| Metric | 12254107:solusd:triple_med_gx:lsma100_135 | 12254107:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -19.71% | 19.47% |
| Max Drawdown | -31.96% | -64.93% |
| Sharpe | -0.39 | 0.29 |
| Sortino | -0.54 | 0.44 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 0.81 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.34 | 0.55 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 78.58 | 2.34 |
| Outlier Loss Ratio | 3.06 | 2.57 |
| Volatility (ann.) | 9.93% | 42.69% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.5 | 0.24 |
| Skew | -0.01 | 0.62 |
| Kurtosis | 57.99 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.36% | 1.12% |
| Expected Yearly % | -10.39% | 9.3% |
| Kelly Criterion | -16.76% | 2.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -3.64% |
| Expected Shortfall (cVaR) | -0.87% | -3.64% |
| Year | 12254107:SOLUSD | 12254107:solusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -17.58 | -1.34 | - |
| 2025 | 5.60 | -2.58 | -0.46 | - |
| Metric | 12254107:solusd:triple_med_gx:lsma100_135 | 12254107:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 4.34% | 26.39% |
| 6M | 8.42% | 38.87% |
| YTD | -2.58% | 5.6% |
| 1Y | -16.89% | 47.35% |
| 3Y (ann.) | -16.08% | 15.27% |
| 5Y (ann.) | -16.08% | 15.27% |
| Metric | 12254107:solusd:triple_med_gx:lsma100_135 | 12254107:SOLUSD |
|---|---|---|
| Max Drawdown | -31.96% | -64.93% |
| Longest DD Days | 430.0 | 224.0 |
| Avg. Drawdown | -10.77% | -11.98% |
| Avg. Drawdown Days | 112.0 | 26.0 |
| Recovery Factor | -0.62 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2025-09-01 | -31.96 | 430 |
| 2024-06-10 | 2024-06-27 | -9.25 | 17 |
| 2024-06-10 | 2024-06-10 | -1.68 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 12254107:solusd:triple_med_gx:lsma100_135 | 12254107:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 12.75% | 21.25% |
| Worst Week | -11.15% | -17.1% |
| Best Month | 12.75% | 41.15% |
| Worst Month | -14.85% | -36.08% |
| Best Year | -2.58% | 13.13% |
| Worst Year | -17.58% | 5.6% |
| Avg. Up Day | 1.54% | 1.56% |
| Avg. Down Day | -1.46% | -1.47% |
| Avg. Up Week | 3.63% | 8.44% |
| Avg. Down Week | -5.71% | -10.03% |
| Avg. Up Month | 3.97% | 23.3% |
| Avg. Down Month | -7.22% | -18.24% |
| Win Days % | 40.0% | 49.56% |
| Win Month % | 38.46% | 56.25% |
| Win Week % | 42.11% | 53.73% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |