| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 163.36% | 91.44% |
| Max Drawdown | -38.33% | -93.26% |
| Sharpe | 1.1 | 0.81 |
| Sortino | 2.19 | 1.26 |
| Payoff Ratio | 1.43 | 1.25 |
| Profit Factor | 1.58 | 1.13 |
| Common Sense Ratio | 2.63 | 1.48 |
| CPC Index | 1.17 | 0.7 |
| Tail Ratio | 1.66 | 1.3 |
| Outlier Win Ratio | 29.48 | 3.02 |
| Outlier Loss Ratio | 3.38 | 2.73 |
| Volatility (ann.) | 48.81% | 110.88% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.4 | 0.36 |
| Skew | 6.1 | 0.51 |
| Kurtosis | 95.73 | 7.59 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.52% | 2.35% |
| Expected Yearly % | 38.1% | 24.17% |
| Kelly Criterion | 17.92% | 8.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.05% | -9.3% |
| Expected Shortfall (cVaR) | -4.05% | -9.3% |
| Year | 12231177:SOLUSD | 12231177:solusd:triple_med_gx:lsma200_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.77 | -21.48 | 0.24 | + |
| 2023 | 940.49 | 154.18 | 0.16 | - |
| 2024 | 63.87 | 31.95 | 0.50 | - |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| MTD | 9.4% | 22.35% |
| 3M | 9.4% | 52.55% |
| 6M | 55.27% | 183.01% |
| YTD | 31.95% | 63.87% |
| 1Y | 75.88% | 705.73% |
| 3Y (ann.) | 53.64% | 33.38% |
| 5Y (ann.) | 53.64% | 33.38% |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Max Drawdown | -38.33% | -93.26% |
| Longest DD Days | 233.0 | 704.0 |
| Avg. Drawdown | -6.73% | -18.7% |
| Avg. Drawdown Days | 32.0 | 90.0 |
| Recovery Factor | 4.26 | 0.98 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-26 | 2023-01-14 | -38.33 | 233 |
| 2023-06-06 | 2023-06-30 | -13.39 | 24 |
| 2024-05-08 | 2024-05-16 | -10.64 | 8 |
| 2023-12-27 | 2024-02-09 | -7.70 | 44 |
| 2023-09-22 | 2023-09-29 | -5.11 | 7 |
| 2023-01-15 | 2023-04-08 | -4.26 | 83 |
| 2024-02-11 | 2024-02-13 | -4.23 | 2 |
| 2023-07-01 | 2023-07-02 | -3.63 | 1 |
| 2023-12-23 | 2023-12-24 | -3.39 | 1 |
| 2022-03-26 | 2022-03-28 | -3.11 | 2 |
| Metric | 12231177:solusd:triple_med_gx:lsma200_70 | 12231177:SOLUSD |
|---|---|---|
| Best Day | 41.46% | 41.46% |
| Worst Day | -14.76% | -36.82% |
| Best Week | 35.81% | 42.44% |
| Worst Week | -17.78% | -46.51% |
| Best Month | 67.41% | 147.89% |
| Worst Month | -15.74% | -59.31% |
| Best Year | 154.18% | 940.49% |
| Worst Year | -21.48% | -88.77% |
| Avg. Up Day | 4.45% | 4.68% |
| Avg. Down Day | -3.11% | -3.75% |
| Avg. Up Week | 7.35% | 10.07% |
| Avg. Down Week | -6.37% | -14.54% |
| Avg. Up Month | 21.91% | 49.35% |
| Avg. Down Month | -10.76% | -42.31% |
| Win Days % | 51.72% | 49.21% |
| Win Month % | 68.75% | 44.44% |
| Win Week % | 68.57% | 56.3% |
| Win Quarter % | 70.0% | 60.0% |
| Win Year % | 66.67% | 66.67% |