| Metric | 12254138:solusd:triple_med_gx:lsma265_135 | 12254138:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -26.83% | 19.47% |
| Max Drawdown | -45.35% | -64.93% |
| Sharpe | -0.29 | 0.29 |
| Sortino | -0.4 | 0.44 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 0.88 | 1.05 |
| Common Sense Ratio | 0.59 | 1.07 |
| CPC Index | 0.41 | 0.53 |
| Tail Ratio | 0.68 | 1.03 |
| Outlier Win Ratio | 40.37 | 2.63 |
| Outlier Loss Ratio | 2.99 | 2.84 |
| Volatility (ann.) | 16.73% | 42.69% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.49 | 0.24 |
| Skew | 0.14 | 0.62 |
| Kurtosis | 107.49 | 8.27 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.93% | 1.12% |
| Expected Yearly % | -14.46% | 9.3% |
| Kelly Criterion | -8.43% | 0.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -3.64% |
| Expected Shortfall (cVaR) | -1.45% | -3.64% |
| Year | 12254138:SOLUSD | 12254138:solusd:triple_med_gx:lsma265_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -32.53 | -2.48 | - |
| 2025 | 5.60 | 8.46 | 1.51 | + |
| Metric | 12254138:solusd:triple_med_gx:lsma265_135 | 12254138:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.06% | 26.39% |
| 6M | 3.99% | 38.87% |
| YTD | 8.46% | 5.6% |
| 1Y | 8.63% | 47.35% |
| 3Y (ann.) | -22.08% | 15.27% |
| 5Y (ann.) | -22.08% | 15.27% |
| Metric | 12254138:solusd:triple_med_gx:lsma265_135 | 12254138:SOLUSD |
|---|---|---|
| Max Drawdown | -45.35% | -64.93% |
| Longest DD Days | 452.0 | 224.0 |
| Avg. Drawdown | -12.2% | -11.98% |
| Avg. Drawdown Days | 114.0 | 26.0 |
| Recovery Factor | -0.59 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -45.35 | 452 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12254138:solusd:triple_med_gx:lsma265_135 | 12254138:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 21.07% | 21.25% |
| Worst Week | -22.42% | -17.1% |
| Best Month | 21.78% | 41.15% |
| Worst Month | -29.34% | -36.08% |
| Best Year | 8.46% | 13.13% |
| Worst Year | -32.53% | 5.6% |
| Avg. Up Day | 1.57% | 1.58% |
| Avg. Down Day | -1.5% | -1.54% |
| Avg. Up Week | 11.12% | 13.76% |
| Avg. Down Week | -4.54% | -8.37% |
| Avg. Up Month | 10.65% | 22.11% |
| Avg. Down Month | -13.09% | -22.53% |
| Win Days % | 44.44% | 49.56% |
| Win Month % | 36.36% | 56.25% |
| Win Week % | 29.17% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |