| Metric | 12254162:solusd:triple_med_gx:lsma95_135 | 12254162:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -20.84% | 15.38% |
| Max Drawdown | -30.1% | -61.75% |
| Sharpe | -0.7 | 0.55 |
| Sortino | -0.97 | 0.81 |
| Payoff Ratio | 0.86 | 0.95 |
| Profit Factor | 0.72 | 1.08 |
| Common Sense Ratio | 0.13 | 1.17 |
| CPC Index | 0.28 | 0.5 |
| Tail Ratio | 0.18 | 1.08 |
| Outlier Win Ratio | 69.36 | 2.25 |
| Outlier Loss Ratio | 3.03 | 2.18 |
| Volatility (ann.) | 21.01% | 85.83% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.52 | 0.18 |
| Skew | 0.87 | 0.14 |
| Kurtosis | 55.8 | 3.01 |
| Expected Daily % | -0.05% | 0.03% |
| Expected Monthly % | -1.37% | 0.85% |
| Expected Yearly % | -11.03% | 7.42% |
| Kelly Criterion | -19.16% | -5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -7.26% |
| Expected Shortfall (cVaR) | -1.85% | -7.26% |
| Year | 12254162:SOLUSD | 12254162:solusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -10.07 | -0.79 | - |
| 2025 | 2.31 | -11.97 | -5.19 | - |
| Metric | 12254162:solusd:triple_med_gx:lsma95_135 | 12254162:SOLUSD |
|---|---|---|
| MTD | -3.8% | -8.37% |
| 3M | 6.88% | 20.18% |
| 6M | -4.17% | 46.71% |
| YTD | -11.97% | 2.31% |
| 1Y | -22.67% | 24.83% |
| 3Y (ann.) | -15.63% | 10.96% |
| 5Y (ann.) | -15.63% | 10.96% |
| Metric | 12254162:solusd:triple_med_gx:lsma95_135 | 12254162:SOLUSD |
|---|---|---|
| Max Drawdown | -30.1% | -61.75% |
| Longest DD Days | 396.0 | 269.0 |
| Avg. Drawdown | -12.64% | -16.47% |
| Avg. Drawdown Days | 164.0 | 44.0 |
| Recovery Factor | -0.69 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-15 | 2025-10-16 | -30.10 | 396 |
| 2024-06-11 | 2024-09-14 | -7.65 | 95 |
| 2024-06-09 | 2024-06-10 | -0.18 | 1 |
| Metric | 12254162:solusd:triple_med_gx:lsma95_135 | 12254162:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -10.27% | -18.74% |
| Best Week | 13.31% | 25.06% |
| Worst Week | -13.89% | -26.95% |
| Best Month | 13.31% | 39.21% |
| Worst Month | -14.61% | -46.12% |
| Best Year | -10.07% | 12.78% |
| Worst Year | -11.97% | 2.31% |
| Avg. Up Day | 2.12% | 2.49% |
| Avg. Down Day | -2.47% | -2.64% |
| Avg. Up Week | 4.72% | 8.13% |
| Avg. Down Week | -5.39% | -7.54% |
| Avg. Up Month | 5.74% | 17.8% |
| Avg. Down Month | -7.13% | -19.37% |
| Win Days % | 45.0% | 48.8% |
| Win Month % | 33.33% | 58.82% |
| Win Week % | 37.5% | 50.68% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 0.0% | 100.0% |