| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 394.79% | 91.44% |
| Max Drawdown | -35.62% | -93.26% |
| Sharpe | 1.76 | 0.81 |
| Sortino | 3.4 | 1.26 |
| Payoff Ratio | 1.65 | 1.62 |
| Profit Factor | 1.71 | 1.13 |
| Common Sense Ratio | 3.1 | 1.48 |
| CPC Index | 1.39 | 0.9 |
| Tail Ratio | 1.81 | 1.3 |
| Outlier Win Ratio | 22.38 | 3.2 |
| Outlier Loss Ratio | 3.78 | 2.59 |
| Volatility (ann.) | 45.99% | 110.88% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.9 | 0.36 |
| Skew | 2.27 | 0.51 |
| Kurtosis | 17.65 | 7.59 |
| Expected Daily % | 0.19% | 0.08% |
| Expected Monthly % | 5.88% | 2.35% |
| Expected Yearly % | 70.4% | 24.17% |
| Kelly Criterion | 18.44% | 17.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.74% | -9.3% |
| Expected Shortfall (cVaR) | -3.74% | -9.3% |
| Year | 12242692:SOLUSD | 12242692:solusd:triple_med_gx:lsma230_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.77 | 25.09 | -0.28 | + |
| 2023 | 940.49 | 146.36 | 0.16 | - |
| 2024 | 63.87 | 60.56 | 0.95 | - |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| MTD | 12.6% | 22.35% |
| 3M | 59.58% | 52.55% |
| 6M | 77.98% | 183.01% |
| YTD | 60.56% | 63.87% |
| 1Y | 144.93% | 705.73% |
| 3Y (ann.) | 103.22% | 33.38% |
| 5Y (ann.) | 103.22% | 33.38% |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Max Drawdown | -35.62% | -93.26% |
| Longest DD Days | 133.0 | 704.0 |
| Avg. Drawdown | -6.88% | -18.7% |
| Avg. Drawdown Days | 34.0 | 90.0 |
| Recovery Factor | 11.08 | 0.98 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-04-27 | -35.62 | 133 |
| 2022-03-26 | 2022-07-19 | -23.50 | 115 |
| 2023-06-12 | 2023-10-21 | -11.77 | 131 |
| 2024-01-10 | 2024-02-29 | -11.39 | 50 |
| 2024-03-31 | 2024-05-16 | -8.57 | 46 |
| 2023-11-26 | 2023-12-24 | -7.99 | 28 |
| 2022-09-28 | 2022-11-11 | -7.16 | 44 |
| 2024-01-07 | 2024-01-09 | -6.52 | 2 |
| 2022-09-25 | 2022-09-27 | -5.18 | 2 |
| 2022-07-30 | 2022-09-23 | -4.44 | 55 |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Best Day | 20.14% | 41.46% |
| Worst Day | -12.36% | -36.82% |
| Best Week | 28.74% | 42.44% |
| Worst Week | -21.63% | -46.51% |
| Best Month | 40.09% | 147.89% |
| Worst Month | -32.86% | -59.31% |
| Best Year | 146.36% | 940.49% |
| Worst Year | 25.09% | -88.77% |
| Avg. Up Day | 4.71% | 5.06% |
| Avg. Down Day | -2.86% | -3.13% |
| Avg. Up Week | 10.4% | 11.99% |
| Avg. Down Week | -6.16% | -10.87% |
| Avg. Up Month | 22.76% | 50.8% |
| Avg. Down Month | -7.22% | -15.89% |
| Win Days % | 49.25% | 49.21% |
| Win Month % | 58.33% | 44.44% |
| Win Week % | 61.82% | 56.3% |
| Win Quarter % | 70.0% | 60.0% |
| Win Year % | 100.0% | 66.67% |