| Metric | 12148527:solusd:triple_med_gx:lsma155_95 | 12148527:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 7.78% | 35.63% |
| Max Drawdown | -16.92% | -30.87% |
| Sharpe | 0.37 | 0.81 |
| Sortino | 0.68 | 1.23 |
| Payoff Ratio | 1.26 | 1.02 |
| Profit Factor | 1.15 | 1.13 |
| Common Sense Ratio | 0.87 | 1.34 |
| CPC Index | 0.69 | 0.57 |
| Tail Ratio | 0.76 | 1.18 |
| Outlier Win Ratio | 22.19 | 2.69 |
| Outlier Loss Ratio | 3.06 | 3.23 |
| Volatility (ann.) | 21.55% | 38.41% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.56 | 5.14 |
| Skew | 5.64 | 0.74 |
| Kurtosis | 81.36 | 8.71 |
| Expected Daily % | 0.02% | 0.06% |
| Expected Monthly % | 1.51% | 6.29% |
| Expected Yearly % | 7.78% | 35.63% |
| Kelly Criterion | 5.55% | 0.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -3.22% |
| Expected Shortfall (cVaR) | -1.83% | -3.22% |
| Year | 12148527:SOLUSD | 12148527:solusd:triple_med_gx:lsma155_95 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | 7.78 | 0.22 | - |
| Metric | 12148527:solusd:triple_med_gx:lsma155_95 | 12148527:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -3.3% | 36.47% |
| 6M | 7.78% | 35.63% |
| YTD | 7.78% | 35.63% |
| 1Y | 7.78% | 35.63% |
| 3Y (ann.) | 26.32% | 158.79% |
| 5Y (ann.) | 26.32% | 158.79% |
| Metric | 12148527:solusd:triple_med_gx:lsma155_95 | 12148527:SOLUSD |
|---|---|---|
| Max Drawdown | -16.92% | -30.87% |
| Longest DD Days | 64.0 | 64.0 |
| Avg. Drawdown | -5.35% | -7.05% |
| Avg. Drawdown Days | 10.0 | 9.0 |
| Recovery Factor | 0.46 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-07-17 | -16.92 | 64 |
| 2025-04-06 | 2025-04-09 | -10.15 | 3 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-05-13 | 2025-05-13 | -2.51 | 0 |
| 2025-05-11 | 2025-05-11 | -0.18 | 0 |
| 2025-05-12 | 2025-05-12 | -0.18 | 0 |
| 2025-04-11 | 2025-04-12 | -0.04 | 0 |
| Metric | 12148527:solusd:triple_med_gx:lsma155_95 | 12148527:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 15.42% |
| Worst Day | -5.81% | -9.45% |
| Best Week | 8.78% | 16.67% |
| Worst Week | -6.93% | -10.2% |
| Best Month | 11.45% | 18.49% |
| Worst Month | -2.63% | -1.84% |
| Best Year | 7.78% | 35.63% |
| Worst Year | 7.78% | 35.63% |
| Avg. Up Day | 1.8% | 1.83% |
| Avg. Down Day | -1.43% | -1.78% |
| Avg. Up Week | 2.96% | 5.28% |
| Avg. Down Week | -4.69% | -4.41% |
| Avg. Up Month | 11.45% | 18.49% |
| Avg. Down Month | -2.63% | -1.07% |
| Win Days % | 47.25% | 49.57% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 66.67% | 61.11% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |