| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 32.95% | 6.42% |
| Max Drawdown | -13.95% | -59.51% |
| Sharpe | 1.12 | 0.5 |
| Sortino | 1.9 | 0.74 |
| Payoff Ratio | 1.22 | 1.31 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | 1.86 | 1.15 |
| CPC Index | 0.8 | 0.69 |
| Tail Ratio | 1.43 | 1.07 |
| Outlier Win Ratio | 17.26 | 2.33 |
| Outlier Loss Ratio | 4.22 | 2.11 |
| Volatility (ann.) | 29.56% | 85.27% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.39 | 0.11 |
| Skew | 1.19 | 0.14 |
| Kurtosis | 8.35 | 2.12 |
| Expected Daily % | 0.08% | 0.02% |
| Expected Monthly % | 2.4% | 0.52% |
| Expected Yearly % | 15.31% | 3.16% |
| Kelly Criterion | 9.7% | 10.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.45% | -7.22% |
| Expected Shortfall (cVaR) | -2.45% | -7.22% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.86 | 15.28 | 1.10 | + |
| 2025 | -6.54 | 15.33 | -2.35 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 14.4% | 20.83% |
| 3M | 13.68% | 6.41% |
| 6M | 9.9% | -29.44% |
| YTD | 15.33% | -6.54% |
| 1Y | 32.95% | 6.42% |
| 3Y (ann.) | 33.37% | 6.5% |
| 5Y (ann.) | 33.37% | 6.5% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -13.95% | -59.51% |
| Longest DD Days | 71.0 | 184.0 |
| Avg. Drawdown | -6.29% | -19.14% |
| Avg. Drawdown Days | 30.0 | 49.0 |
| Recovery Factor | 2.36 | 0.11 |
| Ulcer Index | 1.43 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-03 | 2025-05-22 | -13.95 | 49 |
| 2024-09-04 | 2024-11-07 | -11.59 | 64 |
| 2025-01-14 | 2025-03-26 | -11.35 | 71 |
| 2024-11-20 | 2025-01-04 | -9.20 | 45 |
| 2024-07-17 | 2024-08-20 | -4.83 | 34 |
| 2024-06-29 | 2024-07-16 | -4.52 | 17 |
| 2024-06-23 | 2024-06-25 | -2.58 | 2 |
| 2024-06-07 | 2024-06-20 | -2.44 | 13 |
| 2024-08-26 | 2024-09-03 | -1.62 | 8 |
| 2025-01-05 | 2025-01-07 | -0.81 | 2 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 8.53% | 20.44% |
| Worst Day | -7.34% | -18.77% |
| Best Week | 12.11% | 21.34% |
| Worst Week | -9.41% | -22.1% |
| Best Month | 14.4% | 37.33% |
| Worst Month | -9.1% | -43.12% |
| Best Year | 15.33% | 13.86% |
| Worst Year | 15.28% | -6.54% |
| Avg. Up Day | 2.51% | 3.67% |
| Avg. Down Day | -2.06% | -2.8% |
| Avg. Up Week | 4.41% | 7.88% |
| Avg. Down Week | -3.05% | -9.63% |
| Avg. Up Month | 8.09% | 24.63% |
| Avg. Down Month | -5.11% | -32.15% |
| Win Days % | 50.37% | 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% |