| Metric | 12258295:solusd:triple_med_gx:lsma270_145 | 12258295:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -12.2% | 19.47% |
| Max Drawdown | -38.07% | -64.93% |
| Sharpe | -0.09 | 0.29 |
| Sortino | -0.14 | 0.44 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 0.96 | 1.05 |
| Common Sense Ratio | 0.61 | 1.07 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 0.63 | 1.03 |
| Outlier Win Ratio | 39.72 | 2.57 |
| Outlier Loss Ratio | 3.08 | 2.76 |
| Volatility (ann.) | 15.57% | 42.69% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.26 | 0.24 |
| Skew | 3.52 | 0.62 |
| Kurtosis | 94.29 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.81% | 1.12% |
| Expected Yearly % | -6.3% | 9.3% |
| Kelly Criterion | -3.68% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -3.64% |
| Expected Shortfall (cVaR) | -1.34% | -3.64% |
| Year | 12258295:SOLUSD | 12258295:solusd:triple_med_gx:lsma270_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -18.46 | -1.41 | - |
| 2025 | 5.60 | 7.68 | 1.37 | + |
| Metric | 12258295:solusd:triple_med_gx:lsma270_145 | 12258295:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.62% | 26.39% |
| 6M | 15.68% | 38.87% |
| YTD | 7.68% | 5.6% |
| 1Y | 8.79% | 47.35% |
| 3Y (ann.) | -9.87% | 15.27% |
| 5Y (ann.) | -9.87% | 15.27% |
| Metric | 12258295:solusd:triple_med_gx:lsma270_145 | 12258295:SOLUSD |
|---|---|---|
| Max Drawdown | -38.07% | -64.93% |
| Longest DD Days | 452.0 | 224.0 |
| Avg. Drawdown | -10.38% | -11.98% |
| Avg. Drawdown Days | 114.0 | 26.0 |
| Recovery Factor | -0.32 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -38.07 | 452 |
| 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 | 12258295:solusd:triple_med_gx:lsma270_145 | 12258295:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 17.53% | 21.25% |
| Worst Week | -15.13% | -17.1% |
| Best Month | 17.57% | 41.15% |
| Worst Month | -15.13% | -36.08% |
| Best Year | 7.68% | 13.13% |
| Worst Year | -18.46% | 5.6% |
| Avg. Up Day | 1.6% | 1.6% |
| Avg. Down Day | -1.41% | -1.44% |
| Avg. Up Week | 7.46% | 9.55% |
| Avg. Down Week | -4.52% | -8.69% |
| Avg. Up Month | 7.75% | 19.75% |
| Avg. Down Month | -8.89% | -22.53% |
| Win Days % | 44.9% | 49.56% |
| Win Month % | 45.45% | 56.25% |
| Win Week % | 37.5% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |