| Metric | 12158893:solusd:triple_med_gx:lsma255_125 | 12158893:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 0.66% | 35.63% |
| Max Drawdown | -8.56% | -30.87% |
| Sharpe | 0.1 | 0.81 |
| Sortino | 0.15 | 1.23 |
| Payoff Ratio | 1.06 | 0.98 |
| Profit Factor | 1.04 | 1.13 |
| Common Sense Ratio | 1.46 | 1.34 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.41 | 1.18 |
| Outlier Win Ratio | 37.14 | 2.4 |
| Outlier Loss Ratio | 3.46 | 2.97 |
| Volatility (ann.) | 11.81% | 38.41% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.24 | 5.14 |
| Skew | 0.04 | 0.74 |
| Kurtosis | 22.84 | 8.71 |
| Expected Daily % | 0.0% | 0.06% |
| Expected Monthly % | 0.13% | 6.29% |
| Expected Yearly % | 0.66% | 35.63% |
| Kelly Criterion | -3.04% | -1.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -3.22% |
| Expected Shortfall (cVaR) | -1.01% | -3.22% |
| Year | 12158893:SOLUSD | 12158893:solusd:triple_med_gx:lsma255_125 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | 0.66 | 0.02 | - |
| Metric | 12158893:solusd:triple_med_gx:lsma255_125 | 12158893:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 4.3% | 36.47% |
| 6M | 0.66% | 35.63% |
| YTD | 0.66% | 35.63% |
| 1Y | 0.66% | 35.63% |
| 3Y (ann.) | 2.08% | 158.79% |
| 5Y (ann.) | 2.08% | 158.79% |
| Metric | 12158893:solusd:triple_med_gx:lsma255_125 | 12158893:SOLUSD |
|---|---|---|
| Max Drawdown | -8.56% | -30.87% |
| Longest DD Days | 46.0 | 64.0 |
| Avg. Drawdown | -4.7% | -7.05% |
| Avg. Drawdown Days | 22.0 | 9.0 |
| Recovery Factor | 0.08 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-03 | 2025-07-17 | -8.56 | 43 |
| 2025-04-17 | 2025-06-03 | -6.01 | 46 |
| 2025-04-15 | 2025-04-16 | -4.21 | 1 |
| 2025-04-17 | 2025-04-17 | -0.03 | 0 |
| Metric | 12158893:solusd:triple_med_gx:lsma255_125 | 12158893:SOLUSD |
|---|---|---|
| Best Day | 4.93% | 15.42% |
| Worst Day | -4.11% | -9.45% |
| Best Week | 5.0% | 16.67% |
| Worst Week | -3.34% | -10.2% |
| Best Month | 2.53% | 18.49% |
| Worst Month | -1.04% | -1.84% |
| Best Year | 0.66% | 35.63% |
| Worst Year | 0.66% | 35.63% |
| Avg. Up Day | 1.33% | 1.35% |
| Avg. Down Day | -1.26% | -1.38% |
| Avg. Up Week | 3.76% | 5.47% |
| Avg. Down Week | -3.28% | -5.32% |
| Avg. Up Month | 2.53% | 18.49% |
| Avg. Down Month | -0.79% | -1.07% |
| Win Days % | 47.06% | 49.57% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 50.0% | 61.11% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |