| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 455.36% | 696.23% |
| Max Drawdown | -20.88% | -59.51% |
| Sharpe | 2.58 | 1.84 |
| Sortino | 6.16 | 3.0 |
| Payoff Ratio | 1.61 | 1.68 |
| Profit Factor | 1.98 | 1.3 |
| Common Sense Ratio | 3.13 | 1.6 |
| CPC Index | 1.67 | 1.11 |
| Tail Ratio | 1.58 | 1.23 |
| Outlier Win Ratio | 13.8 | 2.78 |
| Outlier Loss Ratio | 4.3 | 2.17 |
| Volatility (ann.) | 44.34% | 91.17% |
| R^2 | 0.22 | 0.22 |
| Calmar | 8.92 | 4.32 |
| Skew | 4.13 | 0.45 |
| Kurtosis | 35.6 | 2.11 |
| Expected Daily % | 0.29% | 0.35% |
| Expected Monthly % | 8.95% | 10.93% |
| Expected Yearly % | 77.09% | 99.69% |
| Kelly Criterion | 22.62% | 21.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.5% | -7.39% |
| Expected Shortfall (cVaR) | -3.5% | -7.39% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 361.11 | 115.89 | 0.32 | - |
| 2024 | 84.75 | 97.59 | 1.15 | + |
| 2025 | -6.54 | 30.19 | -4.62 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 12.32% | 20.83% |
| 3M | 30.75% | 6.41% |
| 6M | 23.06% | -29.44% |
| YTD | 30.19% | -6.54% |
| 1Y | 57.1% | 7.03% |
| 3Y (ann.) | 186.26% | 257.06% |
| 5Y (ann.) | 186.26% | 257.06% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -20.88% | -59.51% |
| Longest DD Days | 64.0 | 223.0 |
| Avg. Drawdown | -4.38% | -10.24% |
| Avg. Drawdown Days | 14.0 | 26.0 |
| Recovery Factor | 21.81 | 11.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-27 | 2024-05-04 | -20.88 | 38 |
| 2025-03-27 | 2025-05-23 | -17.34 | 57 |
| 2025-02-01 | 2025-03-03 | -16.44 | 30 |
| 2024-09-04 | 2024-11-07 | -11.47 | 64 |
| 2024-11-20 | 2025-01-05 | -8.43 | 46 |
| 2024-06-29 | 2024-07-16 | -5.01 | 17 |
| 2024-05-30 | 2024-06-26 | -4.91 | 27 |
| 2024-07-23 | 2024-08-09 | -4.87 | 17 |
| 2025-01-14 | 2025-01-17 | -4.33 | 3 |
| 2024-01-19 | 2024-01-27 | -4.29 | 8 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 25.4% | 25.4% |
| Worst Day | -7.34% | -18.77% |
| Best Week | 37.0% | 32.18% |
| Worst Week | -13.76% | -22.1% |
| Best Month | 67.72% | 73.37% |
| Worst Month | -13.99% | -43.12% |
| Best Year | 115.89% | 361.11% |
| Worst Year | 30.19% | -6.54% |
| Avg. Up Day | 3.18% | 4.24% |
| Avg. Down Day | -1.97% | -2.53% |
| Avg. Up Week | 6.15% | 11.69% |
| Avg. Down Week | -3.85% | -9.38% |
| Avg. Up Month | 17.09% | 38.5% |
| Avg. Down Month | -9.65% | -32.15% |
| Win Days % | 52.21% | 51.01% |
| Win Month % | 80.0% | 65.0% |
| Win Week % | 64.56% | 59.09% |
| Win Quarter % | 100.0% | 71.43% |
| Win Year % | 100.0% | 66.67% |