| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 25.37% | 6.42% |
| Max Drawdown | -18.68% | -59.51% |
| Sharpe | 0.99 | 0.5 |
| Sortino | 1.51 | 0.74 |
| Payoff Ratio | 1.02 | 1.32 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 2.16 | 1.15 |
| CPC Index | 0.69 | 0.7 |
| Tail Ratio | 1.66 | 1.07 |
| Outlier Win Ratio | 21.02 | 2.22 |
| Outlier Loss Ratio | 4.62 | 2.21 |
| Volatility (ann.) | 26.74% | 85.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.37 | 0.11 |
| Skew | 0.18 | 0.14 |
| Kurtosis | 11.97 | 2.12 |
| Expected Daily % | 0.06% | 0.02% |
| Expected Monthly % | 1.9% | 0.52% |
| Expected Yearly % | 11.97% | 3.16% |
| Kelly Criterion | 5.25% | 10.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.23% | -7.22% |
| Expected Shortfall (cVaR) | -2.23% | -7.22% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.86 | 24.21 | 1.75 | + |
| 2025 | -6.54 | 0.93 | -0.14 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 9.77% | 20.83% |
| 3M | 5.0% | 6.41% |
| 6M | -1.12% | -29.44% |
| YTD | 0.93% | -6.54% |
| 1Y | 25.37% | 6.42% |
| 3Y (ann.) | 25.68% | 6.5% |
| 5Y (ann.) | 25.68% | 6.5% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -18.68% | -59.51% |
| Longest DD Days | 134.0 | 184.0 |
| Avg. Drawdown | -4.75% | -19.14% |
| Avg. Drawdown Days | 27.0 | 49.0 |
| Recovery Factor | 1.36 | 0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-14 | 2025-05-28 | -18.68 | 134 |
| 2024-09-04 | 2024-11-20 | -13.43 | 77 |
| 2024-06-06 | 2024-06-26 | -4.79 | 20 |
| 2024-12-27 | 2025-01-03 | -4.04 | 7 |
| 2024-07-23 | 2024-07-30 | -2.51 | 7 |
| 2024-11-30 | 2024-12-25 | -2.24 | 25 |
| 2024-06-29 | 2024-07-10 | -2.19 | 11 |
| 2024-08-17 | 2024-08-20 | -1.62 | 3 |
| 2024-08-07 | 2024-08-08 | -1.33 | 1 |
| 2024-08-28 | 2024-09-03 | -0.79 | 6 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 7.79% | 20.44% |
| Worst Day | -8.13% | -18.77% |
| Best Week | 11.34% | 21.34% |
| Worst Week | -7.7% | -22.1% |
| Best Month | 14.65% | 37.33% |
| Worst Month | -11.22% | -43.12% |
| Best Year | 24.21% | 13.86% |
| Worst Year | 0.93% | -6.54% |
| Avg. Up Day | 2.13% | 3.71% |
| Avg. Down Day | -2.09% | -2.81% |
| Avg. Up Week | 4.32% | 8.77% |
| Avg. Down Week | -3.04% | -9.43% |
| Avg. Up Month | 7.38% | 24.63% |
| Avg. Down Month | -4.03% | -32.15% |
| Win Days % | 52.1% | 49.31% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 52.17% | 54.72% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |