| Metric | 12256249:solusd:triple_med_gx:lsma85_140 | 12256249:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -20.03% | 15.38% |
| Max Drawdown | -37.37% | -64.93% |
| Sharpe | -0.27 | 0.27 |
| Sortino | -0.38 | 0.4 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 0.9 | 1.04 |
| Common Sense Ratio | 0.2 | 1.08 |
| CPC Index | 0.43 | 0.55 |
| Tail Ratio | 0.22 | 1.04 |
| Outlier Win Ratio | 49.39 | 2.63 |
| Outlier Loss Ratio | 3.38 | 2.77 |
| Volatility (ann.) | 12.22% | 42.23% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.4 | 0.17 |
| Skew | 0.12 | 0.58 |
| Kurtosis | 33.55 | 8.14 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.31% | 0.85% |
| Expected Yearly % | -10.58% | 7.42% |
| Kelly Criterion | -8.7% | 2.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -3.6% |
| Expected Shortfall (cVaR) | -1.06% | -3.6% |
| Year | 12256249:SOLUSD | 12256249:solusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -5.42 | -0.41 | - |
| 2025 | 1.99 | -15.45 | -7.78 | - |
| Metric | 12256249:solusd:triple_med_gx:lsma85_140 | 12256249:SOLUSD |
|---|---|---|
| MTD | -6.1% | -7.75% |
| 3M | 3.06% | 17.41% |
| 6M | -8.22% | 52.72% |
| YTD | -15.45% | 1.99% |
| 1Y | -25.54% | 24.46% |
| 3Y (ann.) | -15.0% | 10.96% |
| 5Y (ann.) | -15.0% | 10.96% |
| Metric | 12256249:solusd:triple_med_gx:lsma85_140 | 12256249:SOLUSD |
|---|---|---|
| Max Drawdown | -37.37% | -64.93% |
| Longest DD Days | 307.0 | 269.0 |
| Avg. Drawdown | -8.28% | -11.98% |
| Avg. Drawdown Days | 70.0 | 29.0 |
| Recovery Factor | -0.54 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-10-16 | -37.37 | 307 |
| 2024-06-07 | 2024-06-25 | -10.85 | 17 |
| 2024-06-28 | 2024-11-10 | -5.87 | 135 |
| 2024-11-10 | 2024-12-12 | -1.73 | 31 |
| 2024-06-25 | 2024-06-27 | -1.21 | 1 |
| 2024-12-12 | 2024-12-12 | -0.85 | 0 |
| 2024-11-10 | 2024-11-10 | -0.11 | 0 |
| Metric | 12256249:solusd:triple_med_gx:lsma85_140 | 12256249:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -6.39% | -14.23% |
| Best Week | 12.98% | 21.25% |
| Worst Week | -14.5% | -18.95% |
| Best Month | 11.49% | 41.15% |
| Worst Month | -16.18% | -36.08% |
| Best Year | -5.42% | 13.13% |
| Worst Year | -15.45% | 1.99% |
| Avg. Up Day | 1.48% | 1.5% |
| Avg. Down Day | -1.32% | -1.41% |
| Avg. Up Week | 4.85% | 8.2% |
| Avg. Down Week | -5.18% | -9.51% |
| Avg. Up Month | 4.29% | 20.7% |
| Avg. Down Month | -9.36% | -17.33% |
| Win Days % | 42.57% | 49.58% |
| Win Month % | 46.67% | 58.82% |
| Win Week % | 42.86% | 53.42% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 100.0% |