| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 58.43% | 4.77% |
| Max Drawdown | -20.52% | -66.05% |
| Sharpe | 0.27 | 0.1 |
| Sortino | 0.43 | 0.15 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.09 | 1.02 |
| Common Sense Ratio | 1.19 | 1.0 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 22.34 | 3.15 |
| Outlier Loss Ratio | 3.71 | 3.02 |
| Volatility (ann.) | 8.51% | 18.7% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.89 | 0.07 |
| Skew | 4.23 | 0.42 |
| Kurtosis | 106.49 | 12.4 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 3.91% | 0.39% |
| Expected Yearly % | 25.87% | 2.36% |
| Kelly Criterion | 2.33% | 5.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -1.6% |
| Expected Shortfall (cVaR) | -0.73% | -1.6% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.32 | 18.30 | 1.37 | + |
| 2025 | -7.55 | 33.93 | -4.50 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 12.32% | 18.31% |
| 3M | 30.75% | 21.09% |
| 6M | 23.06% | -25.45% |
| YTD | 33.93% | -7.55% |
| 1Y | 58.43% | 4.77% |
| 3Y (ann.) | 59.24% | 4.83% |
| 5Y (ann.) | 59.24% | 4.83% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -20.52% | -66.05% |
| Longest DD Days | 63.0 | 128.0 |
| Avg. Drawdown | -3.22% | -6.38% |
| Avg. Drawdown Days | 7.0 | 9.0 |
| Recovery Factor | 2.85 | 0.07 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-03-02 | -20.52 | 30 |
| 2025-03-25 | 2025-05-23 | -18.75 | 58 |
| 2024-09-03 | 2024-11-06 | -13.60 | 63 |
| 2024-11-18 | 2025-01-16 | -13.14 | 59 |
| 2024-06-27 | 2024-07-15 | -7.76 | 17 |
| 2024-07-29 | 2024-08-08 | -7.41 | 9 |
| 2024-06-19 | 2024-06-25 | -5.60 | 5 |
| 2025-05-23 | 2025-05-28 | -5.47 | 5 |
| 2024-06-17 | 2024-06-19 | -5.36 | 2 |
| 2024-06-05 | 2024-06-16 | -5.28 | 11 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 11.82% | 11.82% |
| Worst Day | -5.35% | -8.96% |
| Best Week | 16.61% | 21.25% |
| Worst Week | -10.46% | -17.1% |
| Best Month | 26.8% | 41.15% |
| Worst Month | -11.69% | -36.08% |
| Best Year | 33.93% | 13.32% |
| Worst Year | 18.3% | -7.55% |
| Avg. Up Day | 0.61% | 0.62% |
| Avg. Down Day | -0.56% | -0.58% |
| Avg. Up Week | 4.92% | 9.59% |
| Avg. Down Week | -3.09% | -9.35% |
| Avg. Up Month | 9.59% | 21.96% |
| Avg. Down Month | -9.3% | -28.33% |
| Win Days % | 49.24% | 50.85% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 51.02% | 50.94% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |