| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 377.07% | 82.62% |
| Max Drawdown | -37.0% | -93.44% |
| Sharpe | 0.87 | 0.39 |
| Sortino | 1.54 | 0.58 |
| Payoff Ratio | 1.3 | 1.26 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 1.64 | 1.1 |
| CPC Index | 0.87 | 0.68 |
| Tail Ratio | 1.21 | 1.04 |
| Outlier Win Ratio | 27.77 | 3.42 |
| Outlier Loss Ratio | 3.74 | 2.83 |
| Volatility (ann.) | 22.91% | 53.77% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.7 | 0.33 |
| Skew | 3.49 | 0.43 |
| Kurtosis | 49.3 | 11.33 |
| Expected Daily % | 0.05% | 0.02% |
| Expected Monthly % | 5.74% | 2.17% |
| Expected Yearly % | 68.34% | 22.23% |
| Kelly Criterion | 10.28% | 11.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -4.57% |
| Expected Shortfall (cVaR) | -1.92% | -4.57% |
| Year | 12242692:SOLUSD | 12242692:solusd:triple_med_gx:lsma230_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 23.58 | -0.26 | + |
| 2023 | 921.46 | 140.43 | 0.15 | - |
| 2024 | 62.91 | 60.56 | 0.96 | - |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| MTD | 12.6% | 30.97% |
| 3M | 38.05% | 31.98% |
| 6M | 77.98% | 179.83% |
| YTD | 60.56% | 62.91% |
| 1Y | 144.93% | 696.5% |
| 3Y (ann.) | 99.8% | 30.57% |
| 5Y (ann.) | 99.8% | 30.57% |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Max Drawdown | -37.0% | -93.44% |
| Longest DD Days | 136.0 | 703.0 |
| Avg. Drawdown | -5.22% | -11.93% |
| Avg. Drawdown Days | 17.0 | 45.0 |
| Recovery Factor | 10.19 | 0.88 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-26 | -37.00 | 132 |
| 2022-03-25 | 2022-07-18 | -24.85 | 115 |
| 2023-06-07 | 2023-10-21 | -14.17 | 136 |
| 2024-01-09 | 2024-02-28 | -12.68 | 50 |
| 2022-09-27 | 2022-11-10 | -11.46 | 44 |
| 2024-04-01 | 2024-05-15 | -11.13 | 44 |
| 2022-07-30 | 2022-09-24 | -9.93 | 55 |
| 2023-11-25 | 2023-12-23 | -8.18 | 28 |
| 2024-01-06 | 2024-01-08 | -7.74 | 2 |
| 2022-09-24 | 2022-09-27 | -6.77 | 2 |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 27.64% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 35.51% | 140.02% |
| Worst Month | -31.2% | -56.44% |
| Best Year | 140.43% | 921.46% |
| Worst Year | 23.58% | -89.03% |
| Avg. Up Day | 1.98% | 2.09% |
| Avg. Down Day | -1.52% | -1.65% |
| Avg. Up Week | 10.08% | 14.79% |
| Avg. Down Week | -4.86% | -7.36% |
| Avg. Up Month | 19.8% | 44.92% |
| Avg. Down Month | -7.75% | -20.55% |
| Win Days % | 49.22% | 50.61% |
| Win Month % | 62.5% | 50.0% |
| Win Week % | 62.5% | 45.0% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |