| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 25.98% | 4.77% |
| Max Drawdown | -19.33% | -66.05% |
| Sharpe | 0.21 | 0.1 |
| Sortino | 0.33 | 0.15 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.09 | 1.02 |
| Common Sense Ratio | 0.88 | 1.0 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 0.8 | 0.98 |
| Outlier Win Ratio | 47.9 | 2.83 |
| Outlier Loss Ratio | 3.74 | 2.73 |
| Volatility (ann.) | 5.28% | 18.7% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.36 | 0.07 |
| Skew | 3.2 | 0.42 |
| Kurtosis | 83.84 | 12.4 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.94% | 0.39% |
| Expected Yearly % | 12.24% | 2.36% |
| Kelly Criterion | 1.3% | 5.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -1.6% |
| Expected Shortfall (cVaR) | -0.45% | -1.6% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.32 | 19.48 | 1.46 | + |
| 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 | 25.98% | 4.77% |
| 3Y (ann.) | 26.3% | 4.83% |
| 5Y (ann.) | 26.3% | 4.83% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -19.33% | -66.05% |
| Longest DD Days | 135.0 | 128.0 |
| Avg. Drawdown | -2.32% | -6.38% |
| Avg. Drawdown Days | 10.0 | 9.0 |
| Recovery Factor | 1.34 | 0.07 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-13 | 2025-05-28 | -19.33 | 135 |
| 2024-09-03 | 2024-11-17 | -12.50 | 75 |
| 2024-11-19 | 2025-01-03 | -8.21 | 44 |
| 2024-06-05 | 2024-06-25 | -7.32 | 19 |
| 2024-06-27 | 2024-07-12 | -3.49 | 14 |
| 2024-08-07 | 2024-08-24 | -3.43 | 17 |
| 2024-07-22 | 2024-08-07 | -3.29 | 15 |
| 2024-08-24 | 2024-09-02 | -1.69 | 8 |
| 2025-01-12 | 2025-01-13 | -1.43 | 0 |
| 2024-07-22 | 2024-07-22 | -1.35 | 0 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 6.06% | 11.82% |
| Worst Day | -2.96% | -8.96% |
| Best Week | 12.58% | 21.25% |
| Worst Week | -7.45% | -17.1% |
| Best Month | 16.52% | 41.15% |
| Worst Month | -7.0% | -36.08% |
| Best Year | 19.48% | 13.32% |
| Worst Year | 5.44% | -7.55% |
| Avg. Up Day | 0.57% | 0.6% |
| Avg. Down Day | -0.52% | -0.55% |
| Avg. Up Week | 4.83% | 9.28% |
| Avg. Down Week | -2.7% | -8.16% |
| Avg. Up Month | 9.36% | 24.86% |
| Avg. Down Month | -4.77% | -28.33% |
| Win Days % | 48.5% | 50.85% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 51.06% | 50.94% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |