| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 25.98% | 6.42% |
| Max Drawdown | -19.19% | -59.51% |
| Sharpe | 1.01 | 0.5 |
| Sortino | 1.55 | 0.74 |
| Payoff Ratio | 1.07 | 1.27 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | 1.95 | 1.15 |
| CPC Index | 0.73 | 0.67 |
| Tail Ratio | 1.47 | 1.07 |
| Outlier Win Ratio | 22.13 | 2.25 |
| Outlier Loss Ratio | 4.68 | 2.21 |
| Volatility (ann.) | 26.57% | 85.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.37 | 0.11 |
| Skew | 0.08 | 0.14 |
| Kurtosis | 11.97 | 2.12 |
| Expected Daily % | 0.06% | 0.02% |
| Expected Monthly % | 1.94% | 0.52% |
| Expected Yearly % | 12.24% | 3.16% |
| Kelly Criterion | 5.98% | 9.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.21% | -7.22% |
| Expected Shortfall (cVaR) | -2.21% | -7.22% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.86 | 22.91 | 1.65 | + |
| 2025 | -6.54 | 2.49 | -0.38 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 10.95% | 20.83% |
| 3M | 3.38% | 6.41% |
| 6M | -1.44% | -29.44% |
| YTD | 2.49% | -6.54% |
| 1Y | 25.98% | 6.42% |
| 3Y (ann.) | 26.3% | 6.5% |
| 5Y (ann.) | 26.3% | 6.5% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -19.19% | -59.51% |
| Longest DD Days | 134.0 | 184.0 |
| Avg. Drawdown | -4.82% | -19.14% |
| Avg. Drawdown Days | 31.0 | 49.0 |
| Recovery Factor | 1.35 | 0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-14 | 2025-05-28 | -19.19 | 134 |
| 2024-09-04 | 2024-11-19 | -11.68 | 76 |
| 2024-06-06 | 2024-06-26 | -5.88 | 20 |
| 2024-11-30 | 2025-01-04 | -4.88 | 35 |
| 2024-07-30 | 2024-08-08 | -1.77 | 9 |
| 2024-08-17 | 2024-08-25 | -1.71 | 8 |
| 2024-07-23 | 2024-07-29 | -1.04 | 6 |
| 2024-08-28 | 2024-09-03 | -0.79 | 6 |
| 2024-07-13 | 2024-07-16 | -0.63 | 3 |
| 2024-06-29 | 2024-07-10 | -0.61 | 11 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 6.66% | 20.44% |
| Worst Day | -8.22% | -18.77% |
| Best Week | 12.79% | 21.34% |
| Worst Week | -8.04% | -22.1% |
| Best Month | 16.83% | 37.33% |
| Worst Month | -7.0% | -43.12% |
| Best Year | 22.91% | 13.86% |
| Worst Year | 2.49% | -6.54% |
| Avg. Up Day | 2.12% | 3.59% |
| Avg. Down Day | -1.97% | -2.82% |
| Avg. Up Week | 3.76% | 9.29% |
| Avg. Down Week | -2.96% | -9.45% |
| Avg. Up Month | 9.39% | 28.18% |
| Avg. Down Month | -4.81% | -32.15% |
| Win Days % | 51.33% | 49.31% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 55.56% | 54.72% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |