| Metric | 12258133:solusd:triple_med_gx:lsma270_145 | 12258133:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -0.94% | 19.47% |
| Max Drawdown | -33.31% | -64.93% |
| Sharpe | 0.07 | 0.29 |
| Sortino | 0.1 | 0.44 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.03 | 1.05 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.46 | 1.03 |
| Outlier Win Ratio | 36.93 | 2.61 |
| Outlier Loss Ratio | 3.1 | 2.7 |
| Volatility (ann.) | 15.91% | 42.69% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.02 | 0.24 |
| Skew | 2.57 | 0.62 |
| Kurtosis | 92.95 | 8.27 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.06% | 1.12% |
| Expected Yearly % | -0.47% | 9.3% |
| Kelly Criterion | 0.16% | 1.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.64% |
| Expected Shortfall (cVaR) | -1.37% | -3.64% |
| Year | 12258133:SOLUSD | 12258133:solusd:triple_med_gx:lsma270_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -3.35 | -0.26 | - |
| 2025 | 5.60 | 2.50 | 0.45 | - |
| Metric | 12258133:solusd:triple_med_gx:lsma270_145 | 12258133:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.76% | 26.39% |
| 6M | 14.72% | 38.87% |
| YTD | 2.5% | 5.6% |
| 1Y | 20.87% | 47.35% |
| 3Y (ann.) | -0.75% | 15.27% |
| 5Y (ann.) | -0.75% | 15.27% |
| Metric | 12258133:solusd:triple_med_gx:lsma270_145 | 12258133:SOLUSD |
|---|---|---|
| Max Drawdown | -33.31% | -64.93% |
| Longest DD Days | 337.0 | 224.0 |
| Avg. Drawdown | -5.49% | -11.98% |
| Avg. Drawdown Days | 41.0 | 26.0 |
| Recovery Factor | -0.03 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-09 | -33.31 | 337 |
| 2025-05-23 | 2025-09-01 | -15.73 | 101 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-05-21 | 2025-05-21 | -2.04 | 0 |
| 2025-05-20 | 2025-05-21 | -1.63 | 0 |
| 2025-05-11 | 2025-05-19 | -1.62 | 8 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2025-05-09 | 2025-05-09 | -0.19 | 0 |
| 2025-05-22 | 2025-05-22 | -0.18 | 0 |
| Metric | 12258133:solusd:triple_med_gx:lsma270_145 | 12258133:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -12.35% | -17.1% |
| Best Month | 21.31% | 41.15% |
| Worst Month | -15.73% | -36.08% |
| Best Year | 2.5% | 13.13% |
| Worst Year | -3.35% | 5.6% |
| Avg. Up Day | 1.54% | 1.55% |
| Avg. Down Day | -1.35% | -1.47% |
| Avg. Up Week | 6.2% | 8.07% |
| Avg. Down Week | -4.06% | -8.23% |
| Avg. Up Month | 9.33% | 19.75% |
| Avg. Down Month | -10.27% | -23.19% |
| Win Days % | 46.79% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 45.45% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |