| Metric | 12256195:solusd:triple_med_gx:lsma90_140 | 12256195:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -29.98% | 15.38% |
| Max Drawdown | -40.98% | -61.75% |
| Sharpe | -1.04 | 0.55 |
| Sortino | -1.3 | 0.81 |
| Payoff Ratio | 0.78 | 0.79 |
| Profit Factor | 0.62 | 1.08 |
| Common Sense Ratio | 0.15 | 1.17 |
| CPC Index | 0.21 | 0.42 |
| Tail Ratio | 0.25 | 1.08 |
| Outlier Win Ratio | 67.86 | 2.21 |
| Outlier Loss Ratio | 2.76 | 2.18 |
| Volatility (ann.) | 22.41% | 85.83% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.56 | 0.18 |
| Skew | -1.36 | 0.14 |
| Kurtosis | 58.31 | 3.01 |
| Expected Daily % | -0.07% | 0.03% |
| Expected Monthly % | -2.07% | 0.85% |
| Expected Yearly % | -16.32% | 7.42% |
| Kelly Criterion | -27.1% | -15.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -7.26% |
| Expected Shortfall (cVaR) | -1.99% | -7.26% |
| Year | 12256195:SOLUSD | 12256195:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -6.35 | -0.50 | - |
| 2025 | 2.31 | -25.24 | -10.95 | - |
| Metric | 12256195:solusd:triple_med_gx:lsma90_140 | 12256195:SOLUSD |
|---|---|---|
| MTD | 1.15% | -8.37% |
| 3M | 12.02% | 20.18% |
| 6M | -1.88% | 46.71% |
| YTD | -25.24% | 2.31% |
| 1Y | -28.87% | 24.83% |
| 3Y (ann.) | -22.83% | 10.96% |
| 5Y (ann.) | -22.83% | 10.96% |
| Metric | 12256195:solusd:triple_med_gx:lsma90_140 | 12256195:SOLUSD |
|---|---|---|
| Max Drawdown | -40.98% | -61.75% |
| Longest DD Days | 307.0 | 269.0 |
| Avg. Drawdown | -25.14% | -16.47% |
| Avg. Drawdown Days | 247.0 | 44.0 |
| Recovery Factor | -0.73 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-10-16 | -40.98 | 307 |
| 2024-06-08 | 2024-12-12 | -9.31 | 187 |
| Metric | 12256195:solusd:triple_med_gx:lsma90_140 | 12256195:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -11.79% | -18.74% |
| Best Week | 10.57% | 25.06% |
| Worst Week | -13.75% | -26.95% |
| Best Month | 10.57% | 39.21% |
| Worst Month | -14.96% | -46.12% |
| Best Year | -6.35% | 12.78% |
| Worst Year | -25.24% | 2.31% |
| Avg. Up Day | 1.96% | 2.54% |
| Avg. Down Day | -2.52% | -3.2% |
| Avg. Up Week | 3.69% | 7.09% |
| Avg. Down Week | -6.15% | -8.76% |
| Avg. Up Month | 3.41% | 19.06% |
| Avg. Down Month | -7.29% | -19.04% |
| Win Days % | 44.44% | 48.8% |
| Win Month % | 40.0% | 58.82% |
| Win Week % | 41.67% | 50.68% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 100.0% |