| Metric | 12128461:solusd:triple_med_gx:lsma160_30 | 12128461:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 16.04% | 35.63% |
| Max Drawdown | -23.02% | -30.87% |
| Sharpe | 0.56 | 0.81 |
| Sortino | 0.97 | 1.23 |
| Payoff Ratio | 1.46 | 1.21 |
| Profit Factor | 1.17 | 1.13 |
| Common Sense Ratio | 1.4 | 1.34 |
| CPC Index | 0.73 | 0.67 |
| Tail Ratio | 1.2 | 1.18 |
| Outlier Win Ratio | 13.55 | 3.24 |
| Outlier Loss Ratio | 3.93 | 3.69 |
| Volatility (ann.) | 27.04% | 38.41% |
| R^2 | 0.5 | 0.5 |
| Calmar | 2.57 | 5.14 |
| Skew | 3.06 | 0.74 |
| Kurtosis | 35.7 | 8.71 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 3.02% | 6.29% |
| Expected Yearly % | 16.04% | 35.63% |
| Kelly Criterion | 3.53% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -3.22% |
| Expected Shortfall (cVaR) | -2.29% | -3.22% |
| Year | 12128461:SOLUSD | 12128461:solusd:triple_med_gx:lsma160_30 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | 16.04 | 0.45 | - |
| Metric | 12128461:solusd:triple_med_gx:lsma160_30 | 12128461:SOLUSD |
|---|---|---|
| MTD | 0.56% | 11.11% |
| 3M | 3.41% | 36.47% |
| 6M | 16.04% | 35.63% |
| YTD | 16.04% | 35.63% |
| 1Y | 16.04% | 35.63% |
| 3Y (ann.) | 59.06% | 158.79% |
| 5Y (ann.) | 59.06% | 158.79% |
| Metric | 12128461:solusd:triple_med_gx:lsma160_30 | 12128461:SOLUSD |
|---|---|---|
| Max Drawdown | -23.02% | -30.87% |
| Longest DD Days | 64.0 | 64.0 |
| Avg. Drawdown | -5.98% | -7.05% |
| Avg. Drawdown Days | 8.0 | 9.0 |
| Recovery Factor | 0.7 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-07-17 | -23.02 | 64 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-03 | 2025-04-04 | -3.99 | 1 |
| 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 |
| 2025-04-02 | 2025-04-03 | -0.18 | 0 |
| 2025-05-08 | 2025-05-08 | -0.18 | 0 |
| Metric | 12128461:solusd:triple_med_gx:lsma160_30 | 12128461:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 15.42% |
| Worst Day | -6.14% | -9.45% |
| Best Week | 11.57% | 16.67% |
| Worst Week | -7.3% | -10.2% |
| Best Month | 12.21% | 18.49% |
| Worst Month | 0.0% | -1.84% |
| Best Year | 16.04% | 35.63% |
| Worst Year | 16.04% | 35.63% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.33% | -1.63% |
| Avg. Up Week | 7.08% | 8.54% |
| Avg. Down Week | -2.11% | -2.11% |
| Avg. Up Month | 4.86% | 11.9% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 42.68% | 49.57% |
| Win Month % | 100.0% | 60.0% |
| Win Week % | 54.55% | 61.11% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |