| Metric | 12254162:solusd:triple_med_gx:lsma95_135 | 12254162:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -20.84% | 15.38% |
| Max Drawdown | -30.63% | -64.93% |
| Sharpe | -0.34 | 0.27 |
| Sortino | -0.48 | 0.4 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 0.85 | 1.04 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.38 | 0.53 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 64.72 | 2.56 |
| Outlier Loss Ratio | 3.18 | 2.69 |
| Volatility (ann.) | 10.74% | 42.23% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.51 | 0.17 |
| Skew | 0.49 | 0.58 |
| Kurtosis | 42.38 | 8.14 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.37% | 0.85% |
| Expected Yearly % | -11.03% | 7.42% |
| Kelly Criterion | -12.98% | 0.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -3.6% |
| Expected Shortfall (cVaR) | -0.93% | -3.6% |
| Year | 12254162:SOLUSD | 12254162:solusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -9.79 | -0.75 | - |
| 2025 | 1.99 | -12.24 | -6.16 | - |
| Metric | 12254162:solusd:triple_med_gx:lsma95_135 | 12254162:SOLUSD |
|---|---|---|
| MTD | -3.8% | -7.75% |
| 3M | 6.88% | 17.41% |
| 6M | -4.17% | 52.72% |
| YTD | -12.24% | 1.99% |
| 1Y | -22.67% | 24.46% |
| 3Y (ann.) | -15.63% | 10.96% |
| 5Y (ann.) | -15.63% | 10.96% |
| Metric | 12254162:solusd:triple_med_gx:lsma95_135 | 12254162:SOLUSD |
|---|---|---|
| Max Drawdown | -30.63% | -64.93% |
| Longest DD Days | 397.0 | 269.0 |
| Avg. Drawdown | -10.44% | -11.98% |
| Avg. Drawdown Days | 123.0 | 29.0 |
| Recovery Factor | -0.68 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2025-10-16 | -30.63 | 397 |
| 2024-06-10 | 2024-09-13 | -9.27 | 94 |
| 2024-06-10 | 2024-06-10 | -1.68 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 12254162:solusd:triple_med_gx:lsma95_135 | 12254162:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 13.31% | 21.25% |
| Worst Week | -15.59% | -18.95% |
| Best Month | 13.31% | 41.15% |
| Worst Month | -14.61% | -36.08% |
| Best Year | -9.79% | 13.13% |
| Worst Year | -12.24% | 1.99% |
| Avg. Up Day | 1.47% | 1.47% |
| Avg. Down Day | -1.41% | -1.45% |
| Avg. Up Week | 4.92% | 8.3% |
| Avg. Down Week | -4.36% | -9.52% |
| Avg. Up Month | 5.64% | 17.34% |
| Avg. Down Month | -7.08% | -15.55% |
| Win Days % | 42.41% | 49.58% |
| Win Month % | 33.33% | 58.82% |
| Win Week % | 30.43% | 53.42% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 0.0% | 100.0% |