| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 302.72% | 687.77% |
| Max Drawdown | -22.99% | -66.05% |
| Sharpe | 0.48 | 0.36 |
| Sortino | 0.76 | 0.53 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.36 | 1.11 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.16 | 1.05 |
| Outlier Win Ratio | 28.51 | 3.18 |
| Outlier Loss Ratio | 3.58 | 2.92 |
| Volatility (ann.) | 8.15% | 20.15% |
| R^2 | 0.17 | 0.17 |
| Calmar | 5.86 | 3.85 |
| Skew | 1.87 | 0.31 |
| Kurtosis | 42.91 | 8.58 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 7.21% | 10.87% |
| Expected Yearly % | 59.1% | 98.98% |
| Kelly Criterion | 5.65% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -1.71% |
| Expected Shortfall (cVaR) | -0.69% | -1.71% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 359.57 | 96.21 | 0.27 | - |
| 2024 | 85.41 | 87.22 | 1.02 | + |
| 2025 | -7.55 | 9.63 | -1.28 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 17.24% | 18.31% |
| 3M | 12.99% | 21.09% |
| 6M | -0.11% | -25.45% |
| YTD | 9.63% | -7.55% |
| 1Y | 30.1% | 2.69% |
| 3Y (ann.) | 134.7% | 253.97% |
| 5Y (ann.) | 134.7% | 253.97% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -22.99% | -66.05% |
| Longest DD Days | 116.0 | 237.0 |
| Avg. Drawdown | -2.98% | -4.76% |
| Avg. Drawdown Days | 7.0 | 5.0 |
| Recovery Factor | 13.17 | 10.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-05-28 | -22.99 | 116 |
| 2024-03-26 | 2024-05-15 | -19.49 | 50 |
| 2024-08-24 | 2024-11-06 | -13.56 | 73 |
| 2024-11-18 | 2025-01-16 | -12.86 | 59 |
| 2024-01-02 | 2024-01-10 | -9.78 | 8 |
| 2024-03-15 | 2024-03-15 | -9.09 | 0 |
| 2024-06-27 | 2024-08-20 | -8.48 | 53 |
| 2024-05-16 | 2024-06-25 | -7.42 | 39 |
| 2023-12-16 | 2023-12-21 | -7.13 | 5 |
| 2024-01-17 | 2024-01-26 | -6.93 | 9 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 7.45% | 11.82% |
| Worst Day | -5.35% | -9.91% |
| Best Week | 28.5% | 43.67% |
| Worst Week | -9.53% | -17.1% |
| Best Month | 42.96% | 73.42% |
| Worst Month | -12.13% | -37.4% |
| Best Year | 96.21% | 359.57% |
| Worst Year | 9.63% | -7.55% |
| Avg. Up Day | 0.69% | 0.71% |
| Avg. Down Day | -0.61% | -0.64% |
| Avg. Up Week | 6.29% | 14.0% |
| Avg. Down Week | -3.47% | -8.22% |
| Avg. Up Month | 15.31% | 39.15% |
| Avg. Down Month | -8.41% | -31.35% |
| Win Days % | 49.82% | 50.9% |
| Win Month % | 75.0% | 65.0% |
| Win Week % | 60.53% | 53.41% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 66.67% |