| Metric | 12256082:solusd:triple_med_gx:lsma85_140 | 12256082:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -29.02% | 19.47% |
| Max Drawdown | -37.18% | -64.93% |
| Sharpe | -0.51 | 0.29 |
| Sortino | -0.7 | 0.44 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 0.81 | 1.05 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.37 | 0.55 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 52.26 | 2.51 |
| Outlier Loss Ratio | 3.34 | 2.8 |
| Volatility (ann.) | 12.07% | 42.69% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.64 | 0.24 |
| Skew | 0.18 | 0.62 |
| Kurtosis | 33.9 | 8.27 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.12% | 1.12% |
| Expected Yearly % | -15.75% | 9.3% |
| Kelly Criterion | -12.19% | 1.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -3.64% |
| Expected Shortfall (cVaR) | -1.06% | -3.64% |
| Year | 12256082:SOLUSD | 12256082:solusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -10.84 | -0.83 | - |
| 2025 | 5.60 | -20.39 | -3.64 | - |
| Metric | 12256082:solusd:triple_med_gx:lsma85_140 | 12256082:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 8.01% | 26.39% |
| 6M | -5.71% | 38.87% |
| YTD | -20.39% | 5.6% |
| 1Y | -25.49% | 47.35% |
| 3Y (ann.) | -23.95% | 15.27% |
| 5Y (ann.) | -23.95% | 15.27% |
| Metric | 12256082:solusd:triple_med_gx:lsma85_140 | 12256082:SOLUSD |
|---|---|---|
| Max Drawdown | -37.18% | -64.93% |
| Longest DD Days | 383.0 | 224.0 |
| Avg. Drawdown | -18.51% | -11.98% |
| Avg. Drawdown Days | 150.0 | 26.0 |
| Recovery Factor | -0.78 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-13 | 2025-09-01 | -37.18 | 383 |
| 2024-06-06 | 2024-08-13 | -18.16 | 68 |
| 2024-06-06 | 2024-06-06 | -0.18 | 0 |
| Metric | 12256082:solusd:triple_med_gx:lsma85_140 | 12256082:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.77% | -14.23% |
| Best Week | 15.83% | 21.25% |
| Worst Week | -13.72% | -17.1% |
| Best Month | 9.62% | 41.15% |
| Worst Month | -15.57% | -36.08% |
| Best Year | -10.84% | 13.13% |
| Worst Year | -20.39% | 5.6% |
| Avg. Up Day | 1.45% | 1.48% |
| Avg. Down Day | -1.32% | -1.4% |
| Avg. Up Week | 8.08% | 7.25% |
| Avg. Down Week | -6.61% | -8.23% |
| Avg. Up Month | 7.84% | 15.11% |
| Avg. Down Month | -7.27% | -17.85% |
| Win Days % | 41.28% | 49.56% |
| Win Month % | 25.0% | 56.25% |
| Win Week % | 28.57% | 53.73% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |