| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 444.4% | 98.56% |
| Max Drawdown | -35.5% | -93.26% |
| Sharpe | 1.82 | 0.83 |
| Sortino | 3.62 | 1.29 |
| Payoff Ratio | 1.6 | 1.51 |
| Profit Factor | 1.7 | 1.14 |
| Common Sense Ratio | 2.71 | 1.45 |
| CPC Index | 1.37 | 0.85 |
| Tail Ratio | 1.6 | 1.27 |
| Outlier Win Ratio | 20.89 | 3.26 |
| Outlier Loss Ratio | 3.64 | 2.57 |
| Volatility (ann.) | 47.82% | 110.79% |
| R^2 | 0.16 | 0.16 |
| Calmar | 3.2 | 0.39 |
| Skew | 2.54 | 0.5 |
| Kurtosis | 17.46 | 7.7 |
| Expected Daily % | 0.21% | 0.08% |
| Expected Monthly % | 6.48% | 2.57% |
| Expected Yearly % | 75.92% | 25.69% |
| Kelly Criterion | 18.85% | 15.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.88% | -9.29% |
| Expected Shortfall (cVaR) | -3.88% | -9.29% |
| Year | 12242645:SOLUSD | 12242645:solusd:triple_med_gx:lsma265_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.35 | 92.97 | -1.05 | + |
| 2023 | 940.49 | 130.56 | 0.14 | - |
| 2024 | 63.87 | 22.36 | 0.35 | - |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| MTD | -2.58% | 22.35% |
| 3M | 28.22% | 52.55% |
| 6M | 23.56% | 183.01% |
| YTD | 22.36% | 63.87% |
| 1Y | 74.67% | 705.73% |
| 3Y (ann.) | 113.59% | 35.96% |
| 5Y (ann.) | 113.59% | 35.96% |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Max Drawdown | -35.5% | -93.26% |
| Longest DD Days | 174.0 | 704.0 |
| Avg. Drawdown | -7.49% | -13.24% |
| Avg. Drawdown Days | 25.0 | 66.0 |
| Recovery Factor | 12.52 | 1.06 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-16 | 2023-01-30 | -35.50 | 45 |
| 2023-05-01 | 2023-10-22 | -16.03 | 174 |
| 2022-06-22 | 2022-07-17 | -14.13 | 25 |
| 2023-01-31 | 2023-04-13 | -13.79 | 72 |
| 2024-03-31 | 2024-05-31 | -11.50 | 61 |
| 2024-01-10 | 2024-02-29 | -10.92 | 50 |
| 2024-01-06 | 2024-01-09 | -10.84 | 3 |
| 2022-04-11 | 2022-06-14 | -10.45 | 64 |
| 2023-11-26 | 2023-11-30 | -8.31 | 4 |
| 2022-06-15 | 2022-06-16 | -7.93 | 1 |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Best Day | 19.93% | 41.46% |
| Worst Day | -12.36% | -36.82% |
| Best Week | 37.93% | 42.44% |
| Worst Week | -21.92% | -46.51% |
| Best Month | 44.75% | 147.89% |
| Worst Month | -30.77% | -59.31% |
| Best Year | 130.56% | 940.49% |
| Worst Year | 22.36% | -88.35% |
| Avg. Up Day | 4.47% | 4.58% |
| Avg. Down Day | -2.78% | -3.02% |
| Avg. Up Week | 11.13% | 12.01% |
| Avg. Down Week | -6.45% | -8.09% |
| Avg. Up Month | 23.12% | 52.62% |
| Avg. Down Month | -8.21% | -14.72% |
| Win Days % | 50.0% | 49.2% |
| Win Month % | 56.52% | 44.44% |
| Win Week % | 58.33% | 55.93% |
| Win Quarter % | 70.0% | 60.0% |
| Win Year % | 100.0% | 66.67% |