| Metric | 12158892:solusd:triple_med_gx:lsma270_125 | 12158892:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 4.26% | 35.63% |
| Max Drawdown | -5.98% | -30.87% |
| Sharpe | 0.37 | 0.81 |
| Sortino | 0.56 | 1.23 |
| Payoff Ratio | 1.45 | 1.09 |
| Profit Factor | 1.18 | 1.13 |
| Common Sense Ratio | 0.0 | 1.34 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 0.0 | 1.18 |
| Outlier Win Ratio | 50.52 | 2.38 |
| Outlier Loss Ratio | 4.08 | 2.73 |
| Volatility (ann.) | 10.06% | 38.41% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.32 | 5.14 |
| Skew | 0.93 | 0.74 |
| Kurtosis | 38.76 | 8.71 |
| Expected Daily % | 0.01% | 0.06% |
| Expected Monthly % | 0.84% | 6.29% |
| Expected Yearly % | 4.26% | 35.63% |
| Kelly Criterion | 0.49% | 3.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -3.22% |
| Expected Shortfall (cVaR) | -0.86% | -3.22% |
| Year | 12158892:SOLUSD | 12158892:solusd:triple_med_gx:lsma270_125 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | 4.26 | 0.12 | - |
| Metric | 12158892:solusd:triple_med_gx:lsma270_125 | 12158892:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 8.03% | 36.47% |
| 6M | 4.26% | 35.63% |
| YTD | 4.26% | 35.63% |
| 1Y | 4.26% | 35.63% |
| 3Y (ann.) | 13.89% | 158.79% |
| 5Y (ann.) | 13.89% | 158.79% |
| Metric | 12158892:solusd:triple_med_gx:lsma270_125 | 12158892:SOLUSD |
|---|---|---|
| Max Drawdown | -5.98% | -30.87% |
| Longest DD Days | 35.0 | 64.0 |
| Avg. Drawdown | -2.92% | -7.05% |
| Avg. Drawdown Days | 15.0 | 9.0 |
| Recovery Factor | 0.71 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-23 | 2025-06-09 | -5.98 | 17 |
| 2025-04-15 | 2025-04-16 | -4.21 | 1 |
| 2025-06-25 | 2025-07-17 | -3.65 | 21 |
| 2025-04-17 | 2025-05-23 | -0.76 | 35 |
| 2025-04-17 | 2025-04-17 | -0.03 | 0 |
| Metric | 12158892:solusd:triple_med_gx:lsma270_125 | 12158892:SOLUSD |
|---|---|---|
| Best Day | 4.93% | 15.42% |
| Worst Day | -4.11% | -9.45% |
| Best Week | 4.83% | 16.67% |
| Worst Week | -3.34% | -10.2% |
| Best Month | 3.03% | 18.49% |
| Worst Month | -1.31% | -1.84% |
| Best Year | 4.26% | 35.63% |
| Worst Year | 4.26% | 35.63% |
| Avg. Up Day | 1.49% | 1.53% |
| Avg. Down Day | -1.03% | -1.4% |
| Avg. Up Week | 3.93% | 5.47% |
| Avg. Down Week | -0.47% | -5.32% |
| Avg. Up Month | 3.03% | 18.49% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 41.18% | 49.57% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 50.0% | 61.11% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |