| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 163.36% | 82.62% |
| Max Drawdown | -40.68% | -93.44% |
| Sharpe | 0.61 | 0.39 |
| Sortino | 1.06 | 0.58 |
| Payoff Ratio | 1.12 | 1.02 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 2.53 | 1.1 |
| CPC Index | 0.77 | 0.55 |
| Tail Ratio | 1.95 | 1.04 |
| Outlier Win Ratio | 35.09 | 3.08 |
| Outlier Loss Ratio | 3.35 | 2.83 |
| Volatility (ann.) | 21.21% | 53.77% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.32 | 0.33 |
| Skew | 7.05 | 0.43 |
| Kurtosis | 187.28 | 11.33 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.52% | 2.17% |
| Expected Yearly % | 38.1% | 22.23% |
| Kelly Criterion | 10.88% | 2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -4.57% |
| Expected Shortfall (cVaR) | -1.79% | -4.57% |
| Year | 12231177:SOLUSD | 12231177:solusd:triple_med_gx:lsma200_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | -21.48 | 0.24 | + |
| 2023 | 921.46 | 154.18 | 0.17 | - |
| 2024 | 62.91 | 31.95 | 0.51 | - |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| MTD | 9.4% | 30.97% |
| 3M | 9.4% | 31.98% |
| 6M | 55.27% | 179.83% |
| YTD | 31.95% | 62.91% |
| 1Y | 75.88% | 696.5% |
| 3Y (ann.) | 53.56% | 30.57% |
| 5Y (ann.) | 53.56% | 30.57% |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Max Drawdown | -40.68% | -93.44% |
| Longest DD Days | 221.0 | 703.0 |
| Avg. Drawdown | -6.13% | -11.93% |
| Avg. Drawdown Days | 24.0 | 45.0 |
| Recovery Factor | 4.02 | 0.88 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-14 | -40.68 | 221 |
| 2023-06-04 | 2023-06-30 | -16.14 | 25 |
| 2023-12-25 | 2024-02-12 | -14.51 | 49 |
| 2022-05-26 | 2022-06-06 | -14.33 | 10 |
| 2024-02-15 | 2024-05-15 | -12.09 | 90 |
| 2023-06-30 | 2023-07-04 | -7.48 | 3 |
| 2023-09-20 | 2023-12-21 | -6.94 | 91 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| 2023-01-14 | 2023-03-20 | -5.89 | 65 |
| 2023-03-20 | 2023-04-08 | -5.79 | 18 |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.09% | -26.94% |
| Best Week | 34.05% | 43.67% |
| Worst Week | -10.34% | -51.66% |
| Best Month | 67.41% | 140.02% |
| Worst Month | -15.74% | -56.44% |
| Best Year | 154.18% | 921.46% |
| Worst Year | -21.48% | -89.03% |
| Avg. Up Day | 1.83% | 1.85% |
| Avg. Down Day | -1.63% | -1.81% |
| Avg. Up Week | 10.49% | 15.97% |
| Avg. Down Week | -5.24% | -13.38% |
| Avg. Up Month | 19.88% | 42.12% |
| Avg. Down Month | -8.4% | -32.1% |
| Win Days % | 52.85% | 50.61% |
| Win Month % | 62.5% | 50.0% |
| Win Week % | 62.5% | 45.0% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |