| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 28.53% | 6.42% |
| Max Drawdown | -30.26% | -59.51% |
| Sharpe | 0.74 | 0.5 |
| Sortino | 1.23 | 0.74 |
| Payoff Ratio | 1.23 | 1.25 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.5 | 1.15 |
| CPC Index | 0.7 | 0.66 |
| Tail Ratio | 1.26 | 1.07 |
| Outlier Win Ratio | 10.82 | 2.74 |
| Outlier Loss Ratio | 3.72 | 2.37 |
| Volatility (ann.) | 51.38% | 85.27% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.95 | 0.11 |
| Skew | 1.33 | 0.14 |
| Kurtosis | 20.41 | 2.12 |
| Expected Daily % | 0.07% | 0.02% |
| Expected Monthly % | 2.11% | 0.52% |
| Expected Yearly % | 13.37% | 3.16% |
| Kelly Criterion | 4.81% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.32% | -7.22% |
| Expected Shortfall (cVaR) | -4.32% | -7.22% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.86 | 8.94 | 0.64 | - |
| 2025 | -6.54 | 17.98 | -2.75 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 15.24% | 20.83% |
| 3M | 13.8% | 6.41% |
| 6M | 10.59% | -29.44% |
| YTD | 17.98% | -6.54% |
| 1Y | 28.53% | 6.42% |
| 3Y (ann.) | 28.89% | 6.5% |
| 5Y (ann.) | 28.89% | 6.5% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -30.26% | -59.51% |
| Longest DD Days | 128.0 | 184.0 |
| Avg. Drawdown | -12.41% | -19.14% |
| Avg. Drawdown Days | 56.0 | 49.0 |
| Recovery Factor | 0.94 | 0.11 |
| Ulcer Index | 2.97 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-05-28 | -30.26 | 128 |
| 2024-08-10 | 2024-11-08 | -13.20 | 90 |
| 2024-11-20 | 2025-01-17 | -9.19 | 58 |
| 2024-07-18 | 2024-08-09 | -8.97 | 22 |
| 2024-06-07 | 2024-06-28 | -8.34 | 21 |
| 2024-06-29 | 2024-07-16 | -4.52 | 17 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 20.44% | 20.44% |
| Worst Day | -18.77% | -18.77% |
| Best Week | 19.12% | 21.34% |
| Worst Week | -13.76% | -22.1% |
| Best Month | 27.29% | 37.33% |
| Worst Month | -18.55% | -43.12% |
| Best Year | 17.98% | 13.86% |
| Worst Year | 8.94% | -6.54% |
| Avg. Up Day | 3.05% | 3.73% |
| Avg. Down Day | -2.49% | -2.98% |
| Avg. Up Week | 5.9% | 9.3% |
| Avg. Down Week | -4.05% | -10.29% |
| Avg. Up Month | 16.33% | 23.62% |
| Avg. Down Month | -6.45% | -22.21% |
| Win Days % | 47.57% | 49.31% |
| Win Month % | 41.67% | 58.33% |
| Win Week % | 48.0% | 54.72% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |