| Metric | 12128307:solusd:triple_med_gx:lsma150_30 | 12128307:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -0.93% | 35.63% |
| Max Drawdown | -21.28% | -30.87% |
| Sharpe | 0.09 | 0.81 |
| Sortino | 0.16 | 1.23 |
| Payoff Ratio | 1.57 | 1.26 |
| Profit Factor | 1.03 | 1.13 |
| Common Sense Ratio | 0.93 | 1.34 |
| CPC Index | 0.62 | 0.7 |
| Tail Ratio | 0.9 | 1.18 |
| Outlier Win Ratio | 17.02 | 3.05 |
| Outlier Loss Ratio | 3.51 | 3.31 |
| Volatility (ann.) | 24.99% | 38.41% |
| R^2 | 0.42 | 0.42 |
| Calmar | -0.13 | 5.14 |
| Skew | 3.91 | 0.74 |
| Kurtosis | 48.31 | 8.71 |
| Expected Daily % | -0.0% | 0.06% |
| Expected Monthly % | -0.19% | 6.29% |
| Expected Yearly % | -0.93% | 35.63% |
| Kelly Criterion | -1.02% | 9.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -3.22% |
| Expected Shortfall (cVaR) | -2.15% | -3.22% |
| Year | 12128307:SOLUSD | 12128307:solusd:triple_med_gx:lsma150_30 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | -0.93 | -0.03 | - |
| Metric | 12128307:solusd:triple_med_gx:lsma150_30 | 12128307:SOLUSD |
|---|---|---|
| MTD | 0.57% | 11.11% |
| 3M | 0.56% | 36.47% |
| 6M | -0.93% | 35.63% |
| YTD | -0.93% | 35.63% |
| 1Y | -0.93% | 35.63% |
| 3Y (ann.) | -2.87% | 158.79% |
| 5Y (ann.) | -2.87% | 158.79% |
| Metric | 12128307:solusd:triple_med_gx:lsma150_30 | 12128307:SOLUSD |
|---|---|---|
| Max Drawdown | -21.28% | -30.87% |
| Longest DD Days | 64.0 | 64.0 |
| Avg. Drawdown | -6.49% | -7.05% |
| Avg. Drawdown Days | 13.0 | 9.0 |
| Recovery Factor | -0.04 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-07-17 | -21.28 | 64 |
| 2025-04-04 | 2025-05-08 | -18.54 | 34 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-03 | 2025-04-04 | -3.99 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| 2025-05-09 | 2025-05-09 | -0.19 | 0 |
| 2025-04-02 | 2025-04-03 | -0.18 | 0 |
| Metric | 12128307:solusd:triple_med_gx:lsma150_30 | 12128307:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 15.42% |
| Worst Day | -6.06% | -9.45% |
| Best Week | 11.57% | 16.67% |
| Worst Week | -7.3% | -10.2% |
| Best Month | 8.01% | 18.49% |
| Worst Month | -7.43% | -1.84% |
| Best Year | -0.93% | 35.63% |
| Worst Year | -0.93% | 35.63% |
| Avg. Up Day | 2.07% | 2.07% |
| Avg. Down Day | -1.32% | -1.65% |
| Avg. Up Week | 6.91% | 11.13% |
| Avg. Down Week | -4.33% | -2.11% |
| Avg. Up Month | 4.29% | 8.6% |
| Avg. Down Month | -7.43% | -1.07% |
| Win Days % | 38.35% | 49.57% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 40.0% | 61.11% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |