| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 237.17% | 72.07% |
| Max Drawdown | -34.01% | -93.44% |
| Sharpe | 0.8 | 0.38 |
| Sortino | 1.64 | 0.56 |
| Payoff Ratio | 1.43 | 1.35 |
| Profit Factor | 1.5 | 1.06 |
| Common Sense Ratio | 3.07 | 1.09 |
| CPC Index | 1.06 | 0.73 |
| Tail Ratio | 2.04 | 1.02 |
| Outlier Win Ratio | 44.14 | 3.04 |
| Outlier Loss Ratio | 4.06 | 2.57 |
| Volatility (ann.) | 18.54% | 53.79% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.06 | 0.29 |
| Skew | 10.91 | 0.42 |
| Kurtosis | 304.68 | 11.13 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.44% | 1.96% |
| Expected Yearly % | 49.95% | 19.83% |
| Kelly Criterion | 13.45% | 13.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -4.58% |
| Expected Shortfall (cVaR) | -1.56% | -4.58% |
| Year | 12294612:SOLUSD | 12294612:solusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.66 | -27.90 | 0.31 | + |
| 2023 | 921.46 | 242.48 | 0.26 | - |
| 2024 | 62.91 | 36.55 | 0.58 | - |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| MTD | 17.08% | 30.97% |
| 3M | 22.02% | 31.98% |
| 6M | 36.55% | 179.83% |
| YTD | 36.55% | 62.91% |
| 1Y | 199.08% | 696.5% |
| 3Y (ann.) | 70.0% | 26.74% |
| 5Y (ann.) | 70.0% | 26.74% |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Max Drawdown | -34.01% | -93.44% |
| Longest DD Days | 235.0 | 703.0 |
| Avg. Drawdown | -4.02% | -12.2% |
| Avg. Drawdown Days | 21.0 | 48.0 |
| Recovery Factor | 6.97 | 0.77 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2023-01-14 | -34.01 | 235 |
| 2023-01-21 | 2023-07-14 | -16.10 | 174 |
| 2024-03-23 | 2024-05-20 | -16.02 | 57 |
| 2022-03-09 | 2022-05-23 | -8.67 | 74 |
| 2023-08-31 | 2023-09-30 | -8.27 | 30 |
| 2023-01-14 | 2023-01-20 | -5.89 | 6 |
| 2024-03-15 | 2024-03-17 | -4.22 | 2 |
| 2023-11-09 | 2023-11-10 | -4.00 | 0 |
| 2024-03-14 | 2024-03-14 | -3.77 | 0 |
| 2023-10-18 | 2023-10-19 | -3.22 | 1 |
| Metric | 12294612:solusd:triple_med_gx:lsma70_120 | 12294612:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -7.19% | -26.94% |
| Best Week | 53.01% | 43.67% |
| Worst Week | -19.42% | -51.66% |
| Best Month | 68.47% | 140.02% |
| Worst Month | -19.42% | -56.44% |
| Best Year | 242.48% | 921.46% |
| Worst Year | -27.9% | -89.66% |
| Avg. Up Day | 1.85% | 1.87% |
| Avg. Down Day | -1.29% | -1.38% |
| Avg. Up Week | 9.52% | 15.16% |
| Avg. Down Week | -4.69% | -6.56% |
| Avg. Up Month | 20.29% | 44.28% |
| Avg. Down Month | -7.97% | -24.57% |
| Win Days % | 49.0% | 50.51% |
| Win Month % | 60.87% | 50.0% |
| Win Week % | 61.7% | 45.08% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |