| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 571.15% | 687.77% |
| Max Drawdown | -39.03% | -66.05% |
| Sharpe | 0.47 | 0.36 |
| Sortino | 0.72 | 0.53 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.2 | 1.11 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.06 | 1.05 |
| Outlier Win Ratio | 16.14 | 3.54 |
| Outlier Loss Ratio | 3.62 | 3.3 |
| Volatility (ann.) | 11.94% | 20.15% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.66 | 3.85 |
| Skew | 1.36 | 0.31 |
| Kurtosis | 38.06 | 8.58 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 9.99% | 10.87% |
| Expected Yearly % | 88.63% | 98.98% |
| Kelly Criterion | 4.7% | 5.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -1.71% |
| Expected Shortfall (cVaR) | -1.01% | -1.71% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 359.57 | 119.65 | 0.33 | - |
| 2024 | 85.41 | 151.75 | 1.78 | + |
| 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 | 27.45% | 2.69% |
| 3Y (ann.) | 220.89% | 253.97% |
| 5Y (ann.) | 220.89% | 253.97% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -39.03% | -66.05% |
| Longest DD Days | 128.0 | 237.0 |
| Avg. Drawdown | -3.55% | -4.76% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 14.63 | 10.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-28 | -39.03 | 128 |
| 2024-03-26 | 2024-04-22 | -21.88 | 27 |
| 2023-11-11 | 2023-12-22 | -16.95 | 40 |
| 2024-01-11 | 2024-02-09 | -15.51 | 29 |
| 2024-08-09 | 2024-11-07 | -15.14 | 90 |
| 2024-11-18 | 2025-01-17 | -13.87 | 60 |
| 2023-11-02 | 2023-11-10 | -13.57 | 7 |
| 2024-05-29 | 2024-06-27 | -13.15 | 29 |
| 2024-07-17 | 2024-08-08 | -10.82 | 22 |
| 2024-03-15 | 2024-03-15 | -9.09 | 0 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 11.82% | 11.82% |
| Worst Day | -8.96% | -9.91% |
| Best Week | 28.5% | 43.67% |
| Worst Week | -10.46% | -17.1% |
| Best Month | 35.07% | 73.42% |
| Worst Month | -16.37% | -37.4% |
| Best Year | 151.75% | 359.57% |
| Worst Year | 21.37% | -7.55% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 7.62% | 13.4% |
| Avg. Down Week | -4.12% | -8.77% |
| Avg. Up Month | 24.32% | 41.33% |
| Avg. Down Month | -6.3% | -21.03% |
| Win Days % | 50.21% | 50.9% |
| Win Month % | 65.0% | 65.0% |
| Win Week % | 59.52% | 53.41% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 66.67% |