| Metric | 12254164:solusd:triple_med_gx:lsma105_135 | 12254164:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -19.15% | 19.47% |
| Max Drawdown | -33.33% | -64.93% |
| Sharpe | -0.44 | 0.29 |
| Sortino | -0.59 | 0.44 |
| Payoff Ratio | 1.05 | 1.0 |
| Profit Factor | 0.77 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.32 | 0.52 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 95.67 | 2.25 |
| Outlier Loss Ratio | 3.03 | 2.5 |
| Volatility (ann.) | 8.71% | 42.69% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.47 | 0.24 |
| Skew | -1.14 | 0.62 |
| Kurtosis | 74.15 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.32% | 1.12% |
| Expected Yearly % | -10.08% | 9.3% |
| Kelly Criterion | -18.12% | -0.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -3.64% |
| Expected Shortfall (cVaR) | -0.76% | -3.64% |
| Year | 12254164:SOLUSD | 12254164:solusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -17.16 | -1.31 | - |
| 2025 | 5.60 | -2.39 | -0.43 | - |
| Metric | 12254164:solusd:triple_med_gx:lsma105_135 | 12254164:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 9.38% | 26.39% |
| 6M | 10.91% | 38.87% |
| YTD | -2.39% | 5.6% |
| 1Y | -24.14% | 47.35% |
| 3Y (ann.) | -15.61% | 15.27% |
| 5Y (ann.) | -15.61% | 15.27% |
| Metric | 12254164:solusd:triple_med_gx:lsma105_135 | 12254164:SOLUSD |
|---|---|---|
| Max Drawdown | -33.33% | -64.93% |
| Longest DD Days | 430.0 | 224.0 |
| Avg. Drawdown | -16.99% | -11.98% |
| Avg. Drawdown Days | 215.0 | 26.0 |
| Recovery Factor | -0.57 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2025-09-01 | -33.33 | 430 |
| 2024-06-26 | 2024-06-27 | -0.65 | 0 |
| Metric | 12254164:solusd:triple_med_gx:lsma105_135 | 12254164:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -6.39% | -14.23% |
| Best Week | 9.14% | 21.25% |
| Worst Week | -15.84% | -17.1% |
| Best Month | 9.14% | 41.15% |
| Worst Month | -16.56% | -36.08% |
| Best Year | -2.39% | 13.13% |
| Worst Year | -17.16% | 5.6% |
| Avg. Up Day | 1.48% | 1.49% |
| Avg. Down Day | -1.4% | -1.49% |
| Avg. Up Week | 4.04% | 6.5% |
| Avg. Down Week | -6.5% | -9.68% |
| Avg. Up Month | 4.83% | 19.61% |
| Avg. Down Month | -14.51% | -28.33% |
| Win Days % | 39.47% | 49.56% |
| Win Month % | 46.15% | 56.25% |
| Win Week % | 40.0% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |