| Metric | 12303018:solusd:triple_med_gx:lsma135_140 | 12303018:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -17.25% | 3.1% |
| Max Drawdown | -17.25% | -64.93% |
| Sharpe | -0.81 | 0.23 |
| Sortino | -0.9 | 0.34 |
| Payoff Ratio | 0.81 | 0.63 |
| Profit Factor | 0.43 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.1 | 0.32 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 333.32 | 1.81 |
| Outlier Loss Ratio | 3.26 | 2.12 |
| Volatility (ann.) | 5.0% | 43.08% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.9 | 0.04 |
| Skew | -12.97 | 0.64 |
| Kurtosis | 317.24 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.34% | 0.22% |
| Expected Yearly % | -9.03% | 1.54% |
| Kelly Criterion | -57.2% | -31.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -3.68% |
| Expected Shortfall (cVaR) | -0.44% | -3.68% |
| Year | 12303018:SOLUSD | 12303018:solusd:triple_med_gx:lsma135_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -14.08 | -1.07 | - |
| 2025 | -8.87 | -3.69 | 0.42 | + |
| Metric | 12303018:solusd:triple_med_gx:lsma135_140 | 12303018:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -2.91% | 36.47% |
| 6M | -7.71% | -8.22% |
| YTD | -3.69% | -8.87% |
| 1Y | -13.08% | 7.09% |
| 3Y (ann.) | -15.48% | 2.75% |
| 5Y (ann.) | -15.48% | 2.75% |
| Metric | 12303018:solusd:triple_med_gx:lsma135_140 | 12303018:SOLUSD |
|---|---|---|
| Max Drawdown | -17.25% | -64.93% |
| Longest DD Days | 404.0 | 178.0 |
| Avg. Drawdown | -17.25% | -11.98% |
| Avg. Drawdown Days | 404.0 | 23.0 |
| Recovery Factor | -1.0 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-17 | -17.25 | 404 |
| Metric | 12303018:solusd:triple_med_gx:lsma135_140 | 12303018:SOLUSD |
|---|---|---|
| Best Day | 2.7% | 19.54% |
| Worst Day | -6.69% | -14.23% |
| Best Week | 4.35% | 21.25% |
| Worst Week | -7.01% | -17.1% |
| Best Month | 4.35% | 41.15% |
| Worst Month | -10.95% | -36.08% |
| Best Year | -3.69% | 13.13% |
| Worst Year | -14.08% | -8.87% |
| Avg. Up Day | 1.0% | 1.07% |
| Avg. Down Day | -1.24% | -1.69% |
| Avg. Up Week | 3.2% | 8.92% |
| Avg. Down Week | -2.52% | -7.05% |
| Avg. Up Month | 2.51% | 25.56% |
| Avg. Down Month | -6.35% | -12.61% |
| Win Days % | 29.79% | 49.3% |
| Win Month % | 40.0% | 57.14% |
| Win Week % | 30.77% | 51.67% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |