| Metric | 12255321:solusd:triple_med_gx:lsma140_135 | 12255321:SOLUSD |
|---|---|---|
| Time in Market | 1.0% | 100.0% |
| Cumulative Return | -1.03% | 3.1% |
| Max Drawdown | -3.81% | -64.93% |
| Sharpe | -0.09 | 0.23 |
| Sortino | -0.12 | 0.34 |
| Payoff Ratio | 1.46 | 1.15 |
| Profit Factor | 0.86 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.42 | 0.59 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 805.2 | 1.81 |
| Outlier Loss Ratio | 4.45 | 2.01 |
| Volatility (ann.) | 2.21% | 43.08% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.24 | 0.04 |
| Skew | -6.05 | 0.64 |
| Kurtosis | 437.58 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.07% | 0.22% |
| Expected Yearly % | -0.52% | 1.54% |
| Kelly Criterion | -12.35% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -3.68% |
| Expected Shortfall (cVaR) | -0.19% | -3.68% |
| Year | 12255321:SOLUSD | 12255321:solusd:triple_med_gx:lsma140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 1.50 | 0.11 | - |
| 2025 | -8.87 | -2.50 | 0.28 | + |
| Metric | 12255321:solusd:triple_med_gx:lsma140_135 | 12255321:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -2.28% | 36.47% |
| 6M | -2.5% | -8.22% |
| YTD | -2.5% | -8.87% |
| 1Y | -0.48% | 7.09% |
| 3Y (ann.) | -0.92% | 2.75% |
| 5Y (ann.) | -0.92% | 2.75% |
| Metric | 12255321:solusd:triple_med_gx:lsma140_135 | 12255321:SOLUSD |
|---|---|---|
| Max Drawdown | -3.81% | -64.93% |
| Longest DD Days | 131.0 | 178.0 |
| Avg. Drawdown | -2.2% | -11.98% |
| Avg. Drawdown Days | 81.0 | 23.0 |
| Recovery Factor | -0.27 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2024-10-28 | -3.81 | 113 |
| 2025-03-07 | 2025-07-17 | -2.60 | 131 |
| 2025-03-07 | 2025-03-07 | -0.18 | 0 |
| Metric | 12255321:solusd:triple_med_gx:lsma140_135 | 12255321:SOLUSD |
|---|---|---|
| Best Day | 2.02% | 19.54% |
| Worst Day | -3.11% | -14.23% |
| Best Week | 3.1% | 21.25% |
| Worst Week | -2.28% | -17.1% |
| Best Month | 3.1% | 41.15% |
| Worst Month | -2.28% | -36.08% |
| Best Year | 1.5% | 13.13% |
| Worst Year | -2.5% | -8.87% |
| Avg. Up Day | 1.18% | 1.25% |
| Avg. Down Day | -0.81% | -1.09% |
| Avg. Up Week | 3.1% | 0.86% |
| Avg. Down Week | -0.62% | -7.65% |
| Avg. Up Month | 3.1% | 10.33% |
| Avg. Down Month | -1.25% | -8.49% |
| Win Days % | 33.33% | 49.3% |
| Win Month % | 20.0% | 57.14% |
| Win Week % | 20.0% | 51.67% |
| Win Quarter % | 25.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |