| Metric | 12254104:solusd:triple_med_gx:lsma95_135 | 12254104:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -8.54% | 15.38% |
| Max Drawdown | -27.35% | -64.93% |
| Sharpe | -0.11 | 0.27 |
| Sortino | -0.16 | 0.4 |
| Payoff Ratio | 1.18 | 1.02 |
| Profit Factor | 0.95 | 1.04 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.48 | 0.53 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 66.22 | 2.49 |
| Outlier Loss Ratio | 3.3 | 2.56 |
| Volatility (ann.) | 10.15% | 42.23% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.23 | 0.17 |
| Skew | 0.85 | 0.58 |
| Kurtosis | 50.21 | 8.14 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.52% | 0.85% |
| Expected Yearly % | -4.36% | 7.42% |
| Kelly Criterion | -4.74% | 0.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -3.6% |
| Expected Shortfall (cVaR) | -0.88% | -3.6% |
| Year | 12254104:SOLUSD | 12254104:solusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -3.47 | -0.26 | - |
| 2025 | 1.99 | -5.25 | -2.64 | - |
| Metric | 12254104:solusd:triple_med_gx:lsma95_135 | 12254104:SOLUSD |
|---|---|---|
| MTD | 2.71% | -7.75% |
| 3M | 12.64% | 17.41% |
| 6M | 2.62% | 52.72% |
| YTD | -5.25% | 1.99% |
| 1Y | -10.85% | 24.46% |
| 3Y (ann.) | -6.28% | 10.96% |
| 5Y (ann.) | -6.28% | 10.96% |
| Metric | 12254104:solusd:triple_med_gx:lsma95_135 | 12254104:SOLUSD |
|---|---|---|
| Max Drawdown | -27.35% | -64.93% |
| Longest DD Days | 475.0 | 269.0 |
| Avg. Drawdown | -10.02% | -11.98% |
| Avg. Drawdown Days | 123.0 | 29.0 |
| Recovery Factor | -0.31 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2025-10-16 | -27.35 | 475 |
| 2024-06-10 | 2024-06-27 | -9.25 | 16 |
| 2024-06-08 | 2024-06-09 | -1.80 | 1 |
| 2024-06-10 | 2024-06-10 | -1.68 | 0 |
| Metric | 12254104:solusd:triple_med_gx:lsma95_135 | 12254104:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 12.16% | 21.25% |
| Worst Week | -11.15% | -18.95% |
| Best Month | 12.16% | 41.15% |
| Worst Month | -10.63% | -36.08% |
| Best Year | -3.47% | 13.13% |
| Worst Year | -5.25% | 1.99% |
| Avg. Up Day | 1.43% | 1.46% |
| Avg. Down Day | -1.22% | -1.43% |
| Avg. Up Week | 3.62% | 8.44% |
| Avg. Down Week | -3.33% | -8.72% |
| Avg. Up Month | 3.96% | 23.3% |
| Avg. Down Month | -6.51% | -19.73% |
| Win Days % | 43.41% | 49.58% |
| Win Month % | 46.67% | 58.82% |
| Win Week % | 40.91% | 53.42% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 100.0% |