| Metric | 12256065:solusd:triple_med_gx:lsma280_140 | 12256065:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -21.86% | 19.47% |
| Max Drawdown | -44.69% | -64.93% |
| Sharpe | -0.23 | 0.29 |
| Sortino | -0.34 | 0.44 |
| Payoff Ratio | 1.1 | 1.11 |
| Profit Factor | 0.91 | 1.05 |
| Common Sense Ratio | 0.75 | 1.07 |
| CPC Index | 0.45 | 0.57 |
| Tail Ratio | 0.82 | 1.03 |
| Outlier Win Ratio | 36.01 | 2.61 |
| Outlier Loss Ratio | 3.18 | 2.83 |
| Volatility (ann.) | 16.03% | 42.69% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.4 | 0.24 |
| Skew | 2.98 | 0.62 |
| Kurtosis | 83.48 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.53% | 1.12% |
| Expected Yearly % | -11.6% | 9.3% |
| Kelly Criterion | -6.41% | 4.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -3.64% |
| Expected Shortfall (cVaR) | -1.39% | -3.64% |
| Year | 12256065:SOLUSD | 12256065:solusd:triple_med_gx:lsma280_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -20.74 | -1.58 | - |
| 2025 | 5.60 | -1.41 | -0.25 | - |
| Metric | 12256065:solusd:triple_med_gx:lsma280_140 | 12256065:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.37% | 26.39% |
| 6M | 13.49% | 38.87% |
| YTD | -1.41% | 5.6% |
| 1Y | 7.2% | 47.35% |
| 3Y (ann.) | -17.88% | 15.27% |
| 5Y (ann.) | -17.88% | 15.27% |
| Metric | 12256065:solusd:triple_med_gx:lsma280_140 | 12256065:SOLUSD |
|---|---|---|
| Max Drawdown | -44.69% | -64.93% |
| Longest DD Days | 452.0 | 224.0 |
| Avg. Drawdown | -12.04% | -11.98% |
| Avg. Drawdown Days | 114.0 | 26.0 |
| Recovery Factor | -0.49 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -44.69 | 452 |
| 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 | 12256065:solusd:triple_med_gx:lsma280_140 | 12256065:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -15.13% | -17.1% |
| Best Month | 15.04% | 41.15% |
| Worst Month | -20.72% | -36.08% |
| Best Year | -1.41% | 13.13% |
| Worst Year | -20.74% | 5.6% |
| Avg. Up Day | 1.55% | 1.55% |
| Avg. Down Day | -1.4% | -1.4% |
| Avg. Up Week | 5.54% | 11.73% |
| Avg. Down Week | -5.08% | -8.07% |
| Avg. Up Month | 9.72% | 14.4% |
| Avg. Down Month | -11.26% | -22.53% |
| Win Days % | 44.17% | 49.56% |
| Win Month % | 36.36% | 56.25% |
| Win Week % | 40.0% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |