| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 75.17% | 75.43% |
| Max Drawdown | -34.15% | -93.26% |
| Sharpe | 0.83 | 0.77 |
| Sortino | 1.33 | 1.2 |
| Payoff Ratio | 1.45 | 1.27 |
| Profit Factor | 1.33 | 1.13 |
| Common Sense Ratio | 1.86 | 1.43 |
| CPC Index | 0.88 | 0.7 |
| Tail Ratio | 1.4 | 1.27 |
| Outlier Win Ratio | 32.73 | 2.98 |
| Outlier Loss Ratio | 3.63 | 2.57 |
| Volatility (ann.) | 38.39% | 111.3% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.82 | 0.3 |
| Skew | 1.03 | 0.49 |
| Kurtosis | 22.55 | 7.36 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.02% | 2.03% |
| Expected Yearly % | 20.55% | 20.6% |
| Kelly Criterion | 8.32% | 9.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.22% | -9.35% |
| Expected Shortfall (cVaR) | -3.22% | -9.35% |
| Year | 12246319:SOLUSD | 12246319:solusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.71 | 21.82 | -0.24 | + |
| 2023 | 940.49 | 38.33 | 0.04 | - |
| 2024 | 63.87 | 3.95 | 0.06 | - |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| MTD | -4.3% | 22.35% |
| 3M | 11.04% | 52.55% |
| 6M | 3.95% | 183.01% |
| YTD | 3.95% | 63.87% |
| 1Y | 36.39% | 705.73% |
| 3Y (ann.) | 27.84% | 27.93% |
| 5Y (ann.) | 27.84% | 27.93% |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Max Drawdown | -34.15% | -93.26% |
| Longest DD Days | 330.0 | 704.0 |
| Avg. Drawdown | -7.6% | -18.28% |
| Avg. Drawdown Days | 43.0 | 82.0 |
| Recovery Factor | 2.2 | 0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-07-29 | -34.15 | 110 |
| 2022-12-16 | 2023-11-11 | -24.06 | 330 |
| 2022-02-19 | 2022-03-01 | -14.13 | 10 |
| 2024-02-20 | 2024-03-26 | -11.43 | 35 |
| 2022-09-28 | 2022-11-11 | -7.16 | 44 |
| 2024-03-31 | 2024-05-31 | -7.13 | 61 |
| 2024-03-27 | 2024-03-30 | -5.85 | 3 |
| 2022-09-25 | 2022-09-27 | -5.18 | 2 |
| 2022-07-30 | 2022-08-04 | -4.44 | 5 |
| 2022-03-21 | 2022-03-22 | -2.87 | 1 |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Best Day | 16.63% | 41.46% |
| Worst Day | -14.91% | -36.82% |
| Best Week | 20.67% | 42.44% |
| Worst Week | -21.83% | -46.51% |
| Best Month | 28.55% | 147.89% |
| Worst Month | -17.14% | -59.31% |
| Best Year | 38.33% | 940.49% |
| Worst Year | 3.95% | -89.71% |
| Avg. Up Day | 4.25% | 4.67% |
| Avg. Down Day | -2.94% | -3.67% |
| Avg. Up Week | 6.77% | 12.24% |
| Avg. Down Week | -5.68% | -10.69% |
| Avg. Up Month | 12.45% | 41.0% |
| Avg. Down Month | -5.54% | -13.65% |
| Win Days % | 45.81% | 49.1% |
| Win Month % | 52.17% | 42.86% |
| Win Week % | 54.76% | 55.83% |
| Win Quarter % | 70.0% | 60.0% |
| Win Year % | 100.0% | 66.67% |