| Metric | 12137958:solusd:triple_med_gx:lsma70_65 | 12137958:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 12.2% | 35.63% |
| Max Drawdown | -0.18% | -30.87% |
| Sharpe | 1.48 | 0.81 |
| Sortino | 33.18 | 1.23 |
| Payoff Ratio | 17.07 | 4.13 |
| Profit Factor | 22.76 | 1.13 |
| Common Sense Ratio | NaN | 1.34 |
| CPC Index | 221.98 | 2.31 |
| Tail Ratio | NaN | 1.18 |
| Outlier Win Ratio | 97.97 | 1.7 |
| Outlier Loss Ratio | 15.7 | 2.13 |
| Volatility (ann.) | 6.17% | 38.41% |
| R^2 | 0.03 | 0.03 |
| Calmar | 240.0 | 5.14 |
| Skew | 14.21 | 0.74 |
| Kurtosis | 219.55 | 8.71 |
| Expected Daily % | 0.02% | 0.06% |
| Expected Monthly % | 2.33% | 6.29% |
| Expected Yearly % | 12.2% | 35.63% |
| Kelly Criterion | 54.63% | 37.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -3.22% |
| Expected Shortfall (cVaR) | -0.51% | -3.22% |
| Year | 12137958:SOLUSD | 12137958:solusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | 12.20 | 0.34 | - |
| Metric | 12137958:solusd:triple_med_gx:lsma70_65 | 12137958:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 9.15% | 36.47% |
| 6M | 12.2% | 35.63% |
| YTD | 12.2% | 35.63% |
| 1Y | 12.2% | 35.63% |
| 3Y (ann.) | 43.2% | 158.79% |
| 5Y (ann.) | 43.2% | 158.79% |
| Metric | 12137958:solusd:triple_med_gx:lsma70_65 | 12137958:SOLUSD |
|---|---|---|
| Max Drawdown | -0.18% | -30.87% |
| Longest DD Days | 0.0 | 64.0 |
| Avg. Drawdown | -0.18% | -7.05% |
| Avg. Drawdown Days | 0.0 | 9.0 |
| Recovery Factor | 67.77 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-25 | 2025-05-25 | -0.18 | 0 |
| 2025-04-02 | 2025-04-02 | -0.18 | 0 |
| 2025-05-09 | 2025-05-09 | -0.18 | 0 |
| Metric | 12137958:solusd:triple_med_gx:lsma70_65 | 12137958:SOLUSD |
|---|---|---|
| Best Day | 5.63% | 15.42% |
| Worst Day | -0.18% | -9.45% |
| Best Week | 5.44% | 16.67% |
| Worst Week | 0.0% | -10.2% |
| Best Month | 9.15% | 18.49% |
| Worst Month | 0.0% | -1.84% |
| Best Year | 12.2% | 35.63% |
| Worst Year | 12.2% | 35.63% |
| Avg. Up Day | 3.07% | 3.21% |
| Avg. Down Day | -0.18% | -0.78% |
| Avg. Up Week | 5.44% | 16.67% |
| Avg. Down Week | NaN% | NaN% |
| Avg. Up Month | 5.97% | 12.29% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 57.14% | 49.57% |
| Win Month % | 100.0% | 60.0% |
| Win Week % | 100.0% | 61.11% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |