| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 31.25% | 6.42% |
| Max Drawdown | -21.93% | -59.51% |
| Sharpe | 1.01 | 0.5 |
| Sortino | 1.69 | 0.74 |
| Payoff Ratio | 1.24 | 1.38 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.63 | 1.15 |
| CPC Index | 0.74 | 0.73 |
| Tail Ratio | 1.29 | 1.07 |
| Outlier Win Ratio | 15.71 | 2.4 |
| Outlier Loss Ratio | 4.34 | 2.2 |
| Volatility (ann.) | 32.41% | 85.27% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.44 | 0.11 |
| Skew | 1.14 | 0.14 |
| Kurtosis | 7.36 | 2.12 |
| Expected Daily % | 0.08% | 0.02% |
| Expected Monthly % | 2.29% | 0.52% |
| Expected Yearly % | 14.56% | 3.16% |
| Kelly Criterion | 5.13% | 12.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.7% | -7.22% |
| Expected Shortfall (cVaR) | -2.7% | -7.22% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.86 | 23.16 | 1.67 | + |
| 2025 | -6.54 | 6.57 | -1.01 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 17.24% | 20.83% |
| 3M | 12.99% | 6.41% |
| 6M | -0.11% | -29.44% |
| YTD | 6.57% | -6.54% |
| 1Y | 31.25% | 6.42% |
| 3Y (ann.) | 31.64% | 6.5% |
| 5Y (ann.) | 31.64% | 6.5% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -21.93% | -59.51% |
| Longest DD Days | 116.0 | 184.0 |
| Avg. Drawdown | -5.75% | -19.14% |
| Avg. Drawdown Days | 28.0 | 49.0 |
| Recovery Factor | 1.43 | 0.11 |
| Ulcer Index | 1.45 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-28 | -21.93 | 116 |
| 2024-09-04 | 2024-11-07 | -12.77 | 64 |
| 2024-11-20 | 2025-01-04 | -8.12 | 45 |
| 2024-06-29 | 2024-08-09 | -5.75 | 41 |
| 2025-01-14 | 2025-01-17 | -4.33 | 3 |
| 2024-06-20 | 2024-06-25 | -2.68 | 5 |
| 2024-06-07 | 2024-06-17 | -2.52 | 10 |
| 2024-08-17 | 2024-08-20 | -1.62 | 3 |
| 2024-08-26 | 2024-09-03 | -1.61 | 8 |
| 2025-01-05 | 2025-01-13 | -1.37 | 8 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 8.61% | 20.44% |
| Worst Day | -7.34% | -18.77% |
| Best Week | 14.47% | 21.34% |
| Worst Week | -11.51% | -22.1% |
| Best Month | 17.24% | 37.33% |
| Worst Month | -14.43% | -43.12% |
| Best Year | 23.16% | 13.86% |
| Worst Year | 6.57% | -6.54% |
| Avg. Up Day | 2.55% | 3.68% |
| Avg. Down Day | -2.06% | -2.67% |
| Avg. Up Week | 4.2% | 10.15% |
| Avg. Down Week | -3.6% | -11.41% |
| Avg. Up Month | 10.57% | 24.63% |
| Avg. Down Month | -10.26% | -32.15% |
| Win Days % | 47.55% | 49.31% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 58.33% | 54.72% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |