| Metric | 12256061:solusd:triple_med_gx:lsma265_140 | 12256061:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -9.41% | 19.47% |
| Max Drawdown | -34.49% | -64.93% |
| Sharpe | -0.05 | 0.29 |
| Sortino | -0.08 | 0.44 |
| Payoff Ratio | 1.14 | 1.15 |
| Profit Factor | 0.98 | 1.05 |
| Common Sense Ratio | 0.91 | 1.07 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 0.93 | 1.03 |
| Outlier Win Ratio | 38.42 | 2.59 |
| Outlier Loss Ratio | 3.21 | 2.76 |
| Volatility (ann.) | 15.38% | 42.69% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.22 | 0.24 |
| Skew | 3.67 | 0.62 |
| Kurtosis | 96.58 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.62% | 1.12% |
| Expected Yearly % | -4.82% | 9.3% |
| Kelly Criterion | -3.92% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -3.64% |
| Expected Shortfall (cVaR) | -1.33% | -3.64% |
| Year | 12256061:SOLUSD | 12256061:solusd:triple_med_gx:lsma265_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -9.46 | -0.72 | - |
| 2025 | 5.60 | 0.06 | 0.01 | - |
| Metric | 12256061:solusd:triple_med_gx:lsma265_140 | 12256061:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.34% | 26.39% |
| 6M | 11.09% | 38.87% |
| YTD | 0.06% | 5.6% |
| 1Y | 12.51% | 47.35% |
| 3Y (ann.) | -7.59% | 15.27% |
| 5Y (ann.) | -7.59% | 15.27% |
| Metric | 12256061:solusd:triple_med_gx:lsma265_140 | 12256061:SOLUSD |
|---|---|---|
| Max Drawdown | -34.49% | -64.93% |
| Longest DD Days | 337.0 | 224.0 |
| Avg. Drawdown | -8.12% | -11.98% |
| Avg. Drawdown Days | 56.0 | 26.0 |
| Recovery Factor | -0.27 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-09 | -34.49 | 337 |
| 2025-05-23 | 2025-09-01 | -20.66 | 101 |
| 2025-05-11 | 2025-05-21 | -3.97 | 10 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2025-05-09 | 2025-05-09 | -0.19 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12256061:solusd:triple_med_gx:lsma265_140 | 12256061:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -12.35% | -17.1% |
| Best Month | 14.46% | 41.15% |
| Worst Month | -15.73% | -36.08% |
| Best Year | 0.06% | 13.13% |
| Worst Year | -9.46% | 5.6% |
| Avg. Up Day | 1.57% | 1.58% |
| Avg. Down Day | -1.38% | -1.38% |
| Avg. Up Week | 5.96% | 10.22% |
| Avg. Down Week | -4.43% | -8.07% |
| Avg. Up Month | 10.59% | 14.4% |
| Avg. Down Month | -10.84% | -23.19% |
| Win Days % | 44.62% | 49.56% |
| Win Month % | 40.0% | 56.25% |
| Win Week % | 41.67% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |