| Metric | 12254112:solusd:triple_med_gx:lsma90_135 | 12254112:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -23.36% | 15.38% |
| Max Drawdown | -36.64% | -64.93% |
| Sharpe | -0.39 | 0.27 |
| Sortino | -0.52 | 0.4 |
| Payoff Ratio | 1.08 | 0.99 |
| Profit Factor | 0.83 | 1.04 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.38 | 0.51 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 64.09 | 2.4 |
| Outlier Loss Ratio | 3.21 | 2.58 |
| Volatility (ann.) | 10.76% | 42.23% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.48 | 0.17 |
| Skew | -1.66 | 0.58 |
| Kurtosis | 68.74 | 8.14 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.55% | 0.85% |
| Expected Yearly % | -12.45% | 7.42% |
| Kelly Criterion | -11.61% | -1.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -3.6% |
| Expected Shortfall (cVaR) | -0.94% | -3.6% |
| Year | 12254112:SOLUSD | 12254112:solusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -4.58 | -0.35 | - |
| 2025 | 1.99 | -19.68 | -9.91 | - |
| Metric | 12254112:solusd:triple_med_gx:lsma90_135 | 12254112:SOLUSD |
|---|---|---|
| MTD | 1.15% | -7.75% |
| 3M | 11.1% | 17.41% |
| 6M | -2.72% | 52.72% |
| YTD | -19.68% | 1.99% |
| 1Y | -21.08% | 24.46% |
| 3Y (ann.) | -17.59% | 10.96% |
| 5Y (ann.) | -17.59% | 10.96% |
| Metric | 12254112:solusd:triple_med_gx:lsma90_135 | 12254112:SOLUSD |
|---|---|---|
| Max Drawdown | -36.64% | -64.93% |
| Longest DD Days | 307.0 | 269.0 |
| Avg. Drawdown | -9.42% | -11.98% |
| Avg. Drawdown Days | 77.0 | 29.0 |
| Recovery Factor | -0.64 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-10-16 | -36.64 | 307 |
| 2024-06-07 | 2024-06-27 | -10.85 | 20 |
| 2024-06-28 | 2024-11-10 | -7.65 | 135 |
| 2024-12-12 | 2024-12-12 | -0.85 | 0 |
| 2024-12-11 | 2024-12-12 | -0.35 | 0 |
| 2024-12-11 | 2024-12-11 | -0.18 | 0 |
| Metric | 12254112:solusd:triple_med_gx:lsma90_135 | 12254112:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 10.57% | 21.25% |
| Worst Week | -11.15% | -18.95% |
| Best Month | 10.57% | 41.15% |
| Worst Month | -10.76% | -36.08% |
| Best Year | -4.58% | 13.13% |
| Worst Year | -19.68% | 1.99% |
| Avg. Up Day | 1.37% | 1.39% |
| Avg. Down Day | -1.27% | -1.41% |
| Avg. Up Week | 4.05% | 8.44% |
| Avg. Down Week | -3.48% | -7.74% |
| Avg. Up Month | 4.54% | 23.3% |
| Avg. Down Month | -6.34% | -17.85% |
| Win Days % | 42.05% | 49.58% |
| Win Month % | 33.33% | 58.82% |
| Win Week % | 33.33% | 53.42% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 0.0% | 100.0% |