| Metric | 12259038:solusd:triple_med_gx:lsma75_145 | 12259038:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -6.87% | 19.47% |
| Max Drawdown | -35.64% | -64.93% |
| Sharpe | 0.03 | 0.29 |
| Sortino | 0.04 | 0.44 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.01 | 1.05 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.12 | 1.03 |
| Outlier Win Ratio | 19.37 | 2.92 |
| Outlier Loss Ratio | 3.42 | 3.18 |
| Volatility (ann.) | 20.24% | 42.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.16 | 0.24 |
| Skew | 0.05 | 0.62 |
| Kurtosis | 14.82 | 8.27 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.44% | 1.12% |
| Expected Yearly % | -3.5% | 9.3% |
| Kelly Criterion | -0.55% | 2.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.64% |
| Expected Shortfall (cVaR) | -1.74% | -3.64% |
| Year | 12259038:SOLUSD | 12259038:solusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -21.87 | -1.67 | - |
| 2025 | 5.60 | 19.19 | 3.43 | + |
| Metric | 12259038:solusd:triple_med_gx:lsma75_145 | 12259038:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 18.03% | 26.39% |
| 6M | 34.26% | 38.87% |
| YTD | 19.19% | 5.6% |
| 1Y | 6.16% | 47.35% |
| 3Y (ann.) | -5.53% | 15.27% |
| 5Y (ann.) | -5.53% | 15.27% |
| Metric | 12259038:solusd:triple_med_gx:lsma75_145 | 12259038:SOLUSD |
|---|---|---|
| Max Drawdown | -35.64% | -64.93% |
| Longest DD Days | 452.0 | 224.0 |
| Avg. Drawdown | -9.11% | -11.98% |
| Avg. Drawdown Days | 113.0 | 26.0 |
| Recovery Factor | -0.19 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -35.64 | 452 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-03 | 2024-06-04 | -0.28 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 12259038:solusd:triple_med_gx:lsma75_145 | 12259038:SOLUSD |
|---|---|---|
| Best Day | 9.29% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 9.46% | 21.25% |
| Worst Week | -13.8% | -17.1% |
| Best Month | 19.06% | 41.15% |
| Worst Month | -22.11% | -36.08% |
| Best Year | 19.19% | 13.13% |
| Worst Year | -21.87% | 5.6% |
| Avg. Up Day | 1.55% | 1.55% |
| Avg. Down Day | -1.43% | -1.45% |
| Avg. Up Week | 6.0% | 6.92% |
| Avg. Down Week | -7.31% | -10.02% |
| Avg. Up Month | 8.9% | 14.49% |
| Avg. Down Month | -10.49% | -18.24% |
| Win Days % | 47.75% | 49.56% |
| Win Month % | 54.55% | 56.25% |
| Win Week % | 55.17% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |