| Metric | 12259043:solusd:triple_med_gx:lsma80_145 | 12259043:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -18.07% | 19.47% |
| Max Drawdown | -40.36% | -64.93% |
| Sharpe | -0.09 | 0.29 |
| Sortino | -0.13 | 0.44 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 0.98 | 1.05 |
| Common Sense Ratio | 1.0 | 1.07 |
| CPC Index | 0.49 | 0.54 |
| Tail Ratio | 1.02 | 1.03 |
| Outlier Win Ratio | 18.87 | 2.92 |
| Outlier Loss Ratio | 3.39 | 3.18 |
| Volatility (ann.) | 20.57% | 42.69% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.36 | 0.24 |
| Skew | 0.01 | 0.62 |
| Kurtosis | 13.98 | 8.27 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.24% | 1.12% |
| Expected Yearly % | -9.48% | 9.3% |
| Kelly Criterion | -2.25% | 1.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -3.64% |
| Expected Shortfall (cVaR) | -1.78% | -3.64% |
| Year | 12259043:SOLUSD | 12259043:solusd:triple_med_gx:lsma80_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -25.22 | -1.92 | - |
| 2025 | 5.60 | 9.56 | 1.71 | + |
| Metric | 12259043:solusd:triple_med_gx:lsma80_145 | 12259043:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 15.16% | 26.39% |
| 6M | 27.48% | 38.87% |
| YTD | 9.56% | 5.6% |
| 1Y | -4.65% | 47.35% |
| 3Y (ann.) | -14.71% | 15.27% |
| 5Y (ann.) | -14.71% | 15.27% |
| Metric | 12259043:solusd:triple_med_gx:lsma80_145 | 12259043:SOLUSD |
|---|---|---|
| Max Drawdown | -40.36% | -64.93% |
| Longest DD Days | 452.0 | 224.0 |
| Avg. Drawdown | -10.29% | -11.98% |
| Avg. Drawdown Days | 113.0 | 26.0 |
| Recovery Factor | -0.45 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -40.36 | 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 | 12259043:solusd:triple_med_gx:lsma80_145 | 12259043:SOLUSD |
|---|---|---|
| Best Day | 9.29% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 10.99% | 21.25% |
| Worst Week | -18.19% | -17.1% |
| Best Month | 20.72% | 41.15% |
| Worst Month | -22.11% | -36.08% |
| Best Year | 9.56% | 13.13% |
| Worst Year | -25.22% | 5.6% |
| Avg. Up Day | 1.52% | 1.53% |
| Avg. Down Day | -1.45% | -1.47% |
| Avg. Up Week | 5.26% | 6.87% |
| Avg. Down Week | -7.75% | -10.02% |
| Avg. Up Month | 8.68% | 14.49% |
| Avg. Down Month | -12.42% | -18.24% |
| Win Days % | 47.55% | 49.56% |
| Win Month % | 54.55% | 56.25% |
| Win Week % | 56.67% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |