| Metric | 12154715:solusd:triple_med_gx:lsma250_115 | 12154715:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -11.99% | 35.63% |
| Max Drawdown | -14.86% | -30.87% |
| Sharpe | -0.84 | 0.81 |
| Sortino | -1.07 | 1.23 |
| Payoff Ratio | 0.75 | 0.74 |
| Profit Factor | 0.73 | 1.13 |
| Common Sense Ratio | 0.73 | 1.34 |
| CPC Index | 0.24 | 0.41 |
| Tail Ratio | 1.0 | 1.18 |
| Outlier Win Ratio | 44.82 | 2.2 |
| Outlier Loss Ratio | 3.23 | 3.0 |
| Volatility (ann.) | 11.01% | 38.41% |
| R^2 | 0.08 | 0.08 |
| Calmar | -2.21 | 5.14 |
| Skew | -1.07 | 0.74 |
| Kurtosis | 22.18 | 8.71 |
| Expected Daily % | -0.03% | 0.06% |
| Expected Monthly % | -2.52% | 6.29% |
| Expected Yearly % | -11.99% | 35.63% |
| Kelly Criterion | -29.39% | -18.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -3.22% |
| Expected Shortfall (cVaR) | -0.97% | -3.22% |
| Year | 12154715:SOLUSD | 12154715:solusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | -11.99 | -0.34 | - |
| Metric | 12154715:solusd:triple_med_gx:lsma250_115 | 12154715:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -6.99% | 36.47% |
| 6M | -11.99% | 35.63% |
| YTD | -11.99% | 35.63% |
| 1Y | -11.99% | 35.63% |
| 3Y (ann.) | -32.87% | 158.79% |
| 5Y (ann.) | -32.87% | 158.79% |
| Metric | 12154715:solusd:triple_med_gx:lsma250_115 | 12154715:SOLUSD |
|---|---|---|
| Max Drawdown | -14.86% | -30.87% |
| Longest DD Days | 54.0 | 64.0 |
| Avg. Drawdown | -6.55% | -7.05% |
| Avg. Drawdown Days | 23.0 | 9.0 |
| Recovery Factor | -0.81 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-23 | 2025-07-17 | -14.86 | 54 |
| 2025-04-14 | 2025-05-23 | -8.68 | 38 |
| 2025-04-13 | 2025-04-14 | -2.49 | 0 |
| 2025-04-13 | 2025-04-13 | -0.18 | 0 |
| Metric | 12154715:solusd:triple_med_gx:lsma250_115 | 12154715:SOLUSD |
|---|---|---|
| Best Day | 3.82% | 15.42% |
| Worst Day | -4.11% | -9.45% |
| Best Week | 5.29% | 16.67% |
| Worst Week | -7.02% | -10.2% |
| Best Month | 6.81% | 18.49% |
| Worst Month | -12.27% | -1.84% |
| Best Year | -11.99% | 35.63% |
| Worst Year | -11.99% | 35.63% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -1.49% | -1.53% |
| Avg. Up Week | 5.29% | 3.92% |
| Avg. Down Week | -7.02% | -5.32% |
| Avg. Up Month | 6.81% | 6.1% |
| Avg. Down Month | -12.27% | -1.07% |
| Win Days % | 44.62% | 49.57% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 40.0% | 61.11% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |