| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 58.43% | 6.42% |
| Max Drawdown | -17.34% | -59.51% |
| Sharpe | 1.35 | 0.5 |
| Sortino | 2.62 | 0.74 |
| Payoff Ratio | 1.35 | 1.37 |
| Profit Factor | 1.4 | 1.07 |
| Common Sense Ratio | 1.95 | 1.15 |
| CPC Index | 0.91 | 0.72 |
| Tail Ratio | 1.39 | 1.07 |
| Outlier Win Ratio | 13.41 | 2.54 |
| Outlier Loss Ratio | 4.3 | 2.21 |
| Volatility (ann.) | 40.0% | 85.27% |
| R^2 | 0.22 | 0.22 |
| Calmar | 3.42 | 0.11 |
| Skew | 3.33 | 0.14 |
| Kurtosis | 30.54 | 2.12 |
| Expected Daily % | 0.13% | 0.02% |
| Expected Monthly % | 3.91% | 0.52% |
| Expected Yearly % | 25.87% | 3.16% |
| Kelly Criterion | 10.11% | 12.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.3% | -7.22% |
| Expected Shortfall (cVaR) | -3.3% | -7.22% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.86 | 21.69 | 1.56 | + |
| 2025 | -6.54 | 30.19 | -4.62 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 12.32% | 20.83% |
| 3M | 30.75% | 6.41% |
| 6M | 23.06% | -29.44% |
| YTD | 30.19% | -6.54% |
| 1Y | 58.43% | 6.42% |
| 3Y (ann.) | 59.24% | 6.5% |
| 5Y (ann.) | 59.24% | 6.5% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -17.34% | -59.51% |
| Longest DD Days | 64.0 | 184.0 |
| Avg. Drawdown | -5.0% | -19.14% |
| Avg. Drawdown Days | 17.0 | 49.0 |
| Recovery Factor | 3.37 | 0.11 |
| Ulcer Index | 1.82 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-05-23 | -17.34 | 57 |
| 2025-02-01 | 2025-03-03 | -16.44 | 30 |
| 2024-09-04 | 2024-11-07 | -11.47 | 64 |
| 2024-11-20 | 2025-01-05 | -8.43 | 46 |
| 2024-06-29 | 2024-07-16 | -5.01 | 17 |
| 2024-07-23 | 2024-08-09 | -4.87 | 17 |
| 2025-01-14 | 2025-01-17 | -4.33 | 3 |
| 2024-06-07 | 2024-06-17 | -3.91 | 10 |
| 2024-06-18 | 2024-06-25 | -3.40 | 7 |
| 2024-08-21 | 2024-08-26 | -3.14 | 5 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 21.15% | 20.44% |
| Worst Day | -7.34% | -18.77% |
| Best Week | 16.61% | 21.34% |
| Worst Week | -13.76% | -22.1% |
| Best Month | 26.8% | 37.33% |
| Worst Month | -13.99% | -43.12% |
| Best Year | 30.19% | 13.86% |
| Worst Year | 21.69% | -6.54% |
| Avg. Up Day | 2.77% | 3.65% |
| Avg. Down Day | -2.06% | -2.66% |
| Avg. Up Week | 5.51% | 8.78% |
| Avg. Down Week | -3.57% | -10.7% |
| Avg. Up Month | 9.79% | 24.63% |
| Avg. Down Month | -9.65% | -32.15% |
| Win Days % | 48.41% | 49.31% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 52.08% | 54.72% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |