| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 404.87% | 85.56% |
| Max Drawdown | -12.84% | -93.44% |
| Sharpe | 1.32 | 0.39 |
| Sortino | 2.82 | 0.59 |
| Payoff Ratio | 2.05 | 1.11 |
| Profit Factor | 2.08 | 1.06 |
| Common Sense Ratio | 0.0 | 1.1 |
| CPC Index | 1.91 | 0.6 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 55.03 | 3.08 |
| Outlier Loss Ratio | 5.28 | 2.3 |
| Volatility (ann.) | 14.3% | 53.72% |
| R^2 | 0.07 | 0.07 |
| Calmar | 8.14 | 0.34 |
| Skew | 5.37 | 0.43 |
| Kurtosis | 86.23 | 11.34 |
| Expected Daily % | 0.05% | 0.02% |
| Expected Monthly % | 5.95% | 2.23% |
| Expected Yearly % | 71.55% | 22.88% |
| Kelly Criterion | 18.06% | 5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.57% |
| Expected Shortfall (cVaR) | -1.18% | -4.57% |
| Year | 12261763:SOLUSD | 12261763:solusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.85 | 65.02 | -0.73 | + |
| 2023 | 921.46 | 177.75 | 0.19 | - |
| 2024 | 62.91 | 10.15 | 0.16 | - |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| MTD | -8.72% | 30.97% |
| 3M | 5.3% | 31.98% |
| 6M | 25.35% | 179.83% |
| YTD | 10.15% | 62.91% |
| 1Y | 136.06% | 696.5% |
| 3Y (ann.) | 104.52% | 31.41% |
| 5Y (ann.) | 104.52% | 31.41% |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Max Drawdown | -12.84% | -93.44% |
| Longest DD Days | 91.0 | 703.0 |
| Avg. Drawdown | -2.39% | -11.5% |
| Avg. Drawdown Days | 13.0 | 43.0 |
| Recovery Factor | 31.53 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-08-02 | 2023-11-01 | -12.84 | 91 |
| 2024-03-15 | 2024-05-31 | -9.81 | 77 |
| 2022-03-09 | 2022-03-23 | -8.79 | 14 |
| 2022-06-12 | 2022-07-28 | -8.64 | 45 |
| 2024-01-31 | 2024-03-14 | -8.47 | 42 |
| 2023-11-01 | 2023-11-10 | -8.13 | 8 |
| 2022-04-20 | 2022-06-12 | -6.00 | 53 |
| 2023-05-24 | 2023-06-30 | -5.49 | 37 |
| 2022-08-11 | 2022-08-12 | -4.74 | 1 |
| 2022-08-31 | 2022-10-12 | -4.32 | 41 |
| Metric | 12261763:solusd:triple_med_gx:lsma40_15 | 12261763:SOLUSD |
|---|---|---|
| Best Day | 13.05% | 30.09% |
| Worst Day | -8.48% | -26.94% |
| Best Week | 24.21% | 43.67% |
| Worst Week | -6.37% | -51.66% |
| Best Month | 42.95% | 140.02% |
| Worst Month | -8.72% | -56.44% |
| Best Year | 177.75% | 921.46% |
| Worst Year | 10.15% | -88.85% |
| Avg. Up Day | 2.06% | 2.12% |
| Avg. Down Day | -1.01% | -1.91% |
| Avg. Up Week | 8.14% | 17.38% |
| Avg. Down Week | -1.65% | -7.75% |
| Avg. Up Month | 13.04% | 47.65% |
| Avg. Down Month | -2.8% | -17.14% |
| Win Days % | 44.94% | 50.58% |
| Win Month % | 80.0% | 50.0% |
| Win Week % | 58.33% | 45.45% |
| Win Quarter % | 90.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |