| Metric | 12259099:solusd:triple_med_gx:lsma65_145 | 12259099:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | -26.57% | 19.47% |
| Max Drawdown | -47.12% | -64.93% |
| Sharpe | -0.22 | 0.29 |
| Sortino | -0.3 | 0.44 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 0.94 | 1.05 |
| Common Sense Ratio | 0.88 | 1.07 |
| CPC Index | 0.46 | 0.53 |
| Tail Ratio | 0.94 | 1.03 |
| Outlier Win Ratio | 20.87 | 2.81 |
| Outlier Loss Ratio | 3.45 | 3.18 |
| Volatility (ann.) | 19.53% | 42.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.46 | 0.24 |
| Skew | -0.12 | 0.62 |
| Kurtosis | 16.56 | 8.27 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.91% | 1.12% |
| Expected Yearly % | -14.31% | 9.3% |
| Kelly Criterion | -4.48% | 0.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -3.64% |
| Expected Shortfall (cVaR) | -1.69% | -3.64% |
| Year | 12259099:SOLUSD | 12259099:solusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -22.18 | -1.69 | - |
| 2025 | 5.60 | -5.64 | -1.01 | - |
| Metric | 12259099:solusd:triple_med_gx:lsma65_145 | 12259099:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 19.65% | 26.39% |
| 6M | 16.73% | 38.87% |
| YTD | -5.64% | 5.6% |
| 1Y | -13.01% | 47.35% |
| 3Y (ann.) | -21.86% | 15.27% |
| 5Y (ann.) | -21.86% | 15.27% |
| Metric | 12259099:solusd:triple_med_gx:lsma65_145 | 12259099:SOLUSD |
|---|---|---|
| Max Drawdown | -47.12% | -64.93% |
| Longest DD Days | 452.0 | 224.0 |
| Avg. Drawdown | -11.98% | -11.98% |
| Avg. Drawdown Days | 113.0 | 26.0 |
| Recovery Factor | -0.56 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -47.12 | 452 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-03 | 2024-06-04 | -0.28 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 12259099:solusd:triple_med_gx:lsma65_145 | 12259099:SOLUSD |
|---|---|---|
| Best Day | 9.29% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 13.81% | 21.25% |
| Worst Week | -13.5% | -17.1% |
| Best Month | 18.47% | 41.15% |
| Worst Month | -19.51% | -36.08% |
| Best Year | -5.64% | 13.13% |
| Worst Year | -22.18% | 5.6% |
| Avg. Up Day | 1.5% | 1.51% |
| Avg. Down Day | -1.43% | -1.48% |
| Avg. Up Week | 5.03% | 6.11% |
| Avg. Down Week | -5.75% | -8.23% |
| Avg. Up Month | 8.19% | 15.59% |
| Avg. Down Month | -13.72% | -22.53% |
| Win Days % | 46.49% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 43.75% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |