| Metric | 12256004:solusd:triple_med_gx:lsma260_140 | 12256004:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -7.53% | 19.47% |
| Max Drawdown | -34.71% | -64.93% |
| Sharpe | -0.02 | 0.29 |
| Sortino | -0.03 | 0.44 |
| Payoff Ratio | 1.2 | 1.12 |
| Profit Factor | 0.99 | 1.05 |
| Common Sense Ratio | 0.97 | 1.07 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 0.98 | 1.03 |
| Outlier Win Ratio | 38.94 | 2.61 |
| Outlier Loss Ratio | 3.15 | 2.71 |
| Volatility (ann.) | 15.78% | 42.69% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.17 | 0.24 |
| Skew | 2.62 | 0.62 |
| Kurtosis | 96.04 | 8.27 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.49% | 1.12% |
| Expected Yearly % | -3.84% | 9.3% |
| Kelly Criterion | -2.72% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -3.64% |
| Expected Shortfall (cVaR) | -1.36% | -3.64% |
| Year | 12256004:SOLUSD | 12256004:solusd:triple_med_gx:lsma260_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -6.61 | -0.50 | - |
| 2025 | 5.60 | -0.98 | -0.17 | - |
| Metric | 12256004:solusd:triple_med_gx:lsma260_140 | 12256004:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -7.98% | 26.39% |
| 6M | 9.38% | 38.87% |
| YTD | -0.98% | 5.6% |
| 1Y | 13.56% | 47.35% |
| 3Y (ann.) | -6.06% | 15.27% |
| 5Y (ann.) | -6.06% | 15.27% |
| Metric | 12256004:solusd:triple_med_gx:lsma260_140 | 12256004:SOLUSD |
|---|---|---|
| Max Drawdown | -34.71% | -64.93% |
| Longest DD Days | 339.0 | 224.0 |
| Avg. Drawdown | -8.12% | -11.98% |
| Avg. Drawdown Days | 65.0 | 26.0 |
| Recovery Factor | -0.22 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-10 | -34.71 | 339 |
| 2025-05-21 | 2025-09-01 | -14.66 | 103 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-05-11 | 2025-05-19 | -2.41 | 8 |
| 2025-05-20 | 2025-05-21 | -1.63 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12256004:solusd:triple_med_gx:lsma260_140 | 12256004:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -12.55% | -17.1% |
| Best Month | 12.17% | 41.15% |
| Worst Month | -15.34% | -36.08% |
| Best Year | -0.98% | 13.13% |
| Worst Year | -6.61% | 5.6% |
| Avg. Up Day | 1.63% | 1.64% |
| Avg. Down Day | -1.36% | -1.47% |
| Avg. Up Week | 6.49% | 11.98% |
| Avg. Down Week | -4.48% | -8.86% |
| Avg. Up Month | 7.19% | 19.75% |
| Avg. Down Month | -10.57% | -23.19% |
| Win Days % | 44.05% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 40.91% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |