| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 169.74% | 94.62% |
| Max Drawdown | -23.83% | -93.44% |
| Sharpe | 0.75 | 0.4 |
| Sortino | 1.32 | 0.6 |
| Payoff Ratio | 1.35 | 1.26 |
| Profit Factor | 1.39 | 1.07 |
| Common Sense Ratio | 2.63 | 1.1 |
| CPC Index | 0.93 | 0.68 |
| Tail Ratio | 1.89 | 1.03 |
| Outlier Win Ratio | 48.03 | 3.2 |
| Outlier Loss Ratio | 3.45 | 2.62 |
| Volatility (ann.) | 16.35% | 53.77% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.3 | 0.36 |
| Skew | 3.35 | 0.43 |
| Kurtosis | 50.12 | 11.25 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.61% | 2.41% |
| Expected Yearly % | 39.2% | 24.85% |
| Kelly Criterion | 12.2% | 11.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -4.57% |
| Expected Shortfall (cVaR) | -1.37% | -4.57% |
| Year | 12303114:SOLUSD | 12303114:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.30 | 37.85 | -0.43 | + |
| 2023 | 921.46 | 60.05 | 0.07 | - |
| 2024 | 62.91 | 22.26 | 0.35 | - |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| MTD | 14.53% | 30.97% |
| 3M | 15.53% | 31.98% |
| 6M | 22.26% | 179.83% |
| YTD | 22.26% | 62.91% |
| 1Y | 53.84% | 696.5% |
| 3Y (ann.) | 54.79% | 34.07% |
| 5Y (ann.) | 54.79% | 34.07% |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Max Drawdown | -23.83% | -93.44% |
| Longest DD Days | 125.0 | 703.0 |
| Avg. Drawdown | -4.75% | -11.47% |
| Avg. Drawdown Days | 19.0 | 41.0 |
| Recovery Factor | 7.12 | 1.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2022-08-13 | -23.83 | 114 |
| 2023-06-24 | 2023-10-21 | -22.17 | 119 |
| 2022-09-27 | 2022-11-23 | -17.20 | 57 |
| 2023-11-20 | 2024-03-24 | -11.59 | 125 |
| 2024-04-28 | 2024-05-02 | -11.06 | 3 |
| 2022-03-19 | 2022-04-19 | -8.54 | 30 |
| 2022-11-25 | 2023-01-20 | -6.80 | 56 |
| 2023-01-22 | 2023-05-05 | -6.72 | 102 |
| 2024-05-07 | 2024-05-31 | -6.40 | 24 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| Metric | 12303114:solusd:triple_med_gx:lsma90_140 | 12303114:SOLUSD |
|---|---|---|
| Best Day | 13.38% | 30.09% |
| Worst Day | -6.68% | -26.94% |
| Best Week | 22.95% | 43.67% |
| Worst Week | -16.98% | -51.66% |
| Best Month | 40.74% | 140.02% |
| Worst Month | -9.87% | -56.44% |
| Best Year | 60.05% | 921.46% |
| Worst Year | 22.26% | -88.3% |
| Avg. Up Day | 1.99% | 2.01% |
| Avg. Down Day | -1.48% | -1.59% |
| Avg. Up Week | 9.34% | 14.06% |
| Avg. Down Week | -5.15% | -7.99% |
| Avg. Up Month | 14.2% | 52.56% |
| Avg. Down Month | -5.09% | -19.16% |
| Win Days % | 49.62% | 50.61% |
| Win Month % | 61.9% | 50.0% |
| Win Week % | 61.11% | 45.45% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |