| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 481.93% | 88.1% |
| Max Drawdown | -35.62% | -93.26% |
| Sharpe | 1.87 | 0.8 |
| Sortino | 3.69 | 1.25 |
| Payoff Ratio | 1.61 | 1.57 |
| Profit Factor | 1.75 | 1.13 |
| Common Sense Ratio | 2.92 | 1.44 |
| CPC Index | 1.43 | 0.87 |
| Tail Ratio | 1.67 | 1.27 |
| Outlier Win Ratio | 20.73 | 3.22 |
| Outlier Loss Ratio | 3.82 | 2.61 |
| Volatility (ann.) | 47.98% | 110.74% |
| R^2 | 0.19 | 0.19 |
| Calmar | 3.36 | 0.35 |
| Skew | 2.47 | 0.51 |
| Kurtosis | 18.21 | 7.7 |
| Expected Daily % | 0.22% | 0.08% |
| Expected Monthly % | 6.74% | 2.37% |
| Expected Yearly % | 79.87% | 23.44% |
| Kelly Criterion | 20.0% | 16.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.89% | -9.29% |
| Expected Shortfall (cVaR) | -3.89% | -9.29% |
| Year | 12242696:SOLUSD | 12242696:solusd:triple_med_gx:lsma255_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 29.31 | -0.33 | + |
| 2023 | 940.49 | 170.94 | 0.18 | - |
| 2024 | 63.87 | 66.10 | 1.03 | + |
| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| MTD | 12.6% | 22.35% |
| 3M | 57.6% | 52.55% |
| 6M | 85.93% | 183.01% |
| YTD | 66.1% | 63.87% |
| 1Y | 163.45% | 705.73% |
| 3Y (ann.) | 119.64% | 32.61% |
| 5Y (ann.) | 119.64% | 32.61% |
| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| Max Drawdown | -35.62% | -93.26% |
| Longest DD Days | 174.0 | 704.0 |
| Avg. Drawdown | -6.83% | -14.39% |
| Avg. Drawdown Days | 28.0 | 73.0 |
| Recovery Factor | 13.53 | 0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-04-12 | -35.62 | 118 |
| 2022-03-26 | 2022-07-19 | -23.19 | 115 |
| 2023-05-01 | 2023-10-22 | -15.06 | 174 |
| 2024-02-20 | 2024-02-29 | -9.75 | 9 |
| 2024-03-31 | 2024-05-16 | -9.71 | 46 |
| 2023-11-26 | 2023-11-30 | -7.99 | 4 |
| 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 | 2022-08-08 | -4.44 | 9 |
| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| Best Day | 20.14% | 41.46% |
| Worst Day | -12.36% | -36.82% |
| Best Week | 36.55% | 42.44% |
| Worst Week | -21.63% | -46.51% |
| Best Month | 41.98% | 147.89% |
| Worst Month | -32.86% | -59.31% |
| Best Year | 170.94% | 940.49% |
| Worst Year | 29.31% | -88.97% |
| Avg. Up Day | 4.52% | 4.74% |
| Avg. Down Day | -2.81% | -3.02% |
| Avg. Up Week | 10.82% | 12.08% |
| Avg. Down Week | -5.45% | -8.96% |
| Avg. Up Month | 23.0% | 50.57% |
| Avg. Down Month | -9.23% | -16.93% |
| Win Days % | 50.69% | 49.2% |
| Win Month % | 68.0% | 44.44% |
| Win Week % | 60.38% | 55.93% |
| Win Quarter % | 70.0% | 60.0% |
| Win Year % | 100.0% | 66.67% |