| Metric | 12160753:solusd:triple_med_gx:lsma290_130 | 12160753:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 0.88% | 35.63% |
| Max Drawdown | -6.95% | -30.87% |
| Sharpe | 0.12 | 0.81 |
| Sortino | 0.17 | 1.23 |
| Payoff Ratio | 1.04 | 0.9 |
| Profit Factor | 1.06 | 1.13 |
| Common Sense Ratio | 0.0 | 1.34 |
| CPC Index | 0.5 | 0.5 |
| Tail Ratio | 0.0 | 1.18 |
| Outlier Win Ratio | 57.0 | 2.15 |
| Outlier Loss Ratio | 3.66 | 2.77 |
| Volatility (ann.) | 8.66% | 38.41% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.4 | 5.14 |
| Skew | -0.89 | 0.74 |
| Kurtosis | 38.58 | 8.71 |
| Expected Daily % | 0.0% | 0.06% |
| Expected Monthly % | 0.18% | 6.29% |
| Expected Yearly % | 0.88% | 35.63% |
| Kelly Criterion | -6.86% | -6.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -3.22% |
| Expected Shortfall (cVaR) | -0.74% | -3.22% |
| Year | 12160753:SOLUSD | 12160753:solusd:triple_med_gx:lsma290_130 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | 0.88 | 0.02 | - |
| Metric | 12160753:solusd:triple_med_gx:lsma290_130 | 12160753:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 7.19% | 36.47% |
| 6M | 0.88% | 35.63% |
| YTD | 0.88% | 35.63% |
| 1Y | 0.88% | 35.63% |
| 3Y (ann.) | 2.78% | 158.79% |
| 5Y (ann.) | 2.78% | 158.79% |
| Metric | 12160753:solusd:triple_med_gx:lsma290_130 | 12160753:SOLUSD |
|---|---|---|
| Max Drawdown | -6.95% | -30.87% |
| Longest DD Days | 54.0 | 64.0 |
| Avg. Drawdown | -6.5% | -7.05% |
| Avg. Drawdown Days | 46.0 | 9.0 |
| Recovery Factor | 0.13 | 1.15 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-23 | 2025-07-17 | -6.95 | 54 |
| 2025-04-14 | 2025-05-22 | -6.05 | 38 |
| Metric | 12160753:solusd:triple_med_gx:lsma290_130 | 12160753:SOLUSD |
|---|---|---|
| Best Day | 3.82% | 15.42% |
| Worst Day | -4.28% | -9.45% |
| Best Week | 3.24% | 16.67% |
| Worst Week | -4.93% | -10.2% |
| Best Month | 3.24% | 18.49% |
| Worst Month | -4.93% | -1.84% |
| Best Year | 0.88% | 35.63% |
| Worst Year | 0.88% | 35.63% |
| Avg. Up Day | 1.27% | 1.31% |
| Avg. Down Day | -1.22% | -1.45% |
| Avg. Up Week | 2.17% | 3.92% |
| Avg. Down Week | -0.0% | -10.2% |
| Avg. Up Month | 3.24% | 6.1% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 45.45% | 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% |