| Metric | 12259041:solusd:triple_med_gx:lsma70_145 | 12259041:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -7.12% | 15.38% |
| Max Drawdown | -41.98% | -61.75% |
| Sharpe | 0.03 | 0.55 |
| Sortino | 0.04 | 0.81 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.21 | 1.17 |
| CPC Index | 0.5 | 0.53 |
| Tail Ratio | 1.2 | 1.08 |
| Outlier Win Ratio | 20.35 | 2.68 |
| Outlier Loss Ratio | 3.59 | 2.85 |
| Volatility (ann.) | 35.73% | 85.83% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.12 | 0.18 |
| Skew | -0.09 | 0.14 |
| Kurtosis | 11.3 | 3.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.43% | 0.85% |
| Expected Yearly % | -3.62% | 7.42% |
| Kelly Criterion | -0.57% | -2.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.07% | -7.26% |
| Expected Shortfall (cVaR) | -3.07% | -7.26% |
| Year | 12259041:SOLUSD | 12259041:solusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -23.25 | -1.82 | - |
| 2025 | 2.31 | 21.02 | 9.12 | + |
| Metric | 12259041:solusd:triple_med_gx:lsma70_145 | 12259041:SOLUSD |
|---|---|---|
| MTD | 5.63% | -8.37% |
| 3M | 49.35% | 20.18% |
| 6M | 42.8% | 46.71% |
| YTD | 21.02% | 2.31% |
| 1Y | -7.0% | 24.83% |
| 3Y (ann.) | -5.23% | 10.96% |
| 5Y (ann.) | -5.23% | 10.96% |
| Metric | 12259041:solusd:triple_med_gx:lsma70_145 | 12259041:SOLUSD |
|---|---|---|
| Max Drawdown | -41.98% | -61.75% |
| Longest DD Days | 497.0 | 269.0 |
| Avg. Drawdown | -41.98% | -16.47% |
| Avg. Drawdown Days | 497.0 | 44.0 |
| Recovery Factor | -0.17 | 0.25 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-10-16 | -41.98 | 497 |
| Metric | 12259041:solusd:triple_med_gx:lsma70_145 | 12259041:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -9.82% | -18.74% |
| Best Week | 18.57% | 25.06% |
| Worst Week | -14.7% | -26.95% |
| Best Month | 26.9% | 39.21% |
| Worst Month | -22.35% | -46.12% |
| Best Year | 21.02% | 12.78% |
| Worst Year | -23.25% | 2.31% |
| Avg. Up Day | 2.6% | 2.81% |
| Avg. Down Day | -2.56% | -2.81% |
| Avg. Up Week | 7.82% | 9.04% |
| Avg. Down Week | -6.37% | -10.86% |
| Avg. Up Month | 8.71% | 12.77% |
| Avg. Down Month | -12.69% | -22.54% |
| Win Days % | 49.36% | 48.8% |
| Win Month % | 61.54% | 58.82% |
| Win Week % | 44.12% | 50.68% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |