| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 268.86% | 687.77% |
| Max Drawdown | -17.48% | -66.05% |
| Sharpe | 0.52 | 0.36 |
| Sortino | 0.84 | 0.53 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.55 | 1.11 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.26 | 1.05 |
| Outlier Win Ratio | 38.1 | 3.02 |
| Outlier Loss Ratio | 3.59 | 2.8 |
| Volatility (ann.) | 6.8% | 20.15% |
| R^2 | 0.12 | 0.12 |
| Calmar | 7.0 | 3.85 |
| Skew | 2.05 | 0.31 |
| Kurtosis | 54.09 | 8.58 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 6.74% | 10.87% |
| Expected Yearly % | 54.51% | 98.98% |
| Kelly Criterion | 6.8% | 7.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -1.71% |
| Expected Shortfall (cVaR) | -0.58% | -1.71% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 359.57 | 68.70 | 0.19 | - |
| 2024 | 85.41 | 89.22 | 1.04 | + |
| 2025 | -7.55 | 15.55 | -2.06 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 10.95% | 18.31% |
| 3M | 10.37% | 21.09% |
| 6M | 10.74% | -25.45% |
| YTD | 15.55% | -7.55% |
| 1Y | 41.82% | 2.69% |
| 3Y (ann.) | 122.41% | 253.97% |
| 5Y (ann.) | 122.41% | 253.97% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -17.48% | -66.05% |
| Longest DD Days | 73.0 | 237.0 |
| Avg. Drawdown | -2.54% | -4.76% |
| Avg. Drawdown Days | 6.0 | 5.0 |
| Recovery Factor | 15.38 | 10.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2024-05-15 | -17.48 | 50 |
| 2025-04-02 | 2025-05-28 | -16.22 | 55 |
| 2025-01-13 | 2025-03-25 | -12.76 | 71 |
| 2024-08-24 | 2024-11-06 | -12.62 | 73 |
| 2024-11-18 | 2025-01-03 | -10.74 | 46 |
| 2024-03-15 | 2024-03-24 | -9.09 | 9 |
| 2024-01-02 | 2024-01-10 | -8.16 | 8 |
| 2024-05-29 | 2024-06-25 | -7.79 | 27 |
| 2024-08-07 | 2024-08-24 | -5.98 | 17 |
| 2023-10-20 | 2023-10-31 | -5.86 | 11 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 6.1% | 11.82% |
| Worst Day | -5.35% | -9.91% |
| Best Week | 19.07% | 43.67% |
| Worst Week | -7.75% | -17.1% |
| Best Month | 24.71% | 73.42% |
| Worst Month | -8.32% | -37.4% |
| Best Year | 89.22% | 359.57% |
| Worst Year | 15.55% | -7.55% |
| Avg. Up Day | 0.69% | 0.72% |
| Avg. Down Day | -0.59% | -0.63% |
| Avg. Up Week | 5.53% | 13.54% |
| Avg. Down Week | -2.68% | -8.26% |
| Avg. Up Month | 12.03% | 39.15% |
| Avg. Down Month | -3.18% | -31.35% |
| Win Days % | 49.95% | 50.9% |
| Win Month % | 75.0% | 65.0% |
| Win Week % | 62.16% | 53.41% |
| Win Quarter % | 100.0% | 71.43% |
| Win Year % | 100.0% | 66.67% |