| Metric | 12129631:solusd:triple_med_gx:lsma160_35 | 12129631:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 20.85% | 35.63% |
| Max Drawdown | -18.54% | -30.87% |
| Sharpe | 0.67 | 0.81 |
| Sortino | 1.16 | 1.23 |
| Payoff Ratio | 1.38 | 1.14 |
| Profit Factor | 1.21 | 1.13 |
| Common Sense Ratio | 1.45 | 1.34 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.2 | 1.18 |
| Outlier Win Ratio | 13.9 | 3.24 |
| Outlier Loss Ratio | 3.62 | 3.78 |
| Volatility (ann.) | 27.21% | 38.41% |
| R^2 | 0.51 | 0.51 |
| Calmar | 4.34 | 5.14 |
| Skew | 2.96 | 0.74 |
| Kurtosis | 34.87 | 8.71 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 3.86% | 6.29% |
| Expected Yearly % | 20.85% | 35.63% |
| Kelly Criterion | 7.57% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -3.22% |
| Expected Shortfall (cVaR) | -2.29% | -3.22% |
| Year | 12129631:SOLUSD | 12129631:solusd:triple_med_gx:lsma160_35 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | 20.85 | 0.58 | - |
| Metric | 12129631:solusd:triple_med_gx:lsma160_35 | 12129631:SOLUSD |
|---|---|---|
| MTD | 5.4% | 11.11% |
| 3M | 10.38% | 36.47% |
| 6M | 20.85% | 35.63% |
| YTD | 20.85% | 35.63% |
| 1Y | 20.85% | 35.63% |
| 3Y (ann.) | 80.52% | 158.79% |
| 5Y (ann.) | 80.52% | 158.79% |
| Metric | 12129631:solusd:triple_med_gx:lsma160_35 | 12129631:SOLUSD |
|---|---|---|
| Max Drawdown | -18.54% | -30.87% |
| Longest DD Days | 64.0 | 64.0 |
| Avg. Drawdown | -5.37% | -7.05% |
| Avg. Drawdown Days | 8.0 | 9.0 |
| Recovery Factor | 1.12 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-05-14 | 2025-07-17 | -17.52 | 64 |
| 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 | 12129631:solusd:triple_med_gx:lsma160_35 | 12129631:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 15.42% |
| Worst Day | -6.14% | -9.45% |
| Best Week | 8.68% | 16.67% |
| Worst Week | -3.85% | -10.2% |
| Best Month | 9.48% | 18.49% |
| Worst Month | 0.0% | -1.84% |
| Best Year | 20.85% | 35.63% |
| Worst Year | 20.85% | 35.63% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.4% | -1.7% |
| Avg. Up Week | 6.51% | 8.54% |
| Avg. Down Week | -1.68% | -3.32% |
| Avg. Up Month | 6.28% | 11.9% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 46.41% | 49.57% |
| Win Month % | 100.0% | 60.0% |
| Win Week % | 45.45% | 61.11% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |