| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 200.92% | 687.77% |
| Max Drawdown | -18.89% | -66.05% |
| Sharpe | 0.47 | 0.36 |
| Sortino | 0.77 | 0.53 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.4 | 1.11 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.15 | 1.05 |
| Outlier Win Ratio | 42.91 | 2.95 |
| Outlier Loss Ratio | 3.59 | 2.74 |
| Volatility (ann.) | 6.35% | 20.15% |
| R^2 | 0.1 | 0.1 |
| Calmar | 5.1 | 3.85 |
| Skew | 2.58 | 0.31 |
| Kurtosis | 62.25 | 8.58 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.66% | 10.87% |
| Expected Yearly % | 44.37% | 98.98% |
| Kelly Criterion | 6.24% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -1.71% |
| Expected Shortfall (cVaR) | -0.54% | -1.71% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 359.57 | 59.01 | 0.16 | - |
| 2024 | 85.41 | 82.27 | 0.96 | - |
| 2025 | -7.55 | 3.83 | -0.51 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 9.77% | 18.31% |
| 3M | 5.0% | 21.09% |
| 6M | -1.12% | -25.45% |
| YTD | 3.83% | -7.55% |
| 1Y | 25.79% | 2.69% |
| 3Y (ann.) | 96.34% | 253.97% |
| 5Y (ann.) | 96.34% | 253.97% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -18.89% | -66.05% |
| Longest DD Days | 135.0 | 237.0 |
| Avg. Drawdown | -2.66% | -4.76% |
| Avg. Drawdown Days | 8.0 | 5.0 |
| Recovery Factor | 10.64 | 10.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-13 | 2025-05-28 | -18.89 | 135 |
| 2024-09-03 | 2024-11-18 | -14.57 | 76 |
| 2024-03-26 | 2024-05-04 | -14.52 | 38 |
| 2024-03-15 | 2024-03-24 | -9.09 | 9 |
| 2024-05-30 | 2024-06-25 | -7.82 | 25 |
| 2024-11-18 | 2025-01-03 | -7.68 | 45 |
| 2024-01-09 | 2024-01-10 | -7.13 | 0 |
| 2023-10-20 | 2023-10-31 | -5.94 | 11 |
| 2024-06-27 | 2024-07-15 | -5.02 | 17 |
| 2024-02-08 | 2024-03-08 | -4.96 | 28 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 6.1% | 11.82% |
| Worst Day | -5.04% | -9.91% |
| Best Week | 18.94% | 43.67% |
| Worst Week | -8.85% | -17.1% |
| Best Month | 23.12% | 73.42% |
| Worst Month | -11.22% | -37.4% |
| Best Year | 82.27% | 359.57% |
| Worst Year | 3.83% | -7.55% |
| Avg. Up Day | 0.68% | 0.71% |
| Avg. Down Day | -0.58% | -0.63% |
| Avg. Up Week | 5.67% | 13.14% |
| Avg. Down Week | -2.88% | -7.95% |
| Avg. Up Month | 10.77% | 39.15% |
| Avg. Down Month | -3.65% | -31.35% |
| Win Days % | 49.67% | 50.9% |
| Win Month % | 75.0% | 65.0% |
| Win Week % | 60.81% | 53.41% |
| Win Quarter % | 100.0% | 71.43% |
| Win Year % | 100.0% | 66.67% |