| Metric | 12256062:solusd:triple_med_gx:lsma275_140 | 12256062:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -26.45% | 15.38% |
| Max Drawdown | -44.42% | -64.93% |
| Sharpe | -0.28 | 0.27 |
| Sortino | -0.42 | 0.4 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 0.89 | 1.04 |
| Common Sense Ratio | 0.71 | 1.08 |
| CPC Index | 0.42 | 0.55 |
| Tail Ratio | 0.79 | 1.04 |
| Outlier Win Ratio | 37.8 | 2.62 |
| Outlier Loss Ratio | 3.17 | 2.78 |
| Volatility (ann.) | 15.5% | 42.23% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.45 | 0.17 |
| Skew | 2.98 | 0.58 |
| Kurtosis | 87.37 | 8.14 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.79% | 0.85% |
| Expected Yearly % | -14.24% | 7.42% |
| Kelly Criterion | -7.94% | 1.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.6% |
| Expected Shortfall (cVaR) | -1.35% | -3.6% |
| Year | 12256062:SOLUSD | 12256062:solusd:triple_med_gx:lsma275_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -21.44 | -1.63 | - |
| 2025 | 1.99 | -6.38 | -3.21 | - |
| Metric | 12256062:solusd:triple_med_gx:lsma275_140 | 12256062:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -18.04% | 17.41% |
| 6M | -4.5% | 52.72% |
| YTD | -6.38% | 1.99% |
| 1Y | -9.94% | 24.46% |
| 3Y (ann.) | -20.02% | 10.96% |
| 5Y (ann.) | -20.02% | 10.96% |
| Metric | 12256062:solusd:triple_med_gx:lsma275_140 | 12256062:SOLUSD |
|---|---|---|
| Max Drawdown | -44.42% | -64.93% |
| Longest DD Days | 497.0 | 269.0 |
| Avg. Drawdown | -11.97% | -11.98% |
| Avg. Drawdown Days | 125.0 | 29.0 |
| Recovery Factor | -0.6 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-10-16 | -44.42 | 497 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12256062:solusd:triple_med_gx:lsma275_140 | 12256062:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -15.13% | -18.95% |
| Best Month | 16.52% | 41.15% |
| Worst Month | -20.72% | -36.08% |
| Best Year | -6.38% | 13.13% |
| Worst Year | -21.44% | 1.99% |
| Avg. Up Day | 1.48% | 1.49% |
| Avg. Down Day | -1.38% | -1.41% |
| Avg. Up Week | 5.09% | 10.03% |
| Avg. Down Week | -4.67% | -7.97% |
| Avg. Up Month | 10.67% | 14.4% |
| Avg. Down Month | -14.53% | -23.19% |
| Win Days % | 44.16% | 49.58% |
| Win Month % | 36.36% | 58.82% |
| Win Week % | 39.29% | 53.42% |
| Win Quarter % | 33.33% | 57.14% |
| Win Year % | 0.0% | 100.0% |