| Metric | 12296816:solusd:triple_med_gx:lsma90_125 | 12296816:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -31.63% | 3.1% |
| Max Drawdown | -33.06% | -64.93% |
| Sharpe | -0.69 | 0.23 |
| Sortino | -0.86 | 0.34 |
| Payoff Ratio | 0.95 | 0.88 |
| Profit Factor | 0.75 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.3 | 0.45 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 57.24 | 2.42 |
| Outlier Loss Ratio | 3.6 | 2.91 |
| Volatility (ann.) | 11.3% | 43.08% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.87 | 0.04 |
| Skew | -2.42 | 0.64 |
| Kurtosis | 34.38 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -2.68% | 0.22% |
| Expected Yearly % | -17.32% | 1.54% |
| Kelly Criterion | -19.31% | -8.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -3.68% |
| Expected Shortfall (cVaR) | -0.99% | -3.68% |
| Year | 12296816:SOLUSD | 12296816:solusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -5.15 | -0.39 | - |
| 2025 | -8.87 | -27.93 | 3.15 | - |
| Metric | 12296816:solusd:triple_med_gx:lsma90_125 | 12296816:SOLUSD |
|---|---|---|
| MTD | -2.42% | 11.11% |
| 3M | -11.03% | 36.47% |
| 6M | -29.67% | -8.22% |
| YTD | -27.93% | -8.87% |
| 1Y | -23.9% | 7.09% |
| 3Y (ann.) | -28.66% | 2.75% |
| 5Y (ann.) | -28.66% | 2.75% |
| Metric | 12296816:solusd:triple_med_gx:lsma90_125 | 12296816:SOLUSD |
|---|---|---|
| Max Drawdown | -33.06% | -64.93% |
| Longest DD Days | 406.0 | 178.0 |
| Avg. Drawdown | -16.62% | -11.98% |
| Avg. Drawdown Days | 203.0 | 23.0 |
| Recovery Factor | -0.96 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -33.06 | 406 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 12296816:solusd:triple_med_gx:lsma90_125 | 12296816:SOLUSD |
|---|---|---|
| Best Day | 4.52% | 19.54% |
| Worst Day | -6.28% | -14.23% |
| Best Week | 6.0% | 21.25% |
| Worst Week | -17.44% | -17.1% |
| Best Month | 11.31% | 41.15% |
| Worst Month | -15.53% | -36.08% |
| Best Year | -5.15% | 13.13% |
| Worst Year | -27.93% | -8.87% |
| Avg. Up Day | 1.26% | 1.28% |
| Avg. Down Day | -1.33% | -1.45% |
| Avg. Up Week | 2.31% | 7.39% |
| Avg. Down Week | -5.11% | -7.33% |
| Avg. Up Month | 6.89% | 16.52% |
| Avg. Down Month | -5.49% | -17.31% |
| Win Days % | 41.84% | 49.3% |
| Win Month % | 23.08% | 57.14% |
| Win Week % | 40.0% | 51.67% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 50.0% |