| Metric | 12128191:solusd:triple_med_gx:lsma185_30 | 12128191:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -1.38% | 35.63% |
| Max Drawdown | -22.84% | -30.87% |
| Sharpe | 0.1 | 0.81 |
| Sortino | 0.15 | 1.23 |
| Payoff Ratio | 1.18 | 1.06 |
| Profit Factor | 1.03 | 1.13 |
| Common Sense Ratio | 1.08 | 1.34 |
| CPC Index | 0.54 | 0.59 |
| Tail Ratio | 1.05 | 1.18 |
| Outlier Win Ratio | 14.21 | 3.17 |
| Outlier Loss Ratio | 3.89 | 4.08 |
| Volatility (ann.) | 27.92% | 38.41% |
| R^2 | 0.53 | 0.53 |
| Calmar | -0.19 | 5.14 |
| Skew | 2.14 | 0.74 |
| Kurtosis | 34.89 | 8.71 |
| Expected Daily % | -0.0% | 0.06% |
| Expected Monthly % | -0.28% | 6.29% |
| Expected Yearly % | -1.38% | 35.63% |
| Kelly Criterion | -1.96% | 1.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.4% | -3.22% |
| Expected Shortfall (cVaR) | -2.4% | -3.22% |
| Year | 12128191:SOLUSD | 12128191:solusd:triple_med_gx:lsma185_30 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | -1.38 | -0.04 | - |
| Metric | 12128191:solusd:triple_med_gx:lsma185_30 | 12128191:SOLUSD |
|---|---|---|
| MTD | -4.48% | 11.11% |
| 3M | 4.9% | 36.47% |
| 6M | -1.38% | 35.63% |
| YTD | -1.38% | 35.63% |
| 1Y | -1.38% | 35.63% |
| 3Y (ann.) | -4.25% | 158.79% |
| 5Y (ann.) | -4.25% | 158.79% |
| Metric | 12128191:solusd:triple_med_gx:lsma185_30 | 12128191:SOLUSD |
|---|---|---|
| Max Drawdown | -22.84% | -30.87% |
| Longest DD Days | 64.0 | 64.0 |
| Avg. Drawdown | -8.4% | -7.05% |
| Avg. Drawdown Days | 17.0 | 9.0 |
| Recovery Factor | -0.06 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-02 | 2025-05-08 | -22.84 | 36 |
| 2025-05-14 | 2025-07-17 | -19.65 | 64 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 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 |
| Metric | 12128191:solusd:triple_med_gx:lsma185_30 | 12128191:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 15.42% |
| Worst Day | -9.45% | -9.45% |
| Best Week | 14.84% | 16.67% |
| Worst Week | -6.34% | -10.2% |
| Best Month | 11.23% | 18.49% |
| Worst Month | -5.11% | -1.84% |
| Best Year | -1.38% | 35.63% |
| Worst Year | -1.38% | 35.63% |
| Avg. Up Day | 1.76% | 1.78% |
| Avg. Down Day | -1.49% | -1.69% |
| Avg. Up Week | 6.56% | 9.53% |
| Avg. Down Week | -3.24% | -3.13% |
| Avg. Up Month | 11.23% | 6.1% |
| Avg. Down Month | -2.18% | -1.07% |
| Win Days % | 44.79% | 49.57% |
| Win Month % | 25.0% | 60.0% |
| Win Week % | 41.67% | 61.11% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |