| Metric | 12256195:solusd:triple_med_gx:lsma90_140 | 12256195:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -29.98% | 15.38% |
| Max Drawdown | -41.69% | -64.93% |
| Sharpe | -0.52 | 0.27 |
| Sortino | -0.69 | 0.4 |
| Payoff Ratio | 1.05 | 0.97 |
| Profit Factor | 0.79 | 1.04 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.34 | 0.5 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 62.46 | 2.47 |
| Outlier Loss Ratio | 3.19 | 2.67 |
| Volatility (ann.) | 11.16% | 42.23% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.55 | 0.17 |
| Skew | -1.49 | 0.58 |
| Kurtosis | 61.03 | 8.14 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.07% | 0.85% |
| Expected Yearly % | -16.32% | 7.42% |
| Kelly Criterion | -13.76% | -2.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -3.6% |
| Expected Shortfall (cVaR) | -0.98% | -3.6% |
| Year | 12256195:SOLUSD | 12256195:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -6.05 | -0.46 | - |
| 2025 | 1.99 | -25.47 | -12.82 | - |
| Metric | 12256195:solusd:triple_med_gx:lsma90_140 | 12256195:SOLUSD |
|---|---|---|
| MTD | 1.15% | -7.75% |
| 3M | 12.02% | 17.41% |
| 6M | -1.88% | 52.72% |
| YTD | -25.47% | 1.99% |
| 1Y | -29.85% | 24.46% |
| 3Y (ann.) | -22.83% | 10.96% |
| 5Y (ann.) | -22.83% | 10.96% |
| Metric | 12256195:solusd:triple_med_gx:lsma90_140 | 12256195:SOLUSD |
|---|---|---|
| Max Drawdown | -41.69% | -64.93% |
| Longest DD Days | 307.0 | 269.0 |
| Avg. Drawdown | -15.26% | -11.98% |
| Avg. Drawdown Days | 124.0 | 29.0 |
| Recovery Factor | -0.72 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-10-16 | -41.69 | 307 |
| 2024-06-07 | 2024-06-27 | -10.85 | 20 |
| 2024-06-28 | 2024-12-12 | -7.65 | 167 |
| 2024-12-12 | 2024-12-12 | -0.85 | 0 |
| Metric | 12256195:solusd:triple_med_gx:lsma90_140 | 12256195:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 10.57% | 21.25% |
| Worst Week | -15.45% | -18.95% |
| Best Month | 10.57% | 41.15% |
| Worst Month | -14.96% | -36.08% |
| Best Year | -6.05% | 13.13% |
| Worst Year | -25.47% | 1.99% |
| Avg. Up Day | 1.38% | 1.39% |
| Avg. Down Day | -1.31% | -1.43% |
| Avg. Up Week | 3.97% | 8.44% |
| Avg. Down Week | -4.11% | -8.18% |
| Avg. Up Month | 3.35% | 19.45% |
| Avg. Down Month | -7.46% | -17.85% |
| Win Days % | 41.75% | 49.58% |
| Win Month % | 40.0% | 58.82% |
| Win Week % | 36.0% | 53.42% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 100.0% |