| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 32.95% | 4.77% |
| Max Drawdown | -18.36% | -66.05% |
| Sharpe | 0.21 | 0.1 |
| Sortino | 0.32 | 0.15 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.07 | 1.02 |
| Common Sense Ratio | 1.16 | 1.0 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 31.26 | 3.01 |
| Outlier Loss Ratio | 3.68 | 2.91 |
| Volatility (ann.) | 6.76% | 18.7% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.82 | 0.07 |
| Skew | 1.54 | 0.42 |
| Kurtosis | 48.08 | 12.4 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.4% | 0.39% |
| Expected Yearly % | 15.31% | 2.36% |
| Kelly Criterion | 1.37% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -1.6% |
| Expected Shortfall (cVaR) | -0.58% | -1.6% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.32 | 12.06 | 0.91 | - |
| 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 | 32.95% | 4.77% |
| 3Y (ann.) | 33.37% | 4.83% |
| 5Y (ann.) | 33.37% | 4.83% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -18.36% | -66.05% |
| Longest DD Days | 127.0 | 128.0 |
| Avg. Drawdown | -3.41% | -6.38% |
| Avg. Drawdown Days | 12.0 | 9.0 |
| Recovery Factor | 1.79 | 0.07 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 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 |
| 2024-06-27 | 2024-07-15 | -7.29 | 17 |
| 2024-08-07 | 2024-08-24 | -6.98 | 17 |
| 2024-07-16 | 2024-08-07 | -6.23 | 22 |
| 2024-06-05 | 2024-06-19 | -5.22 | 13 |
| 2024-06-20 | 2024-06-24 | -3.50 | 4 |
| 2025-03-25 | 2025-04-02 | -3.10 | 7 |
| 2024-06-25 | 2024-06-27 | -2.18 | 1 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 6.1% | 11.82% |
| Worst Day | -5.35% | -8.96% |
| Best Week | 12.11% | 21.25% |
| Worst Week | -5.52% | -17.1% |
| Best Month | 14.4% | 41.15% |
| Worst Month | -9.1% | -36.08% |
| Best Year | 18.64% | 13.32% |
| Worst Year | 12.06% | -7.55% |
| Avg. Up Day | 0.59% | 0.62% |
| Avg. Down Day | -0.55% | -0.57% |
| Avg. Up Week | 5.33% | 9.17% |
| Avg. Down Week | -2.4% | -8.88% |
| Avg. Up Month | 7.89% | 21.96% |
| Avg. Down Month | -4.66% | -28.33% |
| Win Days % | 48.84% | 50.85% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 42.55% | 50.94% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |