| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 11.48% | 6.42% |
| Max Drawdown | -20.33% | -59.51% |
| Sharpe | 0.56 | 0.5 |
| Sortino | 0.85 | 0.74 |
| Payoff Ratio | 0.87 | 1.35 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.2 | 1.15 |
| CPC Index | 0.53 | 0.71 |
| Tail Ratio | 1.02 | 1.07 |
| Outlier Win Ratio | 26.2 | 2.28 |
| Outlier Loss Ratio | 4.35 | 2.21 |
| Volatility (ann.) | 25.31% | 85.27% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.57 | 0.11 |
| Skew | 0.38 | 0.14 |
| Kurtosis | 12.45 | 2.12 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 0.91% | 0.52% |
| Expected Yearly % | 5.58% | 3.16% |
| Kelly Criterion | -2.65% | 11.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.14% | -7.22% |
| Expected Shortfall (cVaR) | -2.14% | -7.22% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.86 | 16.31 | 1.18 | + |
| 2025 | -6.54 | -4.16 | 0.64 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 7.29% | 20.83% |
| 3M | 3.62% | 6.41% |
| 6M | -8.01% | -29.44% |
| YTD | -4.16% | -6.54% |
| 1Y | 11.48% | 6.42% |
| 3Y (ann.) | 11.61% | 6.5% |
| 5Y (ann.) | 11.61% | 6.5% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -20.33% | -59.51% |
| Longest DD Days | 134.0 | 184.0 |
| Avg. Drawdown | -5.29% | -19.14% |
| Avg. Drawdown Days | 31.0 | 49.0 |
| Recovery Factor | 0.56 | 0.11 |
| Ulcer Index | 1.05 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-14 | 2025-05-28 | -20.33 | 134 |
| 2024-09-04 | 2024-11-07 | -11.40 | 64 |
| 2024-11-30 | 2025-01-04 | -5.84 | 35 |
| 2024-06-14 | 2024-06-26 | -3.61 | 12 |
| 2024-07-23 | 2024-08-08 | -2.99 | 16 |
| 2024-08-17 | 2024-08-25 | -1.62 | 8 |
| 2024-08-28 | 2024-09-03 | -0.79 | 6 |
| 2024-07-13 | 2024-07-16 | -0.63 | 3 |
| 2024-07-09 | 2024-07-10 | -0.43 | 1 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 7.12% | 20.44% |
| Worst Day | -7.74% | -18.77% |
| Best Week | 10.66% | 21.34% |
| Worst Week | -9.02% | -22.1% |
| Best Month | 13.81% | 37.33% |
| Worst Month | -7.51% | -43.12% |
| Best Year | 16.31% | 13.86% |
| Worst Year | -4.16% | -6.54% |
| Avg. Up Day | 1.97% | 3.68% |
| Avg. Down Day | -2.27% | -2.73% |
| Avg. Up Week | 3.37% | 8.52% |
| Avg. Down Week | -2.76% | -9.75% |
| Avg. Up Month | 7.03% | 28.02% |
| Avg. Down Month | -3.85% | -24.39% |
| Win Days % | 52.38% | 49.31% |
| Win Month % | 41.67% | 58.33% |
| Win Week % | 51.16% | 54.72% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |