| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 444.4% | 98.58% |
| Max Drawdown | -38.77% | -93.44% |
| Sharpe | 0.9 | 0.41 |
| Sortino | 1.6 | 0.61 |
| Payoff Ratio | 1.31 | 1.25 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | 1.53 | 1.1 |
| CPC Index | 0.89 | 0.67 |
| Tail Ratio | 1.13 | 1.03 |
| Outlier Win Ratio | 25.84 | 3.56 |
| Outlier Loss Ratio | 3.68 | 2.91 |
| Volatility (ann.) | 24.26% | 53.81% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.93 | 0.38 |
| Skew | 3.26 | 0.43 |
| Kurtosis | 42.59 | 11.42 |
| Expected Daily % | 0.05% | 0.02% |
| Expected Monthly % | 6.48% | 2.57% |
| Expected Yearly % | 75.92% | 25.69% |
| Kelly Criterion | 11.78% | 11.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.03% | -4.57% |
| Expected Shortfall (cVaR) | -2.03% | -4.57% |
| Year | 12242645:SOLUSD | 12242645:solusd:triple_med_gx:lsma265_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.07 | 97.73 | -1.11 | + |
| 2023 | 921.46 | 125.01 | 0.14 | - |
| 2024 | 62.91 | 22.36 | 0.36 | - |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| MTD | -2.58% | 30.97% |
| 3M | 10.92% | 31.98% |
| 6M | 22.36% | 179.83% |
| YTD | 22.36% | 62.91% |
| 1Y | 74.67% | 696.5% |
| 3Y (ann.) | 113.59% | 35.96% |
| 5Y (ann.) | 113.59% | 35.96% |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Max Drawdown | -38.77% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -5.86% | -10.07% |
| Avg. Drawdown Days | 14.0 | 38.0 |
| Recovery Factor | 11.46 | 1.06 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-29 | -38.77 | 45 |
| 2023-04-30 | 2023-10-21 | -16.93 | 173 |
| 2023-01-29 | 2023-04-12 | -16.28 | 72 |
| 2022-06-21 | 2022-07-16 | -15.83 | 24 |
| 2022-04-10 | 2022-06-14 | -14.98 | 64 |
| 2023-11-29 | 2024-02-28 | -13.57 | 91 |
| 2024-04-01 | 2024-05-31 | -13.25 | 60 |
| 2022-09-27 | 2022-11-10 | -10.01 | 43 |
| 2023-11-25 | 2023-11-29 | -8.50 | 3 |
| 2022-06-14 | 2022-06-15 | -7.93 | 1 |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 34.61% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 44.75% | 140.02% |
| Worst Month | -29.06% | -56.44% |
| Best Year | 125.01% | 921.46% |
| Worst Year | 22.36% | -88.07% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.51% | -1.59% |
| Avg. Up Week | 11.61% | 13.33% |
| Avg. Down Week | -4.84% | -6.42% |
| Avg. Up Month | 20.39% | 45.86% |
| Avg. Down Month | -7.39% | -17.35% |
| Win Days % | 49.93% | 50.63% |
| Win Month % | 56.52% | 48.15% |
| Win Week % | 54.0% | 45.38% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |