| Metric | 12256251:solusd:triple_med_gx:lsma90_140 | 12256251:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -3.13% | 19.47% |
| Max Drawdown | -24.75% | -64.93% |
| Sharpe | 0.0 | 0.29 |
| Sortino | 0.0 | 0.44 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.0 | 1.05 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 55.42 | 2.56 |
| Outlier Loss Ratio | 3.31 | 2.75 |
| Volatility (ann.) | 11.34% | 42.69% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.1 | 0.24 |
| Skew | 0.87 | 0.62 |
| Kurtosis | 38.77 | 8.27 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.2% | 1.12% |
| Expected Yearly % | -1.58% | 9.3% |
| Kelly Criterion | -2.42% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -3.64% |
| Expected Shortfall (cVaR) | -0.98% | -3.64% |
| Year | 12256251:SOLUSD | 12256251:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -7.97 | -0.61 | - |
| 2025 | 5.60 | 5.26 | 0.94 | - |
| Metric | 12256251:solusd:triple_med_gx:lsma90_140 | 12256251:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 6.23% | 26.39% |
| 6M | 17.76% | 38.87% |
| YTD | 5.26% | 5.6% |
| 1Y | -3.15% | 47.35% |
| 3Y (ann.) | -2.51% | 15.27% |
| 5Y (ann.) | -2.51% | 15.27% |
| Metric | 12256251:solusd:triple_med_gx:lsma90_140 | 12256251:SOLUSD |
|---|---|---|
| Max Drawdown | -24.75% | -64.93% |
| Longest DD Days | 262.0 | 224.0 |
| Avg. Drawdown | -8.89% | -11.98% |
| Avg. Drawdown Days | 89.0 | 26.0 |
| Recovery Factor | -0.13 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-09-01 | -24.75 | 262 |
| 2024-06-10 | 2024-06-27 | -9.25 | 16 |
| 2024-06-28 | 2024-12-12 | -6.95 | 167 |
| 2024-06-08 | 2024-06-09 | -1.80 | 1 |
| 2024-06-10 | 2024-06-10 | -1.68 | 0 |
| Metric | 12256251:solusd:triple_med_gx:lsma90_140 | 12256251:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 11.7% | 21.25% |
| Worst Week | -14.5% | -17.1% |
| Best Month | 11.7% | 41.15% |
| Worst Month | -12.78% | -36.08% |
| Best Year | 5.26% | 13.13% |
| Worst Year | -7.97% | 5.6% |
| Avg. Up Day | 1.55% | 1.57% |
| Avg. Down Day | -1.32% | -1.37% |
| Avg. Up Week | 3.25% | 8.45% |
| Avg. Down Week | -5.84% | -11.42% |
| Avg. Up Month | 2.88% | 18.3% |
| Avg. Down Month | -7.09% | -19.73% |
| Win Days % | 44.57% | 49.56% |
| Win Month % | 69.23% | 56.25% |
| Win Week % | 60.0% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |