| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 41.94% | 6.42% |
| Max Drawdown | -12.76% | -59.51% |
| Sharpe | 1.41 | 0.5 |
| Sortino | 2.27 | 0.74 |
| Payoff Ratio | 1.14 | 1.27 |
| Profit Factor | 1.42 | 1.07 |
| Common Sense Ratio | 2.78 | 1.15 |
| CPC Index | 0.86 | 0.67 |
| Tail Ratio | 1.96 | 1.07 |
| Outlier Win Ratio | 18.55 | 2.29 |
| Outlier Loss Ratio | 4.47 | 2.14 |
| Volatility (ann.) | 27.86% | 85.27% |
| R^2 | 0.12 | 0.12 |
| Calmar | 3.33 | 0.11 |
| Skew | 0.46 | 0.14 |
| Kurtosis | 9.18 | 2.12 |
| Expected Daily % | 0.1% | 0.02% |
| Expected Monthly % | 2.96% | 0.52% |
| Expected Yearly % | 19.14% | 3.16% |
| Kelly Criterion | 11.85% | 9.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -7.22% |
| Expected Shortfall (cVaR) | -2.29% | -7.22% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.86 | 26.36 | 1.90 | + |
| 2025 | -6.54 | 12.33 | -1.89 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 10.95% | 20.83% |
| 3M | 10.37% | 6.41% |
| 6M | 10.74% | -29.44% |
| YTD | 12.33% | -6.54% |
| 1Y | 41.94% | 6.42% |
| 3Y (ann.) | 42.49% | 6.5% |
| 5Y (ann.) | 42.49% | 6.5% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -12.76% | -59.51% |
| Longest DD Days | 71.0 | 184.0 |
| Avg. Drawdown | -3.97% | -19.14% |
| Avg. Drawdown Days | 21.0 | 49.0 |
| Recovery Factor | 3.29 | 0.11 |
| Ulcer Index | 1.17 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-05-23 | -12.76 | 57 |
| 2024-09-04 | 2024-11-07 | -12.05 | 64 |
| 2025-01-14 | 2025-03-26 | -11.26 | 71 |
| 2024-11-20 | 2025-01-03 | -5.48 | 44 |
| 2024-06-14 | 2024-06-26 | -3.98 | 12 |
| 2024-07-23 | 2024-07-30 | -2.31 | 7 |
| 2024-06-29 | 2024-07-10 | -1.76 | 11 |
| 2024-08-17 | 2024-08-20 | -1.62 | 3 |
| 2024-08-26 | 2024-09-03 | -1.35 | 8 |
| 2024-08-07 | 2024-08-08 | -1.33 | 1 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 7.38% | 20.44% |
| Worst Day | -7.63% | -18.77% |
| Best Week | 10.92% | 21.34% |
| Worst Week | -8.39% | -22.1% |
| Best Month | 11.13% | 37.33% |
| Worst Month | -8.32% | -43.12% |
| Best Year | 26.36% | 13.86% |
| Worst Year | 12.33% | -6.54% |
| Avg. Up Day | 2.46% | 3.7% |
| Avg. Down Day | -2.16% | -2.92% |
| Avg. Up Week | 3.58% | 8.29% |
| Avg. Down Week | -3.03% | -11.17% |
| Avg. Up Month | 8.14% | 24.63% |
| Avg. Down Month | -2.67% | -32.15% |
| Win Days % | 53.12% | 49.31% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 60.87% | 54.72% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |