| Metric | 12168651:solusd:triple_med_gx:lsma120_145 | 12168651:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 2.75% | 35.63% |
| Max Drawdown | -4.82% | -30.87% |
| Sharpe | 0.37 | 0.81 |
| Sortino | 0.52 | 1.23 |
| Payoff Ratio | 0.93 | 0.98 |
| Profit Factor | 1.2 | 1.13 |
| Common Sense Ratio | NaN | 1.34 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | NaN | 1.18 |
| Outlier Win Ratio | 84.06 | 2.18 |
| Outlier Loss Ratio | 4.08 | 2.52 |
| Volatility (ann.) | 6.24% | 38.41% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.83 | 5.14 |
| Skew | -0.9 | 0.74 |
| Kurtosis | 38.27 | 8.71 |
| Expected Daily % | 0.01% | 0.06% |
| Expected Monthly % | 0.54% | 6.29% |
| Expected Yearly % | 2.75% | 35.63% |
| Kelly Criterion | -0.93% | -1.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -3.22% |
| Expected Shortfall (cVaR) | -0.53% | -3.22% |
| Year | 12168651:SOLUSD | 12168651:solusd:triple_med_gx:lsma120_145 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | 2.75 | 0.08 | - |
| Metric | 12168651:solusd:triple_med_gx:lsma120_145 | 12168651:SOLUSD |
|---|---|---|
| MTD | 2.08% | 11.11% |
| 3M | 1.7% | 36.47% |
| 6M | 2.75% | 35.63% |
| YTD | 2.75% | 35.63% |
| 1Y | 2.75% | 35.63% |
| 3Y (ann.) | 8.84% | 158.79% |
| 5Y (ann.) | 8.84% | 158.79% |
| Metric | 12168651:solusd:triple_med_gx:lsma120_145 | 12168651:SOLUSD |
|---|---|---|
| Max Drawdown | -4.82% | -30.87% |
| Longest DD Days | 39.0 | 64.0 |
| Avg. Drawdown | -3.3% | -7.05% |
| Avg. Drawdown Days | 24.0 | 9.0 |
| Recovery Factor | 0.57 | 1.15 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-28 | 2025-06-06 | -4.82 | 39 |
| 2025-06-07 | 2025-07-09 | -3.54 | 32 |
| 2025-06-06 | 2025-06-07 | -1.53 | 0 |
| Metric | 12168651:solusd:triple_med_gx:lsma120_145 | 12168651:SOLUSD |
|---|---|---|
| Best Day | 2.25% | 15.42% |
| Worst Day | -3.07% | -9.45% |
| Best Week | 2.08% | 16.67% |
| Worst Week | -1.02% | -10.2% |
| Best Month | 2.69% | 18.49% |
| Worst Month | -2.94% | -1.84% |
| Best Year | 2.75% | 35.63% |
| Worst Year | 2.75% | 35.63% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -1.0% | -0.98% |
| Avg. Up Week | 1.37% | 4.0% |
| Avg. Down Week | -0.68% | -3.6% |
| Avg. Up Month | 2.39% | 8.6% |
| Avg. Down Month | -0.05% | -1.07% |
| Win Days % | 51.35% | 49.57% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 60.0% | 61.11% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |