| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 237.17% | 65.04% |
| Max Drawdown | -31.01% | -93.26% |
| Sharpe | 1.48 | 0.75 |
| Sortino | 3.6 | 1.16 |
| Payoff Ratio | 1.46 | 1.55 |
| Profit Factor | 1.95 | 1.12 |
| Common Sense Ratio | 5.34 | 1.42 |
| CPC Index | 1.61 | 0.85 |
| Tail Ratio | 2.75 | 1.27 |
| Outlier Win Ratio | 32.7 | 2.79 |
| Outlier Loss Ratio | 3.57 | 2.43 |
| Volatility (ann.) | 40.76% | 111.18% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.26 | 0.26 |
| Skew | 9.66 | 0.49 |
| Kurtosis | 175.02 | 7.37 |
| Expected Daily % | 0.15% | 0.06% |
| Expected Monthly % | 4.44% | 1.81% |
| Expected Yearly % | 49.95% | 18.18% |
| Kelly Criterion | 27.11% | 16.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.34% | -9.34% |
| Expected Shortfall (cVaR) | -3.34% | -9.34% |
| Year | 12294612:SOLUSD | 12294612:solusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.32 | -27.90 | 0.31 | + |
| 2023 | 940.49 | 242.48 | 0.26 | - |
| 2024 | 63.87 | 36.55 | 0.57 | - |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| MTD | 9.38% | 22.35% |
| 3M | 22.02% | 52.55% |
| 6M | 36.55% | 183.01% |
| YTD | 36.55% | 63.87% |
| 1Y | 199.08% | 705.73% |
| 3Y (ann.) | 70.0% | 24.45% |
| 5Y (ann.) | 70.0% | 24.45% |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Max Drawdown | -31.01% | -93.26% |
| Longest DD Days | 310.0 | 704.0 |
| Avg. Drawdown | -7.38% | -18.96% |
| Avg. Drawdown Days | 49.0 | 82.0 |
| Recovery Factor | 7.65 | 0.7 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-10 | 2023-01-14 | -31.01 | 310 |
| 2024-04-26 | 2024-05-20 | -13.83 | 24 |
| 2023-03-05 | 2023-06-22 | -13.31 | 109 |
| 2023-07-25 | 2023-10-01 | -6.82 | 68 |
| 2023-01-15 | 2023-01-21 | -4.00 | 6 |
| 2023-06-23 | 2023-07-14 | -3.86 | 21 |
| 2023-11-06 | 2023-11-07 | -2.90 | 1 |
| 2024-03-16 | 2024-03-17 | -2.59 | 1 |
| 2023-10-19 | 2023-10-20 | -1.82 | 1 |
| 2023-10-15 | 2023-10-16 | -0.81 | 1 |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Best Day | 41.46% | 41.46% |
| Worst Day | -8.75% | -36.82% |
| Best Week | 38.13% | 42.44% |
| Worst Week | -19.42% | -46.51% |
| Best Month | 68.47% | 147.89% |
| Worst Month | -19.42% | -59.31% |
| Best Year | 242.48% | 940.49% |
| Worst Year | -27.9% | -90.32% |
| Avg. Up Day | 3.98% | 5.0% |
| Avg. Down Day | -2.72% | -3.22% |
| Avg. Up Week | 7.57% | 12.47% |
| Avg. Down Week | -4.29% | -8.05% |
| Avg. Up Month | 22.28% | 49.49% |
| Avg. Down Month | -6.67% | -23.42% |
| Win Days % | 56.72% | 49.04% |
| Win Month % | 56.52% | 42.86% |
| Win Week % | 62.5% | 55.37% |
| Win Quarter % | 70.0% | 60.0% |
| Win Year % | 66.67% | 66.67% |