| Metric | 12258239:solusd:triple_med_gx:lsma275_145 | 12258239:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -15.31% | 19.47% |
| Max Drawdown | -40.62% | -64.93% |
| Sharpe | -0.14 | 0.29 |
| Sortino | -0.2 | 0.44 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 0.94 | 1.05 |
| Common Sense Ratio | 0.91 | 1.07 |
| CPC Index | 0.46 | 0.53 |
| Tail Ratio | 0.96 | 1.03 |
| Outlier Win Ratio | 38.7 | 2.59 |
| Outlier Loss Ratio | 3.13 | 2.78 |
| Volatility (ann.) | 15.5% | 42.69% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.31 | 0.24 |
| Skew | 3.23 | 0.62 |
| Kurtosis | 94.3 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.03% | 1.12% |
| Expected Yearly % | -7.97% | 9.3% |
| Kelly Criterion | -5.56% | 0.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -3.64% |
| Expected Shortfall (cVaR) | -1.34% | -3.64% |
| Year | 12258239:SOLUSD | 12258239:solusd:triple_med_gx:lsma275_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -16.06 | -1.22 | - |
| 2025 | 5.60 | 0.90 | 0.16 | - |
| Metric | 12258239:solusd:triple_med_gx:lsma275_145 | 12258239:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -12.56% | 26.39% |
| 6M | 19.33% | 38.87% |
| YTD | 0.9% | 5.6% |
| 1Y | 10.65% | 47.35% |
| 3Y (ann.) | -12.43% | 15.27% |
| 5Y (ann.) | -12.43% | 15.27% |
| Metric | 12258239:solusd:triple_med_gx:lsma275_145 | 12258239:SOLUSD |
|---|---|---|
| Max Drawdown | -40.62% | -64.93% |
| Longest DD Days | 351.0 | 224.0 |
| Avg. Drawdown | -12.81% | -11.98% |
| Avg. Drawdown Days | 91.0 | 26.0 |
| Recovery Factor | -0.38 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-23 | -40.62 | 351 |
| 2025-05-23 | 2025-09-01 | -19.98 | 101 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12258239:solusd:triple_med_gx:lsma275_145 | 12258239:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 17.47% | 21.25% |
| Worst Week | -14.36% | -17.1% |
| Best Month | 17.18% | 41.15% |
| Worst Month | -17.04% | -36.08% |
| Best Year | 0.9% | 13.13% |
| Worst Year | -16.06% | 5.6% |
| Avg. Up Day | 1.5% | 1.51% |
| Avg. Down Day | -1.42% | -1.47% |
| Avg. Up Week | 6.86% | 12.24% |
| Avg. Down Week | -5.65% | -9.31% |
| Avg. Up Month | 10.93% | 19.02% |
| Avg. Down Month | -9.88% | -22.53% |
| Win Days % | 45.83% | 49.56% |
| Win Month % | 36.36% | 56.25% |
| Win Week % | 41.67% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |