| Metric | 12255219:solusd:triple_med_gx:lsma140_135 | 12255219:SOLUSD |
|---|---|---|
| Time in Market | 1.0% | 100.0% |
| Cumulative Return | -2.95% | 3.1% |
| Max Drawdown | -4.54% | -64.93% |
| Sharpe | -0.34 | 0.23 |
| Sortino | -0.46 | 0.34 |
| Payoff Ratio | 2.01 | 1.94 |
| Profit Factor | 0.61 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.23 | 0.99 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 1039.17 | 1.81 |
| Outlier Loss Ratio | 5.28 | 2.01 |
| Volatility (ann.) | 1.89% | 43.08% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.58 | 0.04 |
| Skew | -1.31 | 0.64 |
| Kurtosis | 314.46 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.21% | 0.22% |
| Expected Yearly % | -1.49% | 1.54% |
| Kelly Criterion | -21.64% | 23.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.16% | -3.68% |
| Expected Shortfall (cVaR) | -0.16% | -3.68% |
| Year | 12255219:SOLUSD | 12255219:solusd:triple_med_gx:lsma140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -1.40 | -0.11 | - |
| 2025 | -8.87 | -1.58 | 0.18 | + |
| Metric | 12255219:solusd:triple_med_gx:lsma140_135 | 12255219:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.58% | 36.47% |
| 6M | -1.58% | -8.22% |
| YTD | -1.58% | -8.87% |
| 1Y | -0.59% | 7.09% |
| 3Y (ann.) | -2.63% | 2.75% |
| 5Y (ann.) | -2.63% | 2.75% |
| Metric | 12255219:solusd:triple_med_gx:lsma140_135 | 12255219:SOLUSD |
|---|---|---|
| Max Drawdown | -4.54% | -64.93% |
| Longest DD Days | 375.0 | 178.0 |
| Avg. Drawdown | -4.54% | -11.98% |
| Avg. Drawdown Days | 375.0 | 23.0 |
| Recovery Factor | -0.65 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-06 | 2025-07-17 | -4.54 | 375 |
| Metric | 12255219:solusd:triple_med_gx:lsma140_135 | 12255219:SOLUSD |
|---|---|---|
| Best Day | 2.02% | 19.54% |
| Worst Day | -2.2% | -14.23% |
| Best Week | 3.1% | 21.25% |
| Worst Week | -2.38% | -17.1% |
| Best Month | 3.1% | 41.15% |
| Worst Month | -2.38% | -36.08% |
| Best Year | -1.4% | 13.13% |
| Worst Year | -1.58% | -8.87% |
| Avg. Up Day | 1.52% | 1.58% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 3.1% | 0.86% |
| Avg. Down Week | -2.03% | -9.39% |
| Avg. Up Month | 3.1% | 10.33% |
| Avg. Down Month | -1.65% | -11.12% |
| Win Days % | 18.75% | 49.3% |
| Win Month % | 20.0% | 57.14% |
| Win Week % | 20.0% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |