| Metric | 12258144:solusd:triple_med_gx:lsma80_145 | 12258144:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -34.2% | 19.47% |
| Max Drawdown | -41.71% | -64.93% |
| Sharpe | -0.54 | 0.29 |
| Sortino | -0.73 | 0.44 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 0.81 | 1.05 |
| Common Sense Ratio | 0.36 | 1.07 |
| CPC Index | 0.37 | 0.57 |
| Tail Ratio | 0.45 | 1.03 |
| Outlier Win Ratio | 44.49 | 2.61 |
| Outlier Loss Ratio | 3.41 | 2.88 |
| Volatility (ann.) | 13.68% | 42.69% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.68 | 0.24 |
| Skew | -0.81 | 0.62 |
| Kurtosis | 37.17 | 8.27 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.58% | 1.12% |
| Expected Yearly % | -18.88% | 9.3% |
| Kelly Criterion | -12.3% | 3.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -3.64% |
| Expected Shortfall (cVaR) | -1.2% | -3.64% |
| Year | 12258144:SOLUSD | 12258144:solusd:triple_med_gx:lsma80_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -7.59 | -0.58 | - |
| 2025 | 5.60 | -28.79 | -5.14 | - |
| Metric | 12258144:solusd:triple_med_gx:lsma80_145 | 12258144:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 2.88% | 26.39% |
| 6M | -15.58% | 38.87% |
| YTD | -28.79% | 5.6% |
| 1Y | -31.85% | 47.35% |
| 3Y (ann.) | -28.41% | 15.27% |
| 5Y (ann.) | -28.41% | 15.27% |
| Metric | 12258144:solusd:triple_med_gx:lsma80_145 | 12258144:SOLUSD |
|---|---|---|
| Max Drawdown | -41.71% | -64.93% |
| Longest DD Days | 321.0 | 224.0 |
| Avg. Drawdown | -20.24% | -11.98% |
| Avg. Drawdown Days | 150.0 | 26.0 |
| Recovery Factor | -0.82 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-15 | 2025-09-01 | -41.71 | 321 |
| 2024-06-05 | 2024-10-14 | -18.49 | 130 |
| 2024-06-05 | 2024-06-05 | -0.53 | 0 |
| Metric | 12258144:solusd:triple_med_gx:lsma80_145 | 12258144:SOLUSD |
|---|---|---|
| Best Day | 6.48% | 19.54% |
| Worst Day | -9.18% | -14.23% |
| Best Week | 10.45% | 21.25% |
| Worst Week | -13.72% | -17.1% |
| Best Month | 12.34% | 41.15% |
| Worst Month | -15.65% | -36.08% |
| Best Year | -7.59% | 13.13% |
| Worst Year | -28.79% | 5.6% |
| Avg. Up Day | 1.5% | 1.52% |
| Avg. Down Day | -1.34% | -1.39% |
| Avg. Up Week | 5.5% | 9.42% |
| Avg. Down Week | -7.1% | -8.43% |
| Avg. Up Month | 6.28% | 21.62% |
| Avg. Down Month | -7.6% | -17.85% |
| Win Days % | 40.7% | 49.56% |
| Win Month % | 33.33% | 56.25% |
| Win Week % | 34.78% | 53.73% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |