| Metric | 12256003:solusd:triple_med_gx:lsma245_140 | 12256003:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 1.3% | 19.47% |
| Max Drawdown | -33.67% | -64.93% |
| Sharpe | 0.09 | 0.29 |
| Sortino | 0.14 | 0.44 |
| Payoff Ratio | 1.29 | 1.19 |
| Profit Factor | 1.05 | 1.05 |
| Common Sense Ratio | 0.12 | 1.07 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 0.11 | 1.03 |
| Outlier Win Ratio | 43.51 | 2.59 |
| Outlier Loss Ratio | 3.07 | 2.63 |
| Volatility (ann.) | 15.24% | 42.69% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.03 | 0.24 |
| Skew | 2.99 | 0.62 |
| Kurtosis | 110.04 | 8.27 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.08% | 1.12% |
| Expected Yearly % | 0.65% | 9.3% |
| Kelly Criterion | -0.35% | 7.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -3.64% |
| Expected Shortfall (cVaR) | -1.31% | -3.64% |
| Year | 12256003:SOLUSD | 12256003:solusd:triple_med_gx:lsma245_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -8.42 | -0.64 | - |
| 2025 | 5.60 | 10.62 | 1.89 | + |
| Metric | 12256003:solusd:triple_med_gx:lsma245_140 | 12256003:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -6.31% | 26.39% |
| 6M | 17.94% | 38.87% |
| YTD | 10.62% | 5.6% |
| 1Y | 25.82% | 47.35% |
| 3Y (ann.) | 1.04% | 15.27% |
| 5Y (ann.) | 1.04% | 15.27% |
| Metric | 12256003:solusd:triple_med_gx:lsma245_140 | 12256003:SOLUSD |
|---|---|---|
| Max Drawdown | -33.67% | -64.93% |
| Longest DD Days | 339.0 | 224.0 |
| Avg. Drawdown | -7.79% | -11.98% |
| Avg. Drawdown Days | 76.0 | 26.0 |
| Recovery Factor | 0.04 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-10 | -33.67 | 339 |
| 2025-05-20 | 2025-09-01 | -7.22 | 104 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-05-11 | 2025-05-19 | -2.41 | 8 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12256003:solusd:triple_med_gx:lsma245_140 | 12256003:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -9.86% | -17.1% |
| Best Month | 18.79% | 41.15% |
| Worst Month | -15.99% | -36.08% |
| Best Year | 10.62% | 13.13% |
| Worst Year | -8.42% | 5.6% |
| Avg. Up Day | 1.75% | 1.76% |
| Avg. Down Day | -1.36% | -1.48% |
| Avg. Up Week | 5.79% | 10.64% |
| Avg. Down Week | -4.13% | -8.69% |
| Avg. Up Month | 8.16% | 19.75% |
| Avg. Down Month | -9.57% | -23.19% |
| Win Days % | 43.46% | 49.56% |
| Win Month % | 55.56% | 56.25% |
| Win Week % | 47.62% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |