| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 404.87% | 88.67% |
| Max Drawdown | -11.28% | -93.26% |
| Sharpe | 2.52 | 0.8 |
| Sortino | 6.86 | 1.25 |
| Payoff Ratio | 2.34 | 1.71 |
| Profit Factor | 2.96 | 1.13 |
| Common Sense Ratio | 17.68 | 1.47 |
| CPC Index | 3.74 | 0.95 |
| Tail Ratio | 5.97 | 1.3 |
| Outlier Win Ratio | 35.63 | 2.84 |
| Outlier Loss Ratio | 5.67 | 2.15 |
| Volatility (ann.) | 30.11% | 110.75% |
| R^2 | 0.09 | 0.09 |
| Calmar | 9.26 | 0.35 |
| Skew | 5.0 | 0.51 |
| Kurtosis | 44.94 | 7.6 |
| Expected Daily % | 0.2% | 0.08% |
| Expected Monthly % | 5.95% | 2.29% |
| Expected Yearly % | 71.55% | 23.57% |
| Kelly Criterion | 34.38% | 19.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.38% | -9.29% |
| Expected Shortfall (cVaR) | -2.38% | -9.29% |
| Year | 12261763:SOLUSD | 12261763:solusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.93 | 65.02 | -0.73 | + |
| 2023 | 940.49 | 177.75 | 0.19 | - |
| 2024 | 63.87 | 10.15 | 0.16 | - |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| MTD | -7.49% | 22.35% |
| 3M | 5.3% | 52.55% |
| 6M | 25.35% | 183.01% |
| YTD | 10.15% | 63.87% |
| 1Y | 136.06% | 705.73% |
| 3Y (ann.) | 104.52% | 32.38% |
| 5Y (ann.) | 104.52% | 32.38% |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Max Drawdown | -11.28% | -93.26% |
| Longest DD Days | 91.0 | 704.0 |
| Avg. Drawdown | -3.03% | -17.35% |
| Avg. Drawdown Days | 20.0 | 81.0 |
| Recovery Factor | 35.88 | 0.95 |
| Ulcer Index | 0.99 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-08-03 | 2023-11-02 | -11.28 | 91 |
| 2024-05-08 | 2024-05-31 | -8.72 | 23 |
| 2024-02-01 | 2024-03-14 | -8.47 | 42 |
| 2022-03-10 | 2022-03-19 | -7.75 | 9 |
| 2022-05-02 | 2022-07-29 | -6.10 | 88 |
| 2022-09-01 | 2022-10-12 | -4.27 | 41 |
| 2022-04-21 | 2022-05-01 | -3.70 | 10 |
| 2022-08-10 | 2022-08-11 | -3.55 | 1 |
| 2023-05-04 | 2023-05-23 | -2.89 | 19 |
| 2023-05-24 | 2023-06-30 | -2.78 | 37 |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Best Day | 19.38% | 41.46% |
| Worst Day | -8.47% | -36.82% |
| Best Week | 28.68% | 42.44% |
| Worst Week | -6.37% | -46.51% |
| Best Month | 49.87% | 147.89% |
| Worst Month | -7.49% | -59.31% |
| Best Year | 177.75% | 940.49% |
| Worst Year | 10.15% | -88.93% |
| Avg. Up Day | 3.92% | 5.88% |
| Avg. Down Day | -1.67% | -3.45% |
| Avg. Up Week | 7.05% | 14.11% |
| Avg. Down Week | -1.83% | -9.04% |
| Avg. Up Month | 19.05% | 57.57% |
| Avg. Down Month | -3.08% | -18.35% |
| Win Days % | 54.01% | 49.15% |
| Win Month % | 64.0% | 42.86% |
| Win Week % | 64.52% | 56.3% |
| Win Quarter % | 90.0% | 60.0% |
| Win Year % | 100.0% | 66.67% |