| Metric | 12254159:solusd:triple_med_gx:lsma90_135 | 12254159:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -17.55% | 15.38% |
| Max Drawdown | -27.33% | -64.93% |
| Sharpe | -0.27 | 0.27 |
| Sortino | -0.38 | 0.4 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 0.88 | 1.04 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.41 | 0.54 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 60.61 | 2.5 |
| Outlier Loss Ratio | 3.28 | 2.69 |
| Volatility (ann.) | 10.73% | 42.23% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.48 | 0.17 |
| Skew | 0.45 | 0.58 |
| Kurtosis | 42.31 | 8.14 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.13% | 0.85% |
| Expected Yearly % | -9.2% | 7.42% |
| Kelly Criterion | -8.97% | 0.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -3.6% |
| Expected Shortfall (cVaR) | -0.93% | -3.6% |
| Year | 12254159:SOLUSD | 12254159:solusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -9.75 | -0.74 | - |
| 2025 | 1.99 | -8.65 | -4.35 | - |
| Metric | 12254159:solusd:triple_med_gx:lsma90_135 | 12254159:SOLUSD |
|---|---|---|
| MTD | -4.36% | -7.75% |
| 3M | 4.72% | 17.41% |
| 6M | -5.04% | 52.72% |
| YTD | -8.65% | 1.99% |
| 1Y | -19.07% | 24.46% |
| 3Y (ann.) | -13.09% | 10.96% |
| 5Y (ann.) | -13.09% | 10.96% |
| Metric | 12254159:solusd:triple_med_gx:lsma90_135 | 12254159:SOLUSD |
|---|---|---|
| Max Drawdown | -27.33% | -64.93% |
| Longest DD Days | 475.0 | 269.0 |
| Avg. Drawdown | -10.02% | -11.98% |
| Avg. Drawdown Days | 123.0 | 29.0 |
| Recovery Factor | -0.64 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2025-10-16 | -27.33 | 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 | 12254159:solusd:triple_med_gx:lsma90_135 | 12254159:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 11.7% | 21.25% |
| Worst Week | -15.59% | -18.95% |
| Best Month | 11.7% | 41.15% |
| Worst Month | -13.89% | -36.08% |
| Best Year | -8.65% | 13.13% |
| Worst Year | -9.75% | 1.99% |
| Avg. Up Day | 1.39% | 1.4% |
| Avg. Down Day | -1.31% | -1.35% |
| Avg. Up Week | 3.92% | 8.61% |
| Avg. Down Week | -4.15% | -9.52% |
| Avg. Up Month | 3.33% | 17.63% |
| Avg. Down Month | -8.98% | -16.37% |
| Win Days % | 43.84% | 49.58% |
| Win Month % | 46.67% | 58.82% |
| Win Week % | 34.78% | 53.42% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 100.0% |