| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 172.45% | 687.77% |
| Max Drawdown | -19.33% | -66.05% |
| Sharpe | 0.47 | 0.36 |
| Sortino | 0.76 | 0.53 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 0.83 | 1.11 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 0.68 | 1.05 |
| Outlier Win Ratio | 48.75 | 2.89 |
| Outlier Loss Ratio | 3.59 | 2.67 |
| Volatility (ann.) | 5.86% | 20.15% |
| R^2 | 0.09 | 0.09 |
| Calmar | 4.38 | 3.85 |
| Skew | 2.7 | 0.31 |
| Kurtosis | 69.4 | 8.58 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.14% | 10.87% |
| Expected Yearly % | 39.67% | 98.98% |
| Kelly Criterion | 6.44% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -1.71% |
| Expected Shortfall (cVaR) | -0.5% | -1.71% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 359.57 | 48.35 | 0.13 | - |
| 2024 | 85.41 | 74.18 | 0.87 | - |
| 2025 | -7.55 | 5.44 | -0.72 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 10.95% | 18.31% |
| 3M | 3.38% | 21.09% |
| 6M | -1.44% | -25.45% |
| YTD | 5.44% | -7.55% |
| 1Y | 27.39% | 2.69% |
| 3Y (ann.) | 84.75% | 253.97% |
| 5Y (ann.) | 84.75% | 253.97% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -19.33% | -66.05% |
| Longest DD Days | 135.0 | 237.0 |
| Avg. Drawdown | -2.14% | -4.76% |
| Avg. Drawdown Days | 7.0 | 5.0 |
| Recovery Factor | 8.92 | 10.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-13 | 2025-05-28 | -19.33 | 135 |
| 2024-09-03 | 2024-11-17 | -12.50 | 75 |
| 2024-03-15 | 2024-05-04 | -12.43 | 49 |
| 2024-05-30 | 2024-06-27 | -9.26 | 27 |
| 2024-11-19 | 2025-01-03 | -8.21 | 44 |
| 2024-01-09 | 2024-01-10 | -7.13 | 0 |
| 2024-03-08 | 2024-03-14 | -5.53 | 6 |
| 2023-10-21 | 2023-10-31 | -5.41 | 10 |
| 2024-01-17 | 2024-01-30 | -3.59 | 12 |
| 2024-06-27 | 2024-07-12 | -3.49 | 14 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 6.06% | 11.82% |
| Worst Day | -5.04% | -9.91% |
| Best Week | 14.63% | 43.67% |
| Worst Week | -7.45% | -17.1% |
| Best Month | 21.63% | 73.42% |
| Worst Month | -7.0% | -37.4% |
| Best Year | 74.18% | 359.57% |
| Worst Year | 5.44% | -7.55% |
| Avg. Up Day | 0.68% | 0.72% |
| Avg. Down Day | -0.57% | -0.62% |
| Avg. Up Week | 5.16% | 13.3% |
| Avg. Down Week | -2.54% | -7.46% |
| Avg. Up Month | 11.24% | 43.4% |
| Avg. Down Month | -3.82% | -31.35% |
| Win Days % | 49.25% | 50.9% |
| Win Month % | 65.0% | 65.0% |
| Win Week % | 58.11% | 53.41% |
| Win Quarter % | 100.0% | 71.43% |
| Win Year % | 100.0% | 66.67% |