| Metric | 12158884:solusd:triple_med_gx:lsma245_125 | 12158884:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -5.45% | 35.63% |
| Max Drawdown | -9.59% | -30.87% |
| Sharpe | -0.32 | 0.81 |
| Sortino | -0.43 | 1.23 |
| Payoff Ratio | 1.06 | 0.95 |
| Profit Factor | 0.89 | 1.13 |
| Common Sense Ratio | 0.92 | 1.34 |
| CPC Index | 0.41 | 0.53 |
| Tail Ratio | 1.03 | 1.18 |
| Outlier Win Ratio | 38.96 | 2.38 |
| Outlier Loss Ratio | 3.63 | 2.97 |
| Volatility (ann.) | 11.63% | 38.41% |
| R^2 | 0.09 | 0.09 |
| Calmar | -1.67 | 5.14 |
| Skew | -0.13 | 0.74 |
| Kurtosis | 23.27 | 8.71 |
| Expected Daily % | -0.01% | 0.06% |
| Expected Monthly % | -1.11% | 6.29% |
| Expected Yearly % | -5.45% | 35.63% |
| Kelly Criterion | -10.85% | -3.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -3.22% |
| Expected Shortfall (cVaR) | -1.01% | -3.22% |
| Year | 12158884:SOLUSD | 12158884:solusd:triple_med_gx:lsma245_125 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | -5.45 | -0.15 | - |
| Metric | 12158884:solusd:triple_med_gx:lsma245_125 | 12158884:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -2.03% | 36.47% |
| 6M | -5.45% | 35.63% |
| YTD | -5.45% | 35.63% |
| 1Y | -5.45% | 35.63% |
| 3Y (ann.) | -16.03% | 158.79% |
| 5Y (ann.) | -16.03% | 158.79% |
| Metric | 12158884:solusd:triple_med_gx:lsma245_125 | 12158884:SOLUSD |
|---|---|---|
| Max Drawdown | -9.59% | -30.87% |
| Longest DD Days | 90.0 | 64.0 |
| Avg. Drawdown | -4.61% | -7.05% |
| Avg. Drawdown Days | 30.0 | 9.0 |
| Recovery Factor | -0.57 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-17 | 2025-07-17 | -9.59 | 90 |
| 2025-04-15 | 2025-04-16 | -4.21 | 1 |
| 2025-04-17 | 2025-04-17 | -0.03 | 0 |
| Metric | 12158884:solusd:triple_med_gx:lsma245_125 | 12158884:SOLUSD |
|---|---|---|
| Best Day | 4.93% | 15.42% |
| Worst Day | -4.11% | -9.45% |
| Best Week | 2.32% | 16.67% |
| Worst Week | -3.34% | -10.2% |
| Best Month | 2.32% | 18.49% |
| Worst Month | -4.57% | -1.84% |
| Best Year | -5.45% | 35.63% |
| Worst Year | -5.45% | 35.63% |
| Avg. Up Day | 1.28% | 1.29% |
| Avg. Down Day | -1.21% | -1.36% |
| Avg. Up Week | 2.27% | 5.47% |
| Avg. Down Week | -1.47% | -7.76% |
| Avg. Up Month | 2.32% | 18.49% |
| Avg. Down Month | -3.16% | -1.07% |
| Win Days % | 43.06% | 49.57% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 28.57% | 61.11% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |