| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 455.36% | 687.77% |
| Max Drawdown | -21.88% | -66.05% |
| Sharpe | 0.52 | 0.36 |
| Sortino | 0.84 | 0.53 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.34 | 1.11 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.14 | 1.05 |
| Outlier Win Ratio | 23.51 | 3.26 |
| Outlier Loss Ratio | 3.62 | 3.0 |
| Volatility (ann.) | 9.26% | 20.15% |
| R^2 | 0.21 | 0.21 |
| Calmar | 8.49 | 3.85 |
| Skew | 2.88 | 0.31 |
| Kurtosis | 64.59 | 8.58 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 8.95% | 10.87% |
| Expected Yearly % | 77.09% | 98.98% |
| Kelly Criterion | 5.97% | 7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -1.71% |
| Expected Shortfall (cVaR) | -0.78% | -1.71% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 359.57 | 115.89 | 0.32 | - |
| 2024 | 85.41 | 92.08 | 1.08 | + |
| 2025 | -7.55 | 33.93 | -4.50 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 12.32% | 18.31% |
| 3M | 30.75% | 21.09% |
| 6M | 23.06% | -25.45% |
| YTD | 33.93% | -7.55% |
| 1Y | 57.1% | 2.69% |
| 3Y (ann.) | 185.75% | 253.97% |
| 5Y (ann.) | 185.75% | 253.97% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -21.88% | -66.05% |
| Longest DD Days | 63.0 | 237.0 |
| Avg. Drawdown | -3.06% | -4.76% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 20.81 | 10.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2024-05-03 | -21.88 | 38 |
| 2025-01-31 | 2025-03-02 | -20.52 | 30 |
| 2025-03-25 | 2025-05-23 | -18.75 | 58 |
| 2024-09-03 | 2024-11-06 | -13.60 | 63 |
| 2024-11-18 | 2025-01-16 | -13.14 | 59 |
| 2024-01-11 | 2024-01-30 | -9.28 | 18 |
| 2024-03-15 | 2024-03-15 | -9.09 | 0 |
| 2023-12-09 | 2023-12-21 | -8.69 | 12 |
| 2024-01-02 | 2024-01-10 | -8.54 | 8 |
| 2024-05-29 | 2024-06-25 | -8.33 | 27 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 11.82% | 11.82% |
| Worst Day | -5.35% | -9.91% |
| Best Week | 28.5% | 43.67% |
| Worst Week | -10.46% | -17.1% |
| Best Month | 56.93% | 73.42% |
| Worst Month | -11.69% | -37.4% |
| Best Year | 115.89% | 359.57% |
| Worst Year | 33.93% | -7.55% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.62% | -0.64% |
| Avg. Up Week | 7.04% | 13.67% |
| Avg. Down Week | -3.47% | -8.41% |
| Avg. Up Month | 16.66% | 39.15% |
| Avg. Down Month | -9.3% | -28.33% |
| Win Days % | 49.93% | 50.9% |
| Win Month % | 80.0% | 65.0% |
| Win Week % | 58.23% | 53.41% |
| Win Quarter % | 100.0% | 71.43% |
| Win Year % | 100.0% | 66.67% |