| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 75.17% | 67.32% |
| Max Drawdown | -35.73% | -93.44% |
| Sharpe | 0.4 | 0.37 |
| Sortino | 0.66 | 0.55 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.46 | 1.09 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | 1.24 | 1.02 |
| Outlier Win Ratio | 36.81 | 3.15 |
| Outlier Loss Ratio | 3.5 | 2.83 |
| Volatility (ann.) | 20.23% | 53.8% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.78 | 0.27 |
| Skew | 3.27 | 0.43 |
| Kurtosis | 59.26 | 11.16 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.02% | 1.86% |
| Expected Yearly % | 20.55% | 18.72% |
| Kelly Criterion | 5.31% | 9.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -4.58% |
| Expected Shortfall (cVaR) | -1.72% | -4.58% |
| Year | 12246319:SOLUSD | 12246319:solusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 21.82 | -0.24 | + |
| 2023 | 921.46 | 38.33 | 0.04 | - |
| 2024 | 62.91 | 3.95 | 0.06 | - |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| MTD | -4.3% | 30.97% |
| 3M | 11.04% | 31.98% |
| 6M | 3.95% | 179.83% |
| YTD | 3.95% | 62.91% |
| 1Y | 36.39% | 696.5% |
| 3Y (ann.) | 27.81% | 25.27% |
| 5Y (ann.) | 27.81% | 25.27% |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Max Drawdown | -35.73% | -93.44% |
| Longest DD Days | 342.0 | 703.0 |
| Avg. Drawdown | -7.44% | -12.64% |
| Avg. Drawdown Days | 38.0 | 46.0 |
| Recovery Factor | 2.1 | 0.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-07-30 | -35.73 | 110 |
| 2022-12-14 | 2023-11-22 | -28.69 | 342 |
| 2022-02-18 | 2022-02-28 | -14.13 | 10 |
| 2024-02-18 | 2024-03-25 | -13.76 | 35 |
| 2022-09-27 | 2022-11-10 | -10.06 | 44 |
| 2022-07-30 | 2022-09-27 | -7.98 | 58 |
| 2024-03-30 | 2024-05-31 | -7.13 | 62 |
| 2024-03-26 | 2024-03-30 | -6.14 | 3 |
| 2022-03-19 | 2022-03-23 | -5.29 | 3 |
| 2022-03-01 | 2022-03-02 | -3.44 | 1 |
| Metric | 12246319:solusd:triple_med_gx:lsma190_115 | 12246319:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -8.56% | -26.94% |
| Best Week | 20.7% | 43.67% |
| Worst Week | -14.9% | -51.66% |
| Best Month | 21.71% | 140.02% |
| Worst Month | -17.14% | -56.44% |
| Best Year | 38.33% | 921.46% |
| Worst Year | 3.95% | -89.95% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.57% | -1.67% |
| Avg. Up Week | 5.13% | 14.11% |
| Avg. Down Week | -5.05% | -7.92% |
| Avg. Up Month | 9.22% | 29.14% |
| Avg. Down Month | -6.21% | -17.42% |
| Win Days % | 46.87% | 50.54% |
| Win Month % | 60.87% | 50.0% |
| Win Week % | 62.22% | 45.08% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |