| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 146.88% | 100.46% |
| Max Drawdown | -37.72% | -93.26% |
| Sharpe | 1.18 | 0.83 |
| Sortino | 2.18 | 1.29 |
| Payoff Ratio | 1.39 | 1.5 |
| Profit Factor | 1.48 | 1.14 |
| Common Sense Ratio | 1.47 | 1.45 |
| CPC Index | 1.04 | 0.84 |
| Tail Ratio | 1.0 | 1.28 |
| Outlier Win Ratio | 28.11 | 3.04 |
| Outlier Loss Ratio | 3.38 | 2.5 |
| Volatility (ann.) | 41.46% | 110.83% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.33 | 0.39 |
| Skew | 2.86 | 0.5 |
| Kurtosis | 26.72 | 7.71 |
| Expected Daily % | 0.11% | 0.09% |
| Expected Monthly % | 3.4% | 2.61% |
| Expected Yearly % | 35.15% | 26.09% |
| Kelly Criterion | 15.01% | 15.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.44% | -9.29% |
| Expected Shortfall (cVaR) | -3.44% | -9.29% |
| Year | 12254759:SOLUSD | 12254759:solusd:triple_med_gx:lsma270_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.24 | 16.18 | -0.18 | + |
| 2023 | 940.49 | 54.53 | 0.06 | - |
| 2024 | 63.87 | 37.51 | 0.59 | - |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| MTD | 10.66% | 22.35% |
| 3M | 28.48% | 52.55% |
| 6M | 49.25% | 183.01% |
| YTD | 37.51% | 63.87% |
| 1Y | 54.12% | 705.73% |
| 3Y (ann.) | 50.04% | 36.65% |
| 5Y (ann.) | 50.04% | 36.65% |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Max Drawdown | -37.72% | -93.26% |
| Longest DD Days | 422.0 | 704.0 |
| Avg. Drawdown | -7.88% | -12.81% |
| Avg. Drawdown Days | 39.0 | 66.0 |
| Recovery Factor | 3.89 | 1.08 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-07 | 2023-12-03 | -37.72 | 422 |
| 2022-07-21 | 2022-08-13 | -16.41 | 23 |
| 2024-03-31 | 2024-05-31 | -11.88 | 61 |
| 2022-06-13 | 2022-06-16 | -9.28 | 3 |
| 2022-04-15 | 2022-04-20 | -9.08 | 5 |
| 2022-06-17 | 2022-07-15 | -8.29 | 28 |
| 2024-01-12 | 2024-02-27 | -8.08 | 46 |
| 2024-03-10 | 2024-03-30 | -6.51 | 20 |
| 2024-01-07 | 2024-01-09 | -5.63 | 2 |
| 2022-10-01 | 2022-10-05 | -4.71 | 4 |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Best Day | 20.14% | 41.46% |
| Worst Day | -11.17% | -36.82% |
| Best Week | 35.59% | 42.44% |
| Worst Week | -21.92% | -46.51% |
| Best Month | 34.39% | 147.89% |
| Worst Month | -21.48% | -59.31% |
| Best Year | 54.53% | 940.49% |
| Worst Year | 16.18% | -88.24% |
| Avg. Up Day | 4.06% | 4.63% |
| Avg. Down Day | -2.93% | -3.08% |
| Avg. Up Week | 9.6% | 13.52% |
| Avg. Down Week | -6.57% | -9.3% |
| Avg. Up Month | 15.7% | 51.4% |
| Avg. Down Month | -12.48% | -15.9% |
| Win Days % | 50.59% | 49.2% |
| Win Month % | 68.18% | 44.44% |
| Win Week % | 55.32% | 55.93% |
| Win Quarter % | 70.0% | 60.0% |
| Win Year % | 100.0% | 66.67% |