| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 303.32% | 67.5% |
| Max Drawdown | -54.14% | -93.44% |
| Sharpe | 0.68 | 0.37 |
| Sortino | 1.15 | 0.56 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.47 | 1.09 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 23.06 | 3.71 |
| Outlier Loss Ratio | 3.62 | 3.12 |
| Volatility (ann.) | 28.89% | 53.74% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.59 | 0.28 |
| Skew | 3.8 | 0.43 |
| Kurtosis | 74.12 | 11.41 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.3% | 1.93% |
| Expected Yearly % | 59.18% | 18.76% |
| Kelly Criterion | 8.37% | 8.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.43% | -4.57% |
| Expected Shortfall (cVaR) | -2.43% | -4.57% |
| Year | 12226961:SOLUSD | 12226961:solusd:triple_med_gx:lsma245_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | -26.52 | 0.29 | + |
| 2023 | 921.46 | 335.57 | 0.36 | - |
| 2024 | 62.91 | 26.02 | 0.41 | - |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| MTD | 16.96% | 30.97% |
| 3M | 41.1% | 31.98% |
| 6M | 24.22% | 179.83% |
| YTD | 26.02% | 62.91% |
| 1Y | 197.87% | 696.5% |
| 3Y (ann.) | 86.03% | 25.81% |
| 5Y (ann.) | 86.03% | 25.81% |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Max Drawdown | -54.14% | -93.44% |
| Longest DD Days | 156.0 | 703.0 |
| Avg. Drawdown | -7.33% | -12.24% |
| Avg. Drawdown Days | 20.0 | 47.0 |
| Recovery Factor | 5.6 | 0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-04-11 | -54.14 | 156 |
| 2022-03-09 | 2022-07-14 | -31.58 | 127 |
| 2024-01-02 | 2024-03-25 | -24.32 | 83 |
| 2022-07-30 | 2022-11-05 | -23.29 | 98 |
| 2023-11-20 | 2024-01-02 | -15.52 | 43 |
| 2023-04-11 | 2023-06-30 | -15.44 | 79 |
| 2023-07-22 | 2023-10-01 | -13.05 | 71 |
| 2022-07-19 | 2022-07-27 | -11.04 | 8 |
| 2023-11-02 | 2023-11-10 | -10.87 | 8 |
| 2023-06-30 | 2023-07-10 | -7.48 | 10 |
| Metric | 12226961:solusd:triple_med_gx:lsma245_60 | 12226961:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -15.9% | -26.94% |
| Best Week | 59.91% | 43.67% |
| Worst Week | -40.49% | -51.66% |
| Best Month | 84.61% | 140.02% |
| Worst Month | -35.42% | -56.44% |
| Best Year | 335.57% | 921.46% |
| Worst Year | -26.52% | -89.93% |
| Avg. Up Day | 2.07% | 2.12% |
| Avg. Down Day | -1.68% | -1.8% |
| Avg. Up Week | 12.21% | 19.01% |
| Avg. Down Week | -5.44% | -10.34% |
| Avg. Up Month | 27.51% | 45.7% |
| Avg. Down Month | -10.06% | -22.41% |
| Win Days % | 49.41% | 50.6% |
| Win Month % | 54.17% | 48.15% |
| Win Week % | 50.0% | 45.0% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |