| Metric | 12128397:solusd:triple_med_gx:lsma70_30 | 12128397:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 5.14% | 35.63% |
| Max Drawdown | -13.59% | -30.87% |
| Sharpe | 0.36 | 0.81 |
| Sortino | 0.56 | 1.23 |
| Payoff Ratio | 1.42 | 1.01 |
| Profit Factor | 1.14 | 1.13 |
| Common Sense Ratio | 0.85 | 1.34 |
| CPC Index | 0.66 | 0.57 |
| Tail Ratio | 0.75 | 1.18 |
| Outlier Win Ratio | 31.13 | 2.56 |
| Outlier Loss Ratio | 4.4 | 2.8 |
| Volatility (ann.) | 13.35% | 38.41% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.25 | 5.14 |
| Skew | 1.01 | 0.74 |
| Kurtosis | 28.8 | 8.71 |
| Expected Daily % | 0.01% | 0.06% |
| Expected Monthly % | 1.01% | 6.29% |
| Expected Yearly % | 5.14% | 35.63% |
| Kelly Criterion | -0.17% | -0.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.22% |
| Expected Shortfall (cVaR) | -1.14% | -3.22% |
| Year | 12128397:SOLUSD | 12128397:solusd:triple_med_gx:lsma70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | 5.14 | 0.14 | - |
| Metric | 12128397:solusd:triple_med_gx:lsma70_30 | 12128397:SOLUSD |
|---|---|---|
| MTD | 2.91% | 11.11% |
| 3M | 8.18% | 36.47% |
| 6M | 5.14% | 35.63% |
| YTD | 5.14% | 35.63% |
| 1Y | 5.14% | 35.63% |
| 3Y (ann.) | 16.93% | 158.79% |
| 5Y (ann.) | 16.93% | 158.79% |
| Metric | 12128397:solusd:triple_med_gx:lsma70_30 | 12128397:SOLUSD |
|---|---|---|
| Max Drawdown | -13.59% | -30.87% |
| Longest DD Days | 43.0 | 64.0 |
| Avg. Drawdown | -3.98% | -7.05% |
| Avg. Drawdown Days | 15.0 | 9.0 |
| Recovery Factor | 0.38 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-03 | 2025-07-17 | -13.59 | 43 |
| 2025-04-03 | 2025-04-25 | -4.46 | 22 |
| 2025-05-10 | 2025-06-03 | -4.38 | 24 |
| 2025-04-25 | 2025-05-08 | -4.06 | 13 |
| 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 | 12128397:solusd:triple_med_gx:lsma70_30 | 12128397:SOLUSD |
|---|---|---|
| Best Day | 5.82% | 15.42% |
| Worst Day | -5.75% | -9.45% |
| Best Week | 11.57% | 16.67% |
| Worst Week | -10.45% | -10.2% |
| Best Month | 8.92% | 18.49% |
| Worst Month | -3.67% | -1.84% |
| Best Year | 5.14% | 35.63% |
| Worst Year | 5.14% | 35.63% |
| Avg. Up Day | 1.36% | 1.4% |
| Avg. Down Day | -0.96% | -1.38% |
| Avg. Up Week | 4.43% | 9.69% |
| Avg. Down Week | -1.77% | -3.86% |
| Avg. Up Month | 5.91% | 8.6% |
| Avg. Down Month | -3.67% | -1.07% |
| Win Days % | 41.3% | 49.57% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 45.45% | 61.11% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |