| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 28.53% | 4.77% |
| Max Drawdown | -39.03% | -66.05% |
| Sharpe | 0.15 | 0.1 |
| Sortino | 0.23 | 0.15 |
| Payoff Ratio | 1.03 | 1.03 |
| Profit Factor | 1.04 | 1.02 |
| Common Sense Ratio | 1.07 | 1.0 |
| CPC Index | 0.53 | 0.53 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 16.43 | 3.39 |
| Outlier Loss Ratio | 3.67 | 3.27 |
| Volatility (ann.) | 10.85% | 18.7% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.74 | 0.07 |
| Skew | 1.44 | 0.42 |
| Kurtosis | 63.59 | 12.4 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.11% | 0.39% |
| Expected Yearly % | 13.37% | 2.36% |
| Kelly Criterion | 0.68% | 2.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -1.6% |
| Expected Shortfall (cVaR) | -0.93% | -1.6% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.32 | 5.90 | 0.44 | - |
| 2025 | -7.55 | 21.37 | -2.83 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 15.24% | 18.31% |
| 3M | 13.8% | 21.09% |
| 6M | 10.59% | -25.45% |
| YTD | 21.37% | -7.55% |
| 1Y | 28.53% | 4.77% |
| 3Y (ann.) | 28.89% | 4.83% |
| 5Y (ann.) | 28.89% | 4.83% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -39.03% | -66.05% |
| Longest DD Days | 128.0 | 128.0 |
| Avg. Drawdown | -3.95% | -6.38% |
| Avg. Drawdown Days | 10.0 | 9.0 |
| Recovery Factor | 0.73 | 0.07 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-28 | -39.03 | 128 |
| 2024-08-09 | 2024-11-07 | -15.14 | 90 |
| 2024-11-18 | 2025-01-17 | -13.87 | 60 |
| 2024-07-17 | 2024-08-08 | -10.82 | 22 |
| 2024-06-05 | 2024-06-27 | -10.26 | 21 |
| 2024-06-27 | 2024-07-15 | -6.97 | 18 |
| 2025-01-18 | 2025-01-18 | -5.91 | 0 |
| 2024-11-08 | 2024-11-10 | -3.86 | 1 |
| 2024-07-16 | 2024-07-16 | -3.41 | 0 |
| 2024-08-08 | 2024-08-08 | -2.96 | 0 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 11.82% | 11.82% |
| Worst Day | -8.96% | -8.96% |
| Best Week | 19.71% | 21.25% |
| Worst Week | -10.46% | -17.1% |
| Best Month | 27.53% | 41.15% |
| Worst Month | -16.37% | -36.08% |
| Best Year | 21.37% | 13.32% |
| Worst Year | 5.9% | -7.55% |
| Avg. Up Day | 0.63% | 0.64% |
| Avg. Down Day | -0.61% | -0.62% |
| Avg. Up Week | 5.05% | 9.28% |
| Avg. Down Week | -4.17% | -9.81% |
| Avg. Up Month | 16.07% | 23.12% |
| Avg. Down Month | -6.3% | -21.18% |
| Win Days % | 49.71% | 50.85% |
| Win Month % | 41.67% | 58.33% |
| Win Week % | 53.85% | 50.94% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |