | -3.77% | 12.78% |
| Worst Year | -4.95% | 2.31% |
| Avg. Up Day | 2.44% | 2.57% |
| Avg. Down Day | -2.02% | -3.07% |
| Avg. Up Week | 4.04% | 8.55% |
| Avg. Down Week | -3.99% | -8.02% |
| Avg. Up Month | 4.04% | 23.16% |
| Avg. Down Month | -6.59% | -23.76% |
| Win Days % | 41.38% | 48.8% |
| Win Month % | 46.67% | 58.82% |
| Win Week % | 39.13% | 50.68% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 100.0% |