| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 124.73% | 687.77% |
| Max Drawdown | -21.02% | -66.05% |
| Sharpe | 0.42 | 0.36 |
| Sortino | 0.68 | 0.53 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 0.03 | 1.11 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 0.02 | 1.05 |
| Outlier Win Ratio | 57.22 | 2.81 |
| Outlier Loss Ratio | 3.63 | 2.61 |
| Volatility (ann.) | 5.23% | 20.15% |
| R^2 | 0.07 | 0.07 |
| Calmar | 3.05 | 3.85 |
| Skew | 2.65 | 0.31 |
| Kurtosis | 69.24 | 8.58 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.13% | 10.87% |
| Expected Yearly % | 30.98% | 98.98% |
| Kelly Criterion | 5.28% | 8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -1.71% |
| Expected Shortfall (cVaR) | -0.44% | -1.71% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 359.57 | 30.22 | 0.08 | - |
| 2024 | 85.41 | 75.04 | 0.88 | - |
| 2025 | -7.55 | -1.40 | 0.19 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 7.29% | 18.31% |
| 3M | 3.62% | 21.09% |
| 6M | -8.01% | -25.45% |
| YTD | -1.4% | -7.55% |
| 1Y | 16.03% | 2.69% |
| 3Y (ann.) | 64.19% | 253.97% |
| 5Y (ann.) | 64.19% | 253.97% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -21.02% | -66.05% |
| Longest DD Days | 135.0 | 237.0 |
| Avg. Drawdown | -2.34% | -4.76% |
| Avg. Drawdown Days | 8.0 | 5.0 |
| Recovery Factor | 5.93 | 10.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-13 | 2025-05-28 | -21.02 | 135 |
| 2024-09-03 | 2024-11-17 | -12.32 | 75 |
| 2024-03-26 | 2024-04-20 | -9.98 | 25 |
| 2024-11-19 | 2025-01-03 | -9.40 | 45 |
| 2024-01-09 | 2024-01-17 | -7.13 | 7 |
| 2023-10-19 | 2023-11-09 | -6.89 | 21 |
| 2024-03-15 | 2024-03-24 | -5.75 | 9 |
| 2024-06-18 | 2024-06-25 | -4.91 | 6 |
| 2024-07-22 | 2024-08-07 | -4.85 | 15 |
| 2024-03-08 | 2024-03-14 | -4.11 | 6 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 6.06% | 11.82% |
| Worst Day | -4.11% | -9.91% |
| Best Week | 10.71% | 43.67% |
| Worst Week | -8.35% | -17.1% |
| Best Month | 16.53% | 73.42% |
| Worst Month | -6.48% | -37.4% |
| Best Year | 75.04% | 359.57% |
| Worst Year | -1.4% | -7.55% |
| Avg. Up Day | 0.67% | 0.72% |
| Avg. Down Day | -0.56% | -0.62% |
| Avg. Up Week | 4.8% | 14.12% |
| Avg. Down Week | -2.59% | -7.87% |
| Avg. Up Month | 10.14% | 46.66% |
| Avg. Down Month | -3.85% | -24.19% |
| Win Days % | 48.25% | 50.9% |
| Win Month % | 60.0% | 65.0% |
| Win Week % | 55.41% | 53.41% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 66.67% | 66.67% |