| Metric | 12256196:solusd:triple_med_gx:lsma95_140 | 12256196:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -16.44% | 15.38% |
| Max Drawdown | -32.14% | -61.75% |
| Sharpe | -0.55 | 0.55 |
| Sortino | -0.79 | 0.81 |
| Payoff Ratio | 1.03 | 0.86 |
| Profit Factor | 0.77 | 1.08 |
| Common Sense Ratio | 0.0 | 1.17 |
| CPC Index | 0.33 | 0.45 |
| Tail Ratio | 0.0 | 1.08 |
| Outlier Win Ratio | 69.67 | 2.21 |
| Outlier Loss Ratio | 3.41 | 2.12 |
| Volatility (ann.) | 19.94% | 85.83% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.38 | 0.18 |
| Skew | 1.43 | 0.14 |
| Kurtosis | 63.44 | 3.01 |
| Expected Daily % | -0.04% | 0.03% |
| Expected Monthly % | -1.05% | 0.85% |
| Expected Yearly % | -8.59% | 7.42% |
| Kelly Criterion | -14.88% | -11.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -7.26% |
| Expected Shortfall (cVaR) | -1.75% | -7.26% |
| Year | 12256196:SOLUSD | 12256196:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -5.26 | -0.41 | - |
| 2025 | 2.31 | -11.80 | -5.12 | - |
| Metric | 12256196:solusd:triple_med_gx:lsma95_140 | 12256196:SOLUSD |
|---|---|---|
| MTD | 2.71% | -8.37% |
| 3M | 13.57% | 20.18% |
| 6M | 3.5% | 46.71% |
| YTD | -11.8% | 2.31% |
| 1Y | -20.91% | 24.83% |
| 3Y (ann.) | -12.24% | 10.96% |
| 5Y (ann.) | -12.24% | 10.96% |
| Metric | 12256196:solusd:triple_med_gx:lsma95_140 | 12256196:SOLUSD |
|---|---|---|
| Max Drawdown | -32.14% | -61.75% |
| Longest DD Days | 365.0 | 269.0 |
| Avg. Drawdown | -14.13% | -16.47% |
| Avg. Drawdown Days | 138.0 | 44.0 |
| Recovery Factor | -0.51 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-16 | 2025-10-16 | -32.14 | 365 |
| 2024-06-09 | 2024-06-28 | -6.57 | 19 |
| 2024-08-15 | 2024-09-14 | -3.67 | 30 |
| Metric | 12256196:solusd:triple_med_gx:lsma95_140 | 12256196:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -9.82% | -18.74% |
| Best Week | 12.16% | 25.06% |
| Worst Week | -13.75% | -26.95% |
| Best Month | 12.16% | 39.21% |
| Worst Month | -14.96% | -46.12% |
| Best Year | -5.26% | 12.78% |
| Worst Year | -11.8% | 2.31% |
| Avg. Up Day | 2.17% | 2.61% |
| Avg. Down Day | -2.1% | -3.05% |
| Avg. Up Week | 3.96% | 7.5% |
| Avg. Down Week | -4.61% | -8.02% |
| Avg. Up Month | 5.05% | 17.8% |
| Avg. Down Month | -6.04% | -19.32% |
| Win Days % | 41.67% | 48.8% |
| Win Month % | 33.33% | 58.82% |
| Win Week % | 34.78% | 50.68% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 0.0% | 100.0% |