| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 169.74% | 85.43% |
| Max Drawdown | -22.1% | -93.26% |
| Sharpe | 1.47 | 0.8 |
| Sortino | 2.91 | 1.24 |
| Payoff Ratio | 1.83 | 1.61 |
| Profit Factor | 1.78 | 1.13 |
| Common Sense Ratio | 2.31 | 1.46 |
| CPC Index | 1.59 | 0.9 |
| Tail Ratio | 1.3 | 1.29 |
| Outlier Win Ratio | 38.11 | 2.96 |
| Outlier Loss Ratio | 3.57 | 2.31 |
| Volatility (ann.) | 33.41% | 110.95% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.48 | 0.34 |
| Skew | 2.95 | 0.5 |
| Kurtosis | 30.18 | 7.52 |
| Expected Daily % | 0.12% | 0.07% |
| Expected Monthly % | 3.61% | 2.23% |
| Expected Yearly % | 39.2% | 22.85% |
| Kelly Criterion | 20.73% | 17.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.74% | -9.31% |
| Expected Shortfall (cVaR) | -2.74% | -9.31% |
| Year | 12303114:SOLUSD | 12303114:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.12 | 37.85 | -0.42 | + |
| 2023 | 940.49 | 60.05 | 0.06 | - |
| 2024 | 63.87 | 22.26 | 0.35 | - |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| MTD | 7.0% | 22.35% |
| 3M | 15.53% | 52.55% |
| 6M | 22.26% | 183.01% |
| YTD | 22.26% | 63.87% |
| 1Y | 53.84% | 705.73% |
| 3Y (ann.) | 54.87% | 31.28% |
| 5Y (ann.) | 54.87% | 31.28% |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Max Drawdown | -22.1% | -93.26% |
| Longest DD Days | 125.0 | 704.0 |
| Avg. Drawdown | -6.48% | -16.65% |
| Avg. Drawdown Days | 40.0 | 74.0 |
| Recovery Factor | 7.68 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2022-08-13 | -22.10 | 114 |
| 2023-06-25 | 2023-10-22 | -22.03 | 119 |
| 2022-09-28 | 2022-11-24 | -12.46 | 57 |
| 2024-04-29 | 2024-05-03 | -9.50 | 4 |
| 2023-11-21 | 2024-03-25 | -7.55 | 125 |
| 2022-03-21 | 2022-04-20 | -6.57 | 30 |
| 2024-05-08 | 2024-05-31 | -6.36 | 23 |
| 2023-01-23 | 2023-05-06 | -5.30 | 103 |
| 2022-11-25 | 2023-01-21 | -3.91 | 57 |
| 2023-05-07 | 2023-05-28 | -3.71 | 21 |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Best Day | 17.39% | 41.46% |
| Worst Day | -13.28% | -36.82% |
| Best Week | 20.65% | 42.44% |
| Worst Week | -18.19% | -46.51% |
| Best Month | 40.74% | 147.89% |
| Worst Month | -9.87% | -59.31% |
| Best Year | 60.05% | 940.49% |
| Worst Year | 22.26% | -89.12% |
| Avg. Up Day | 4.59% | 5.1% |
| Avg. Down Day | -2.51% | -3.16% |
| Avg. Up Week | 8.49% | 12.04% |
| Avg. Down Week | -6.8% | -8.05% |
| Avg. Up Month | 13.5% | 56.78% |
| Avg. Down Month | -5.51% | -16.77% |
| Win Days % | 48.72% | 49.15% |
| Win Month % | 61.9% | 42.86% |
| Win Week % | 69.44% | 55.83% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 66.67% |