| Metric | 12256250:solusd:triple_med_gx:lsma95_140 | 12256250:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -7.56% | 19.47% |
| Max Drawdown | -24.59% | -64.93% |
| Sharpe | -0.08 | 0.29 |
| Sortino | -0.12 | 0.44 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 0.96 | 1.05 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.48 | 0.58 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 58.03 | 2.58 |
| Outlier Loss Ratio | 3.17 | 2.75 |
| Volatility (ann.) | 11.38% | 42.69% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.25 | 0.24 |
| Skew | 0.9 | 0.62 |
| Kurtosis | 38.57 | 8.27 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.49% | 1.12% |
| Expected Yearly % | -3.85% | 9.3% |
| Kelly Criterion | -5.6% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -3.64% |
| Expected Shortfall (cVaR) | -0.98% | -3.64% |
| Year | 12256250:SOLUSD | 12256250:solusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -8.02 | -0.61 | - |
| 2025 | 5.60 | 0.50 | 0.09 | - |
| Metric | 12256250:solusd:triple_med_gx:lsma95_140 | 12256250:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 7.41% | 26.39% |
| 6M | 13.39% | 38.87% |
| YTD | 0.5% | 5.6% |
| 1Y | -5.44% | 47.35% |
| 3Y (ann.) | -6.08% | 15.27% |
| 5Y (ann.) | -6.08% | 15.27% |
| Metric | 12256250:solusd:triple_med_gx:lsma95_140 | 12256250:SOLUSD |
|---|---|---|
| Max Drawdown | -24.59% | -64.93% |
| Longest DD Days | 352.0 | 224.0 |
| Avg. Drawdown | -8.93% | -11.98% |
| Avg. Drawdown Days | 112.0 | 26.0 |
| Recovery Factor | -0.31 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2025-09-01 | -24.59 | 352 |
| 2024-06-10 | 2024-09-13 | -9.27 | 95 |
| 2024-06-10 | 2024-06-10 | -1.68 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 12256250:solusd:triple_med_gx:lsma95_140 | 12256250:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 13.31% | 21.25% |
| Worst Week | -14.5% | -17.1% |
| Best Month | 13.31% | 41.15% |
| Worst Month | -13.51% | -36.08% |
| Best Year | 0.5% | 13.13% |
| Worst Year | -8.02% | 5.6% |
| Avg. Up Day | 1.64% | 1.66% |
| Avg. Down Day | -1.42% | -1.47% |
| Avg. Up Week | 4.33% | 8.05% |
| Avg. Down Week | -6.16% | -11.42% |
| Avg. Up Month | 4.39% | 13.69% |
| Avg. Down Month | -5.7% | -18.24% |
| Win Days % | 43.35% | 49.56% |
| Win Month % | 46.15% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |