| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 70.81% | 97.39% |
| Max Drawdown | -29.54% | -88.59% |
| Sharpe | 0.82 | 0.85 |
| Sortino | 1.43 | 1.28 |
| Payoff Ratio | 1.38 | 1.32 |
| Profit Factor | 1.29 | 1.14 |
| Common Sense Ratio | 1.31 | 1.37 |
| CPC Index | 0.83 | 0.73 |
| Tail Ratio | 1.02 | 1.2 |
| Outlier Win Ratio | 27.21 | 3.02 |
| Outlier Loss Ratio | 3.37 | 2.63 |
| Volatility (ann.) | 42.43% | 107.85% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.0 | 0.44 |
| Skew | 2.22 | -0.02 |
| Kurtosis | 17.67 | 7.35 |
| Expected Daily % | 0.07% | 0.09% |
| Expected Monthly % | 2.16% | 2.76% |
| Expected Yearly % | 19.54% | 25.44% |
| Kelly Criterion | 7.52% | 9.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.56% | -9.03% |
| Expected Shortfall (cVaR) | -3.56% | -9.03% |
| Year | 11542658:SOLUSD | 11542658:solusd:triple_gx:lsma120_75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.20 | -22.04 | 0.25 | + |
| 2023 | 921.46 | 55.90 | 0.06 | - |
| 2024 | 63.82 | 40.54 | 0.64 | - |
| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| MTD | 35.85% | 31.69% |
| 3M | 65.8% | 53.89% |
| 6M | 90.28% | 186.55% |
| YTD | 40.54% | 63.82% |
| 1Y | 91.7% | 684.34% |
| 3Y (ann.) | 29.5% | 38.86% |
| 5Y (ann.) | 29.5% | 38.86% |
| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| Max Drawdown | -29.54% | -88.59% |
| Longest DD Days | 543.0 | 594.0 |
| Avg. Drawdown | -13.18% | -25.71% |
| Avg. Drawdown Days | 137.0 | 105.0 |
| Recovery Factor | 2.4 | 1.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-12-21 | -29.54 | 543 |
| 2023-12-26 | 2024-05-04 | -28.76 | 130 |
| 2024-05-07 | 2024-05-15 | -7.06 | 8 |
| 2024-05-05 | 2024-05-06 | -0.37 | 1 |
| 2022-06-23 | 2022-06-24 | -0.18 | 1 |
| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| Best Day | 18.6% | 32.67% |
| Worst Day | -10.02% | -42.6% |
| Best Week | 35.11% | 43.67% |
| Worst Week | -21.63% | -51.66% |
| Best Month | 35.85% | 141.93% |
| Worst Month | -15.08% | -56.44% |
| Best Year | 55.9% | 921.46% |
| Worst Year | -22.04% | -88.2% |
| Avg. Up Day | 4.18% | 4.19% |
| Avg. Down Day | -3.03% | -3.18% |
| Avg. Up Week | 13.54% | 17.21% |
| Avg. Down Week | -7.49% | -7.55% |
| Avg. Up Month | 22.22% | 52.82% |
| Avg. Down Month | -8.66% | -14.87% |
| Win Days % | 46.34% | 48.61% |
| Win Month % | 38.89% | 48.0% |
| Win Week % | 47.22% | 45.95% |
| Win Quarter % | 55.56% | 44.44% |
| Win Year % | 66.67% | 66.67% |