| Metric | 12137963:solusd:triple_med_gx:lsma75_65 | 12137963:SOLUSD |
|---|---|---|
| Time in Market | 1.0% | 100.0% |
| Cumulative Return | 5.44% | 35.63% |
| Max Drawdown | -0.18% | -30.87% |
| Sharpe | 0.85 | 0.81 |
| Sortino | 26.66 | 1.23 |
| Payoff Ratio | 31.29 | 5.87 |
| Profit Factor | 31.29 | 1.13 |
| Common Sense Ratio | NaN | 1.34 |
| CPC Index | 489.48 | 3.28 |
| Tail Ratio | NaN | 1.18 |
| Outlier Win Ratio | 214.7 | 1.7 |
| Outlier Loss Ratio | 15.7 | 2.13 |
| Volatility (ann.) | 4.96% | 38.41% |
| R^2 | 0.02 | 0.02 |
| Calmar | 99.86 | 5.14 |
| Skew | 21.67 | 0.74 |
| Kurtosis | 470.03 | 8.71 |
| Expected Daily % | 0.01% | 0.06% |
| Expected Monthly % | 1.07% | 6.29% |
| Expected Yearly % | 5.44% | 35.63% |
| Kelly Criterion | 48.4% | 40.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -3.22% |
| Expected Shortfall (cVaR) | -0.42% | -3.22% |
| Year | 12137963:SOLUSD | 12137963:solusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | 5.44 | 0.15 | - |
| Metric | 12137963:solusd:triple_med_gx:lsma75_65 | 12137963:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 5.44% | 36.47% |
| 6M | 5.44% | 35.63% |
| YTD | 5.44% | 35.63% |
| 1Y | 5.44% | 35.63% |
| 3Y (ann.) | 17.98% | 158.79% |
| 5Y (ann.) | 17.98% | 158.79% |
| Metric | 12137963:solusd:triple_med_gx:lsma75_65 | 12137963:SOLUSD |
|---|---|---|
| Max Drawdown | -0.18% | -30.87% |
| Longest DD Days | 0.0 | 64.0 |
| Avg. Drawdown | -0.18% | -7.05% |
| Avg. Drawdown Days | 0.0 | 9.0 |
| Recovery Factor | 30.23 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-09 | 2025-05-09 | -0.18 | 0 |
| Metric | 12137963:solusd:triple_med_gx:lsma75_65 | 12137963:SOLUSD |
|---|---|---|
| Best Day | 5.63% | 15.42% |
| Worst Day | -0.18% | -9.45% |
| Best Week | 5.44% | 16.67% |
| Worst Week | 0.0% | -10.2% |
| Best Month | 5.44% | 18.49% |
| Worst Month | 0.0% | -1.84% |
| Best Year | 5.44% | 35.63% |
| Worst Year | 5.44% | 35.63% |
| Avg. Up Day | 5.63% | 5.82% |
| Avg. Down Day | -0.18% | -0.99% |
| Avg. Up Week | 5.44% | 16.67% |
| Avg. Down Week | NaN% | NaN% |
| Avg. Up Month | 5.44% | 6.1% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.0% | 49.57% |
| Win Month % | 100.0% | 60.0% |
| Win Week % | 100.0% | 61.11% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |