| Metric | 12254160:solusd:triple_med_gx:lsma85_135 | 12254160:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -28.29% | -17.79% |
| Max Drawdown | -41.27% | -64.93% |
| Sharpe | -0.35 | 0.13 |
| Sortino | -0.46 | 0.2 |
| Payoff Ratio | 1.01 | 0.96 |
| Profit Factor | 0.87 | 1.02 |
| Common Sense Ratio | 0.64 | 1.01 |
| CPC Index | 0.39 | 0.49 |
| Tail Ratio | 0.74 | 0.99 |
| Outlier Win Ratio | 45.62 | 2.65 |
| Outlier Loss Ratio | 3.25 | 2.82 |
| Volatility (ann.) | 13.22% | 42.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.47 | -0.19 |
| Skew | -0.94 | 0.52 |
| Kurtosis | 34.67 | 7.53 |
| Expected Daily % | -0.01% | -0.01% |
| Expected Monthly % | -1.74% | -1.03% |
| Expected Yearly % | -15.32% | -9.33% |
| Kelly Criterion | -10.72% | -2.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -3.62% |
| Expected Shortfall (cVaR) | -1.15% | -3.62% |
| Year | 12254160:SOLUSD | 12254160:solusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -7.25 | -0.55 | - |
| 2025 | -27.33 | -22.69 | 0.83 | + |
| Metric | 12254160:solusd:triple_med_gx:lsma85_135 | 12254160:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.76% |
| 3M | -7.81% | -36.8% |
| 6M | -9.09% | -14.9% |
| YTD | -22.69% | -27.33% |
| 1Y | -35.2% | -36.69% |
| 3Y (ann.) | -19.58% | -12.05% |
| 5Y (ann.) | -19.58% | -12.05% |
| Metric | 12254160:solusd:triple_med_gx:lsma85_135 | 12254160:SOLUSD |
|---|---|---|
| Max Drawdown | -41.27% | -64.93% |
| Longest DD Days | 362.0 | 324.0 |
| Avg. Drawdown | -8.58% | -11.98% |
| Avg. Drawdown Days | 68.0 | 32.0 |
| Recovery Factor | -0.69 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-12-10 | -41.27 | 362 |
| 2024-06-07 | 2024-06-25 | -10.85 | 17 |
| 2024-06-28 | 2024-09-13 | -5.78 | 77 |
| 2024-10-16 | 2024-11-10 | -4.13 | 24 |
| 2024-11-10 | 2024-12-12 | -3.56 | 31 |
| 2024-09-14 | 2024-10-16 | -1.78 | 32 |
| 2024-06-25 | 2024-06-27 | -1.21 | 1 |
| 2024-11-10 | 2024-11-10 | -0.11 | 0 |
| Metric | 12254160:solusd:triple_med_gx:lsma85_135 | 12254160:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -7.11% | -14.23% |
| Best Week | 12.98% | 21.25% |
| Worst Week | -15.59% | -18.95% |
| Best Month | 11.49% | 41.15% |
| Worst Month | -16.18% | -36.08% |
| Best Year | -7.25% | 13.13% |
| Worst Year | -22.69% | -27.33% |
| Avg. Up Day | 1.44% | 1.44% |
| Avg. Down Day | -1.43% | -1.5% |
| Avg. Up Week | 3.84% | 7.88% |
| Avg. Down Week | -4.84% | -8.56% |
| Avg. Up Month | 3.18% | 20.7% |
| Avg. Down Month | -10.34% | -19.35% |
| Win Days % | 44.41% | 49.57% |
| Win Month % | 50.0% | 57.89% |
| Win Week % | 40.62% | 50.62% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 50.0% |