| Metric | 12303169:solusd:triple_med_gx:lsma145_140 | 12303169:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 1.22% | 3.1% |
| Max Drawdown | -8.66% | -64.93% |
| Sharpe | 0.07 | 0.23 |
| Sortino | 0.14 | 0.34 |
| Payoff Ratio | 2.37 | 1.77 |
| Profit Factor | 1.09 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.64 | 0.9 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 159.13 | 1.81 |
| Outlier Loss Ratio | 4.21 | 2.09 |
| Volatility (ann.) | 7.35% | 43.08% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.13 | 0.04 |
| Skew | 13.95 | 0.64 |
| Kurtosis | 457.85 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.09% | 0.22% |
| Expected Yearly % | 0.61% | 1.54% |
| Kelly Criterion | -6.68% | 20.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -3.68% |
| Expected Shortfall (cVaR) | -0.63% | -3.68% |
| Year | 12303169:SOLUSD | 12303169:solusd:triple_med_gx:lsma145_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -2.37 | -0.18 | - |
| 2025 | -8.87 | 3.69 | -0.42 | + |
| Metric | 12303169:solusd:triple_med_gx:lsma145_140 | 12303169:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.94% | 36.47% |
| 6M | 3.69% | -8.22% |
| YTD | 3.69% | -8.87% |
| 1Y | 1.86% | 7.09% |
| 3Y (ann.) | 1.09% | 2.75% |
| 5Y (ann.) | 1.09% | 2.75% |
| Metric | 12303169:solusd:triple_med_gx:lsma145_140 | 12303169:SOLUSD |
|---|---|---|
| Max Drawdown | -8.66% | -64.93% |
| Longest DD Days | 233.0 | 178.0 |
| Avg. Drawdown | -6.99% | -11.98% |
| Avg. Drawdown Days | 190.0 | 23.0 |
| Recovery Factor | 0.14 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-26 | 2025-07-17 | -8.66 | 233 |
| 2024-06-11 | 2024-11-06 | -5.33 | 147 |
| Metric | 12303169:solusd:triple_med_gx:lsma145_140 | 12303169:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -4.8% | -14.23% |
| Best Week | 10.71% | 21.25% |
| Worst Week | -5.95% | -17.1% |
| Best Month | 4.71% | 41.15% |
| Worst Month | -4.35% | -36.08% |
| Best Year | 3.69% | 13.13% |
| Worst Year | -2.37% | -8.87% |
| Avg. Up Day | 2.45% | 2.49% |
| Avg. Down Day | -1.03% | -1.41% |
| Avg. Up Week | 4.13% | 12.19% |
| Avg. Down Week | -2.31% | -8.16% |
| Avg. Up Month | 2.76% | 23.75% |
| Avg. Down Month | -2.33% | -18.02% |
| Win Days % | 25.0% | 49.3% |
| Win Month % | 45.45% | 57.14% |
| Win Week % | 40.0% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |