| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 481.93% | 84.39% |
| Max Drawdown | -37.0% | -93.44% |
| Sharpe | 0.96 | 0.4 |
| Sortino | 1.72 | 0.59 |
| Payoff Ratio | 1.31 | 1.27 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 1.55 | 1.1 |
| CPC Index | 0.9 | 0.68 |
| Tail Ratio | 1.13 | 1.03 |
| Outlier Win Ratio | 25.86 | 3.45 |
| Outlier Loss Ratio | 3.87 | 2.85 |
| Volatility (ann.) | 23.39% | 53.76% |
| R^2 | 0.19 | 0.19 |
| Calmar | 3.23 | 0.34 |
| Skew | 3.46 | 0.43 |
| Kurtosis | 47.04 | 11.43 |
| Expected Daily % | 0.05% | 0.02% |
| Expected Monthly % | 6.74% | 2.29% |
| Expected Yearly % | 79.87% | 22.62% |
| Kelly Criterion | 11.4% | 11.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -4.57% |
| Expected Shortfall (cVaR) | -1.95% | -4.57% |
| Year | 12242696:SOLUSD | 12242696:solusd:triple_med_gx:lsma255_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 32.50 | -0.37 | + |
| 2023 | 921.46 | 164.42 | 0.18 | - |
| 2024 | 62.91 | 66.10 | 1.05 | + |
| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| MTD | 12.6% | 30.97% |
| 3M | 36.33% | 31.98% |
| 6M | 84.13% | 179.83% |
| YTD | 66.1% | 62.91% |
| 1Y | 163.45% | 696.5% |
| 3Y (ann.) | 119.43% | 31.39% |
| 5Y (ann.) | 119.43% | 31.39% |
| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| Max Drawdown | -37.0% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -4.83% | -10.84% |
| Avg. Drawdown Days | 14.0 | 42.0 |
| Recovery Factor | 13.03 | 0.9 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-02-02 | -37.00 | 50 |
| 2022-03-25 | 2022-07-18 | -24.55 | 115 |
| 2023-04-30 | 2023-10-21 | -17.16 | 173 |
| 2024-02-18 | 2024-02-28 | -12.25 | 10 |
| 2024-04-01 | 2024-05-15 | -11.33 | 44 |
| 2023-02-02 | 2023-04-11 | -10.93 | 67 |
| 2022-07-30 | 2022-09-22 | -9.93 | 53 |
| 2022-09-27 | 2022-11-10 | -8.18 | 44 |
| 2023-11-25 | 2023-11-29 | -8.18 | 3 |
| 2024-01-06 | 2024-01-08 | -7.74 | 2 |
| Metric | 12242696:solusd:triple_med_gx:lsma255_105 | 12242696:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 37.47% | 140.02% |
| Worst Month | -31.2% | -56.44% |
| Best Year | 164.42% | 921.46% |
| Worst Year | 32.5% | -88.92% |
| Avg. Up Day | 1.9% | 1.99% |
| Avg. Down Day | -1.46% | -1.57% |
| Avg. Up Week | 10.8% | 14.68% |
| Avg. Down Week | -5.74% | -7.58% |
| Avg. Up Month | 22.02% | 49.33% |
| Avg. Down Month | -9.28% | -21.98% |
| Win Days % | 49.81% | 50.6% |
| Win Month % | 68.0% | 48.15% |
| Win Week % | 66.67% | 45.38% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |