| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 303.29% | 67.49% |
| Max Drawdown | -51.87% | -93.26% |
| Sharpe | 1.3 | 0.76 |
| Sortino | 2.42 | 1.17 |
| Payoff Ratio | 1.68 | 1.37 |
| Profit Factor | 1.49 | 1.12 |
| Common Sense Ratio | 2.29 | 1.42 |
| CPC Index | 1.18 | 0.76 |
| Tail Ratio | 1.53 | 1.26 |
| Outlier Win Ratio | 18.56 | 3.46 |
| Outlier Loss Ratio | 3.78 | 2.87 |
| Volatility (ann.) | 61.78% | 110.69% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.66 | 0.28 |
| Skew | 3.34 | 0.51 |
| Kurtosis | 43.32 | 7.69 |
| Expected Daily % | 0.17% | 0.06% |
| Expected Monthly % | 5.3% | 1.93% |
| Expected Yearly % | 59.17% | 18.76% |
| Kelly Criterion | 15.34% | 12.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.1% | -9.3% |
| Expected Shortfall (cVaR) | -5.1% | -9.3% |
| Year | 12226961:SOLUSD | 12226961:solusd:triple_med_gx:lsma245_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.18 | -28.29 | 0.31 | + |
| 2023 | 940.49 | 343.69 | 0.37 | - |
| 2024 | 63.87 | 26.76 | 0.42 | - |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| MTD | 16.96% | 22.35% |
| 3M | 41.09% | 52.55% |
| 6M | 24.21% | 183.01% |
| YTD | 26.76% | 63.87% |
| 1Y | 197.85% | 705.73% |
| 3Y (ann.) | 86.03% | 25.81% |
| 5Y (ann.) | 86.03% | 25.81% |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Max Drawdown | -51.87% | -93.26% |
| Longest DD Days | 127.0 | 704.0 |
| Avg. Drawdown | -9.66% | -18.3% |
| Avg. Drawdown Days | 32.0 | 90.0 |
| Recovery Factor | 5.85 | 0.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-07 | 2023-01-22 | -51.87 | 76 |
| 2022-03-10 | 2022-07-15 | -30.80 | 127 |
| 2024-01-03 | 2024-03-26 | -23.49 | 83 |
| 2022-08-18 | 2022-11-06 | -13.82 | 80 |
| 2023-04-21 | 2023-06-30 | -13.14 | 70 |
| 2023-07-23 | 2023-10-02 | -12.82 | 71 |
| 2023-01-23 | 2023-04-12 | -11.14 | 79 |
| 2023-11-21 | 2024-01-02 | -9.39 | 42 |
| 2022-07-25 | 2022-07-28 | -9.30 | 3 |
| 2024-03-27 | 2024-05-16 | -7.37 | 50 |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Best Day | 41.46% | 41.46% |
| Worst Day | -21.78% | -36.82% |
| Best Week | 43.74% | 42.44% |
| Worst Week | -37.15% | -46.51% |
| Best Month | 90.67% | 147.89% |
| Worst Month | -35.42% | -59.31% |
| Best Year | 343.69% | 940.49% |
| Worst Year | -28.29% | -90.18% |
| Avg. Up Day | 5.03% | 5.33% |
| Avg. Down Day | -3.0% | -3.89% |
| Avg. Up Week | 11.34% | 13.47% |
| Avg. Down Week | -6.93% | -11.84% |
| Avg. Up Month | 31.81% | 52.95% |
| Avg. Down Month | -10.81% | -22.11% |
| Win Days % | 46.96% | 49.14% |
| Win Month % | 54.17% | 44.44% |
| Win Week % | 51.52% | 55.46% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 66.67% | 66.67% |