| Metric | 12256226:solusd:triple_med_gx:lsma250_140 | 12256226:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -10.03% | 19.47% |
| Max Drawdown | -37.32% | -64.93% |
| Sharpe | -0.06 | 0.29 |
| Sortino | -0.1 | 0.44 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 0.97 | 1.05 |
| Common Sense Ratio | 0.71 | 1.07 |
| CPC Index | 0.49 | 0.59 |
| Tail Ratio | 0.73 | 1.03 |
| Outlier Win Ratio | 43.01 | 2.7 |
| Outlier Loss Ratio | 3.06 | 2.72 |
| Volatility (ann.) | 15.31% | 42.69% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.22 | 0.24 |
| Skew | 3.51 | 0.62 |
| Kurtosis | 98.09 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.66% | 1.12% |
| Expected Yearly % | -5.15% | 9.3% |
| Kelly Criterion | -4.5% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.64% |
| Expected Shortfall (cVaR) | -1.32% | -3.64% |
| Year | 12256226:SOLUSD | 12256226:solusd:triple_med_gx:lsma250_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -25.51 | -1.94 | - |
| 2025 | 5.60 | 20.77 | 3.71 | + |
| Metric | 12256226:solusd:triple_med_gx:lsma250_140 | 12256226:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.63% | 26.39% |
| 6M | 11.47% | 38.87% |
| YTD | 20.77% | 5.6% |
| 1Y | 15.04% | 47.35% |
| 3Y (ann.) | -8.1% | 15.27% |
| 5Y (ann.) | -8.1% | 15.27% |
| Metric | 12256226:solusd:triple_med_gx:lsma250_140 | 12256226:SOLUSD |
|---|---|---|
| Max Drawdown | -37.32% | -64.93% |
| Longest DD Days | 452.0 | 224.0 |
| Avg. Drawdown | -10.19% | -11.98% |
| Avg. Drawdown Days | 114.0 | 26.0 |
| Recovery Factor | -0.27 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -37.32 | 452 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12256226:solusd:triple_med_gx:lsma250_140 | 12256226:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -15.13% | -17.1% |
| Best Month | 27.65% | 41.15% |
| Worst Month | -17.13% | -36.08% |
| Best Year | 20.77% | 13.13% |
| Worst Year | -25.51% | 5.6% |
| Avg. Up Day | 1.64% | 1.64% |
| Avg. Down Day | -1.43% | -1.45% |
| Avg. Up Week | 9.63% | 12.92% |
| Avg. Down Week | -4.88% | -8.75% |
| Avg. Up Month | 12.6% | 22.11% |
| Avg. Down Month | -9.57% | -22.53% |
| Win Days % | 44.26% | 49.56% |
| Win Month % | 33.33% | 56.25% |
| Win Week % | 38.46% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |