| Metric | 12256084:solusd:triple_med_gx:lsma95_140 | 12256084:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -15.41% | 19.47% |
| Max Drawdown | -25.22% | -64.93% |
| Sharpe | -0.31 | 0.29 |
| Sortino | -0.45 | 0.44 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 0.86 | 1.05 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.4 | 0.57 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 73.58 | 2.33 |
| Outlier Loss Ratio | 3.43 | 2.54 |
| Volatility (ann.) | 9.37% | 42.69% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.5 | 0.24 |
| Skew | 1.92 | 0.62 |
| Kurtosis | 55.07 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.04% | 1.12% |
| Expected Yearly % | -8.03% | 9.3% |
| Kelly Criterion | -10.5% | 3.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -3.64% |
| Expected Shortfall (cVaR) | -0.81% | -3.64% |
| Year | 12256084:SOLUSD | 12256084:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -6.52 | -0.50 | - |
| 2025 | 5.60 | -9.51 | -1.70 | - |
| Metric | 12256084:solusd:triple_med_gx:lsma95_140 | 12256084:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 2.68% | 26.39% |
| 6M | 3.49% | 38.87% |
| YTD | -9.51% | 5.6% |
| 1Y | -11.31% | 47.35% |
| 3Y (ann.) | -12.52% | 15.27% |
| 5Y (ann.) | -12.52% | 15.27% |
| Metric | 12256084:solusd:triple_med_gx:lsma95_140 | 12256084:SOLUSD |
|---|---|---|
| Max Drawdown | -25.22% | -64.93% |
| Longest DD Days | 383.0 | 224.0 |
| Avg. Drawdown | -17.44% | -11.98% |
| Avg. Drawdown Days | 224.0 | 26.0 |
| Recovery Factor | -0.61 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-13 | 2025-09-01 | -25.22 | 383 |
| 2024-06-07 | 2024-08-13 | -9.65 | 66 |
| Metric | 12256084:solusd:triple_med_gx:lsma95_140 | 12256084:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -4.17% | -14.23% |
| Best Week | 9.81% | 21.25% |
| Worst Week | -13.72% | -17.1% |
| Best Month | 7.75% | 41.15% |
| Worst Month | -12.56% | -36.08% |
| Best Year | -6.52% | 13.13% |
| Worst Year | -9.51% | 5.6% |
| Avg. Up Day | 1.4% | 1.43% |
| Avg. Down Day | -1.2% | -1.31% |
| Avg. Up Week | 3.38% | 7.58% |
| Avg. Down Week | -5.14% | -9.38% |
| Avg. Up Month | 2.7% | 17.57% |
| Avg. Down Month | -5.21% | -17.85% |
| Win Days % | 40.65% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |