| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 41.94% | 4.77% |
| Max Drawdown | -16.22% | -66.05% |
| Sharpe | 0.27 | 0.1 |
| Sortino | 0.41 | 0.15 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.1 | 1.02 |
| Common Sense Ratio | 1.24 | 1.0 |
| CPC Index | 0.58 | 0.55 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 36.5 | 2.95 |
| Outlier Loss Ratio | 3.66 | 2.84 |
| Volatility (ann.) | 6.21% | 18.7% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.62 | 0.07 |
| Skew | 1.61 | 0.42 |
| Kurtosis | 59.98 | 12.4 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.96% | 0.39% |
| Expected Yearly % | 19.14% | 2.36% |
| Kelly Criterion | 2.21% | 4.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -1.6% |
| Expected Shortfall (cVaR) | -0.53% | -1.6% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.32 | 22.84 | 1.71 | + |
| 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 | 41.94% | 4.77% |
| 3Y (ann.) | 42.49% | 4.83% |
| 5Y (ann.) | 42.49% | 4.83% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -16.22% | -66.05% |
| Longest DD Days | 73.0 | 128.0 |
| Avg. Drawdown | -2.94% | -6.38% |
| Avg. Drawdown Days | 10.0 | 9.0 |
| Recovery Factor | 2.59 | 0.07 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 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 |
| 2024-08-07 | 2024-08-24 | -5.98 | 17 |
| 2024-06-05 | 2024-06-25 | -5.44 | 19 |
| 2024-07-22 | 2024-07-29 | -4.63 | 6 |
| 2024-06-27 | 2024-07-15 | -4.60 | 17 |
| 2025-03-25 | 2025-04-02 | -3.61 | 8 |
| 2024-07-29 | 2024-08-07 | -2.39 | 8 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 6.1% | 11.82% |
| Worst Day | -5.35% | -8.96% |
| Best Week | 10.98% | 21.25% |
| Worst Week | -6.07% | -17.1% |
| Best Month | 10.95% | 41.15% |
| Worst Month | -8.32% | -36.08% |
| Best Year | 22.84% | 13.32% |
| Worst Year | 15.55% | -7.55% |
| Avg. Up Day | 0.58% | 0.61% |
| Avg. Down Day | -0.55% | -0.57% |
| Avg. Up Week | 4.28% | 8.94% |
| Avg. Down Week | -2.5% | -9.3% |
| Avg. Up Month | 7.96% | 21.96% |
| Avg. Down Month | -2.3% | -28.33% |
| Win Days % | 49.48% | 50.85% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 55.32% | 50.94% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |