| Metric | 12158030:solusd:triple_med_gx:lsma100_120 | 12158030:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -2.21% | 35.63% |
| Max Drawdown | -5.31% | -30.87% |
| Sharpe | -0.25 | 0.81 |
| Sortino | -0.34 | 1.23 |
| Payoff Ratio | 0.82 | 0.74 |
| Profit Factor | 0.87 | 1.13 |
| Common Sense Ratio | NaN | 1.34 |
| CPC Index | 0.36 | 0.41 |
| Tail Ratio | NaN | 1.18 |
| Outlier Win Ratio | 99.94 | 1.96 |
| Outlier Loss Ratio | 3.47 | 2.71 |
| Volatility (ann.) | 6.16% | 38.41% |
| R^2 | 0.03 | 0.03 |
| Calmar | -1.27 | 5.14 |
| Skew | -0.53 | 0.74 |
| Kurtosis | 41.2 | 8.71 |
| Expected Daily % | -0.0% | 0.06% |
| Expected Monthly % | -0.45% | 6.29% |
| Expected Yearly % | -2.21% | 35.63% |
| Kelly Criterion | -10.74% | -19.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -3.22% |
| Expected Shortfall (cVaR) | -0.53% | -3.22% |
| Year | 12158030:SOLUSD | 12158030:solusd:triple_med_gx:lsma100_120 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | -2.21 | -0.06 | - |
| Metric | 12158030:solusd:triple_med_gx:lsma100_120 | 12158030:SOLUSD |
|---|---|---|
| MTD | -4.56% | 11.11% |
| 3M | -2.21% | 36.47% |
| 6M | -2.21% | 35.63% |
| YTD | -2.21% | 35.63% |
| 1Y | -2.21% | 35.63% |
| 3Y (ann.) | -6.74% | 158.79% |
| 5Y (ann.) | -6.74% | 158.79% |
| Metric | 12158030:solusd:triple_med_gx:lsma100_120 | 12158030:SOLUSD |
|---|---|---|
| Max Drawdown | -5.31% | -30.87% |
| Longest DD Days | 38.0 | 64.0 |
| Avg. Drawdown | -3.33% | -7.05% |
| Avg. Drawdown Days | 17.0 | 9.0 |
| Recovery Factor | -0.42 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-03 | 2025-07-17 | -5.31 | 13 |
| 2025-04-25 | 2025-06-03 | -4.06 | 38 |
| 2025-04-24 | 2025-04-25 | -0.62 | 0 |
| Metric | 12158030:solusd:triple_med_gx:lsma100_120 | 12158030:SOLUSD |
|---|---|---|
| Best Day | 2.84% | 15.42% |
| Worst Day | -2.49% | -9.45% |
| Best Week | 5.23% | 16.67% |
| Worst Week | -4.59% | -10.2% |
| Best Month | 5.23% | 18.49% |
| Worst Month | -4.56% | -1.84% |
| Best Year | -2.21% | 35.63% |
| Worst Year | -2.21% | 35.63% |
| Avg. Up Day | 0.9% | 0.94% |
| Avg. Down Day | -1.1% | -1.28% |
| Avg. Up Week | 0.03% | 10.31% |
| Avg. Down Week | -1.36% | -1.87% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.0% | 49.57% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 40.0% | 61.11% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |