| Metric | 12258294:solusd:triple_med_gx:lsma260_145 | 12258294:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 2.7% | 3.1% |
| Max Drawdown | -37.07% | -64.93% |
| Sharpe | 0.12 | 0.23 |
| Sortino | 0.18 | 0.34 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.05 | 1.04 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.07 | 1.02 |
| Outlier Win Ratio | 39.9 | 2.68 |
| Outlier Loss Ratio | 3.14 | 2.76 |
| Volatility (ann.) | 15.88% | 43.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.06 | 0.04 |
| Skew | 3.77 | 0.64 |
| Kurtosis | 96.35 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.19% | 0.22% |
| Expected Yearly % | 1.34% | 1.54% |
| Kelly Criterion | -0.11% | 5.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -3.68% |
| Expected Shortfall (cVaR) | -1.36% | -3.68% |
| Year | 12258294:SOLUSD | 12258294:solusd:triple_med_gx:lsma260_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -20.08 | -1.53 | - |
| 2025 | -8.87 | 28.50 | -3.21 | + |
| Metric | 12258294:solusd:triple_med_gx:lsma260_145 | 12258294:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 20.95% | 36.47% |
| 6M | 28.5% | -8.22% |
| YTD | 28.5% | -8.87% |
| 1Y | 5.92% | 7.09% |
| 3Y (ann.) | 2.39% | 2.75% |
| 5Y (ann.) | 2.39% | 2.75% |
| Metric | 12258294:solusd:triple_med_gx:lsma260_145 | 12258294:SOLUSD |
|---|---|---|
| Max Drawdown | -37.07% | -64.93% |
| Longest DD Days | 350.0 | 178.0 |
| Avg. Drawdown | -8.97% | -11.98% |
| Avg. Drawdown Days | 81.0 | 23.0 |
| Recovery Factor | 0.07 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-22 | -37.07 | 350 |
| 2025-05-23 | 2025-07-17 | -4.33 | 54 |
| 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 | 12258294:solusd:triple_med_gx:lsma260_145 | 12258294:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 17.53% | 21.25% |
| Worst Week | -12.35% | -17.1% |
| Best Month | 20.95% | 41.15% |
| Worst Month | -17.13% | -36.08% |
| Best Year | 28.5% | 13.13% |
| Worst Year | -20.08% | -8.87% |
| Avg. Up Day | 1.63% | 1.64% |
| Avg. Down Day | -1.4% | -1.43% |
| Avg. Up Week | 7.42% | 12.12% |
| Avg. Down Week | -3.76% | -7.97% |
| Avg. Up Month | 10.49% | 22.11% |
| Avg. Down Month | -8.23% | -22.53% |
| Win Days % | 46.12% | 49.3% |
| Win Month % | 44.44% | 57.14% |
| Win Week % | 45.45% | 51.67% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |