| Metric | 12129170:solusd:triple_med_gx:lsma110_35 | 12129170:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -3.99% | 35.63% |
| Max Drawdown | -9.17% | -30.87% |
| Sharpe | -0.3 | 0.81 |
| Sortino | -0.48 | 1.23 |
| Payoff Ratio | 1.44 | 1.25 |
| Profit Factor | 0.88 | 1.13 |
| Common Sense Ratio | 0.0 | 1.34 |
| CPC Index | 0.46 | 0.7 |
| Tail Ratio | 0.0 | 1.18 |
| Outlier Win Ratio | 58.18 | 2.35 |
| Outlier Loss Ratio | 4.57 | 2.64 |
| Volatility (ann.) | 9.24% | 38.41% |
| R^2 | 0.06 | 0.06 |
| Calmar | -1.3 | 5.14 |
| Skew | 2.71 | 0.74 |
| Kurtosis | 41.42 | 8.71 |
| Expected Daily % | -0.01% | 0.06% |
| Expected Monthly % | -0.81% | 6.29% |
| Expected Yearly % | -3.99% | 35.63% |
| Kelly Criterion | -8.4% | 9.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -3.22% |
| Expected Shortfall (cVaR) | -0.8% | -3.22% |
| Year | 12129170:SOLUSD | 12129170:solusd:triple_med_gx:lsma110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | -3.99 | -0.11 | - |
| Metric | 12129170:solusd:triple_med_gx:lsma110_35 | 12129170:SOLUSD |
|---|---|---|
| MTD | 2.53% | 11.11% |
| 3M | 0.93% | 36.47% |
| 6M | -3.99% | 35.63% |
| YTD | -3.99% | 35.63% |
| 1Y | -3.99% | 35.63% |
| 3Y (ann.) | -11.93% | 158.79% |
| 5Y (ann.) | -11.93% | 158.79% |
| Metric | 12129170:solusd:triple_med_gx:lsma110_35 | 12129170:SOLUSD |
|---|---|---|
| Max Drawdown | -9.17% | -30.87% |
| Longest DD Days | 110.0 | 64.0 |
| Avg. Drawdown | -9.17% | -7.05% |
| Avg. Drawdown Days | 110.0 | 9.0 |
| Recovery Factor | -0.44 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-28 | 2025-07-17 | -9.17 | 110 |
| Metric | 12129170:solusd:triple_med_gx:lsma110_35 | 12129170:SOLUSD |
|---|---|---|
| Best Day | 4.32% | 15.42% |
| Worst Day | -3.71% | -9.45% |
| Best Week | 3.3% | 16.67% |
| Worst Week | -4.31% | -10.2% |
| Best Month | 2.53% | 18.49% |
| Worst Month | -4.88% | -1.84% |
| Best Year | -3.99% | 35.63% |
| Worst Year | -3.99% | 35.63% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -0.83% | -0.97% |
| Avg. Up Week | 2.32% | 3.03% |
| Avg. Down Week | -3.82% | -5.25% |
| Avg. Up Month | 2.53% | 11.11% |
| Avg. Down Month | -3.0% | -1.46% |
| Win Days % | 36.07% | 49.57% |
| Win Month % | 25.0% | 60.0% |
| Win Week % | 37.5% | 61.11% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |