| Metric | 12158886:solusd:triple_med_gx:lsma250_125 | 12158886:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -3.52% | 35.63% |
| Max Drawdown | -8.38% | -30.87% |
| Sharpe | -0.18 | 0.81 |
| Sortino | -0.25 | 1.23 |
| Payoff Ratio | 1.11 | 0.98 |
| Profit Factor | 0.94 | 1.13 |
| Common Sense Ratio | 0.97 | 1.34 |
| CPC Index | 0.45 | 0.55 |
| Tail Ratio | 1.03 | 1.18 |
| Outlier Win Ratio | 39.03 | 2.38 |
| Outlier Loss Ratio | 3.61 | 2.97 |
| Volatility (ann.) | 11.54% | 38.41% |
| R^2 | 0.09 | 0.09 |
| Calmar | -1.26 | 5.14 |
| Skew | -0.12 | 0.74 |
| Kurtosis | 24.02 | 8.71 |
| Expected Daily % | -0.01% | 0.06% |
| Expected Monthly % | -0.71% | 6.29% |
| Expected Yearly % | -3.52% | 35.63% |
| Kelly Criterion | -7.48% | -1.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -3.22% |
| Expected Shortfall (cVaR) | -1.0% | -3.22% |
| Year | 12158886:SOLUSD | 12158886:solusd:triple_med_gx:lsma250_125 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | -3.52 | -0.10 | - |
| Metric | 12158886:solusd:triple_med_gx:lsma250_125 | 12158886:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -0.03% | 36.47% |
| 6M | -3.52% | 35.63% |
| YTD | -3.52% | 35.63% |
| 1Y | -3.52% | 35.63% |
| 3Y (ann.) | -10.57% | 158.79% |
| 5Y (ann.) | -10.57% | 158.79% |
| Metric | 12158886:solusd:triple_med_gx:lsma250_125 | 12158886:SOLUSD |
|---|---|---|
| Max Drawdown | -8.38% | -30.87% |
| Longest DD Days | 54.0 | 64.0 |
| Avg. Drawdown | -3.45% | -7.05% |
| Avg. Drawdown Days | 22.0 | 9.0 |
| Recovery Factor | -0.42 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-23 | 2025-07-17 | -8.38 | 54 |
| 2025-04-15 | 2025-04-16 | -4.21 | 1 |
| 2025-04-17 | 2025-05-23 | -1.18 | 35 |
| 2025-04-17 | 2025-04-17 | -0.03 | 0 |
| Metric | 12158886:solusd:triple_med_gx:lsma250_125 | 12158886:SOLUSD |
|---|---|---|
| Best Day | 4.93% | 15.42% |
| Worst Day | -4.11% | -9.45% |
| Best Week | 2.59% | 16.67% |
| Worst Week | -3.34% | -10.2% |
| Best Month | 2.59% | 18.49% |
| Worst Month | -3.41% | -1.84% |
| Best Year | -3.52% | 35.63% |
| Worst Year | -3.52% | 35.63% |
| Avg. Up Day | 1.33% | 1.33% |
| Avg. Down Day | -1.2% | -1.35% |
| Avg. Up Week | 1.94% | 5.47% |
| Avg. Down Week | -0.93% | -7.76% |
| Avg. Up Month | 2.59% | 18.49% |
| Avg. Down Month | -2.63% | -1.07% |
| Win Days % | 43.48% | 49.57% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 33.33% | 61.11% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |