| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 251.17% | 687.77% |
| Max Drawdown | -20.3% | -66.05% |
| Sharpe | 0.47 | 0.36 |
| Sortino | 0.74 | 0.53 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.42 | 1.11 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.2 | 1.05 |
| Outlier Win Ratio | 32.87 | 3.1 |
| Outlier Loss Ratio | 3.58 | 2.87 |
| Volatility (ann.) | 7.44% | 20.15% |
| R^2 | 0.14 | 0.14 |
| Calmar | 5.71 | 3.85 |
| Skew | 1.75 | 0.31 |
| Kurtosis | 44.43 | 8.58 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 6.48% | 10.87% |
| Expected Yearly % | 52.0% | 98.98% |
| Kelly Criterion | 5.69% | 7.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -1.71% |
| Expected Shortfall (cVaR) | -0.63% | -1.71% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 359.57 | 82.39 | 0.23 | - |
| 2024 | 85.41 | 62.28 | 0.73 | - |
| 2025 | -7.55 | 18.64 | -2.47 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 14.4% | 18.31% |
| 3M | 13.68% | 21.09% |
| 6M | 9.9% | -25.45% |
| YTD | 18.64% | -7.55% |
| 1Y | 33.27% | 2.69% |
| 3Y (ann.) | 115.82% | 253.97% |
| 5Y (ann.) | 115.82% | 253.97% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -20.3% | -66.05% |
| Longest DD Days | 127.0 | 237.0 |
| Avg. Drawdown | -3.03% | -4.76% |
| Avg. Drawdown Days | 8.0 | 5.0 |
| Recovery Factor | 12.38 | 10.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2024-05-15 | -20.30 | 50 |
| 2025-04-02 | 2025-05-28 | -18.36 | 55 |
| 2024-11-18 | 2025-03-25 | -15.22 | 127 |
| 2024-08-24 | 2024-11-06 | -12.40 | 73 |
| 2024-01-02 | 2024-01-17 | -10.36 | 15 |
| 2024-03-15 | 2024-03-15 | -9.09 | 0 |
| 2024-05-16 | 2024-06-25 | -8.10 | 39 |
| 2024-06-27 | 2024-07-15 | -7.29 | 17 |
| 2024-08-07 | 2024-08-24 | -6.98 | 17 |
| 2023-12-22 | 2024-01-02 | -6.72 | 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 | 28.36% | 43.67% |
| Worst Week | -7.98% | -17.1% |
| Best Month | 39.07% | 73.42% |
| Worst Month | -9.1% | -37.4% |
| Best Year | 82.39% | 359.57% |
| Worst Year | 18.64% | -7.55% |
| Avg. Up Day | 0.69% | 0.72% |
| Avg. Down Day | -0.6% | -0.64% |
| Avg. Up Week | 6.61% | 14.54% |
| Avg. Down Week | -2.82% | -8.71% |
| Avg. Up Month | 12.88% | 39.15% |
| Avg. Down Month | -4.41% | -31.35% |
| Win Days % | 49.58% | 50.9% |
| Win Month % | 75.0% | 65.0% |
| Win Week % | 54.05% | 53.41% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 66.67% |