| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 31.25% | 4.77% |
| Max Drawdown | -22.99% | -66.05% |
| Sharpe | 0.19 | 0.1 |
| Sortino | 0.29 | 0.15 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.06 | 1.02 |
| Common Sense Ratio | 1.14 | 1.0 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 27.32 | 3.09 |
| Outlier Loss Ratio | 3.68 | 2.98 |
| Volatility (ann.) | 7.35% | 18.7% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.38 | 0.07 |
| Skew | 1.57 | 0.42 |
| Kurtosis | 43.09 | 12.4 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.29% | 0.39% |
| Expected Yearly % | 14.56% | 2.36% |
| Kelly Criterion | 1.08% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -1.6% |
| Expected Shortfall (cVaR) | -0.63% | -1.6% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.32 | 19.72 | 1.48 | + |
| 2025 | -7.55 | 9.63 | -1.28 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 17.24% | 18.31% |
| 3M | 12.99% | 21.09% |
| 6M | -0.11% | -25.45% |
| YTD | 9.63% | -7.55% |
| 1Y | 31.25% | 4.77% |
| 3Y (ann.) | 31.64% | 4.83% |
| 5Y (ann.) | 31.64% | 4.83% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -22.99% | -66.05% |
| Longest DD Days | 116.0 | 128.0 |
| Avg. Drawdown | -3.2% | -6.38% |
| Avg. Drawdown Days | 12.0 | 9.0 |
| Recovery Factor | 1.36 | 0.07 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-05-28 | -22.99 | 116 |
| 2024-08-24 | 2024-11-06 | -13.56 | 73 |
| 2024-11-18 | 2025-01-16 | -12.86 | 59 |
| 2024-06-27 | 2024-08-20 | -8.48 | 53 |
| 2024-06-19 | 2024-06-25 | -5.60 | 5 |
| 2024-06-18 | 2024-06-19 | -4.56 | 0 |
| 2024-06-05 | 2024-06-18 | -3.92 | 12 |
| 2025-01-16 | 2025-01-31 | -3.45 | 14 |
| 2024-06-25 | 2024-06-27 | -2.17 | 1 |
| 2024-06-25 | 2024-06-25 | -1.53 | 0 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 6.1% | 11.82% |
| Worst Day | -5.35% | -8.96% |
| Best Week | 14.47% | 21.25% |
| Worst Week | -9.53% | -17.1% |
| Best Month | 17.24% | 41.15% |
| Worst Month | -12.13% | -36.08% |
| Best Year | 19.72% | 13.32% |
| Worst Year | 9.63% | -7.55% |
| Avg. Up Day | 0.59% | 0.61% |
| Avg. Down Day | -0.56% | -0.58% |
| Avg. Up Week | 4.84% | 9.59% |
| Avg. Down Week | -3.4% | -9.14% |
| Avg. Up Month | 10.36% | 21.96% |
| Avg. Down Month | -9.91% | -28.33% |
| Win Days % | 49.15% | 50.85% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 53.19% | 50.94% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |