| Metric | 12148247:solusd:triple_med_gx:lsma110_95 | 12148247:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -6.94% | 35.63% |
| Max Drawdown | -13.23% | -30.87% |
| Sharpe | -0.44 | 0.81 |
| Sortino | -0.63 | 1.23 |
| Payoff Ratio | 1.5 | 1.38 |
| Profit Factor | 0.74 | 1.13 |
| Common Sense Ratio | NaN | 1.34 |
| CPC Index | 0.36 | 0.77 |
| Tail Ratio | NaN | 1.18 |
| Outlier Win Ratio | 77.19 | 2.07 |
| Outlier Loss Ratio | 2.54 | 2.8 |
| Volatility (ann.) | 11.14% | 38.41% |
| R^2 | 0.08 | 0.08 |
| Calmar | -1.52 | 5.14 |
| Skew | 1.31 | 0.74 |
| Kurtosis | 93.18 | 8.71 |
| Expected Daily % | -0.02% | 0.06% |
| Expected Monthly % | -1.43% | 6.29% |
| Expected Yearly % | -6.94% | 35.63% |
| Kelly Criterion | -13.48% | 13.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -3.22% |
| Expected Shortfall (cVaR) | -0.97% | -3.22% |
| Year | 12148247:SOLUSD | 12148247:solusd:triple_med_gx:lsma110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | -6.94 | -0.19 | - |
| Metric | 12148247:solusd:triple_med_gx:lsma110_95 | 12148247:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -3.95% | 36.47% |
| 6M | -6.94% | 35.63% |
| YTD | -6.94% | 35.63% |
| 1Y | -6.94% | 35.63% |
| 3Y (ann.) | -20.1% | 158.79% |
| 5Y (ann.) | -20.1% | 158.79% |
| Metric | 12148247:solusd:triple_med_gx:lsma110_95 | 12148247:SOLUSD |
|---|---|---|
| Max Drawdown | -13.23% | -30.87% |
| Longest DD Days | 103.0 | 64.0 |
| Avg. Drawdown | -6.7% | -7.05% |
| Avg. Drawdown Days | 52.0 | 9.0 |
| Recovery Factor | -0.52 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-04 | 2025-07-17 | -13.23 | 103 |
| 2025-04-04 | 2025-04-04 | -0.18 | 0 |
| Metric | 12148247:solusd:triple_med_gx:lsma110_95 | 12148247:SOLUSD |
|---|---|---|
| Best Day | 7.44% | 15.42% |
| Worst Day | -6.23% | -9.45% |
| Best Week | 6.98% | 16.67% |
| Worst Week | -9.44% | -10.2% |
| Best Month | 3.07% | 18.49% |
| Worst Month | -6.81% | -1.84% |
| Best Year | -6.94% | 35.63% |
| Worst Year | -6.94% | 35.63% |
| Avg. Up Day | 2.3% | 2.3% |
| Avg. Down Day | -1.54% | -1.67% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -8.13% | -3.44% |
| Avg. Up Month | 3.07% | 6.1% |
| Avg. Down Month | -6.81% | -1.07% |
| Win Days % | 32.0% | 49.57% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 50.0% | 61.11% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |