| Metric | 11522951:solusd:triple_gx:lsma145_20_25 | 11522951:SOLUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 0.08% | -17.42% |
| Max Drawdown | -45.24% | -59.71% |
| Sharpe | 0.2 | 0.27 |
| Sortino | 0.3 | 0.39 |
| Payoff Ratio | 1.36 | 1.21 |
| Profit Factor | 1.05 | 1.04 |
| Common Sense Ratio | 1.31 | 1.04 |
| CPC Index | 0.54 | 0.64 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 15.71 | 2.75 |
| Outlier Loss Ratio | 3.96 | 2.36 |
| Volatility (ann.) | 39.29% | 84.74% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.0 | -0.21 |
| Skew | 0.71 | 0.31 |
| Kurtosis | 7.45 | 3.05 |
| Expected Daily % | 0.0% | -0.04% |
| Expected Monthly % | 0.0% | -1.06% |
| Expected Yearly % | 0.04% | -9.12% |
| Kelly Criterion | -7.81% | 10.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.36% | -7.23% |
| Expected Shortfall (cVaR) | -3.36% | -7.23% |
| Year | 11522951:SOLUSD | 11522951:solusd:triple_gx:lsma145_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 23.89 | 1.74 | + |
| 2025 | -27.40 | -19.22 | 0.70 | + |
| Metric | 11522951:solusd:triple_gx:lsma145_20_25 | 11522951:SOLUSD |
|---|---|---|
| MTD | -1.95% | -26.75% |
| 3M | 7.52% | -26.25% |
| 6M | 16.26% | -18.15% |
| YTD | -19.22% | -27.4% |
| 1Y | -21.35% | -37.27% |
| 3Y (ann.) | 0.05% | -12.28% |
| 5Y (ann.) | 0.05% | -12.28% |
| Metric | 11522951:solusd:triple_gx:lsma145_20_25 | 11522951:SOLUSD |
|---|---|---|
| Max Drawdown | -45.24% | -59.71% |
| Longest DD Days | 358.0 | 301.0 |
| Avg. Drawdown | -14.35% | -20.57% |
| Avg. Drawdown Days | 84.0 | 64.0 |
| Recovery Factor | 0.0 | -0.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-16 | -45.24 | 358 |
| 2024-07-22 | 2024-11-11 | -20.95 | 112 |
| 2024-06-26 | 2024-07-14 | -6.72 | 18 |
| 2024-11-12 | 2024-11-21 | -6.00 | 9 |
| 2024-06-22 | 2024-06-25 | -3.96 | 3 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| Metric | 11522951:solusd:triple_gx:lsma145_20_25 | 11522951:SOLUSD |
|---|---|---|
| Best Day | 11.87% | 24.47% |
| Worst Day | -8.79% | -20.52% |
| Best Week | 19.01% | 21.25% |
| Worst Week | -17.25% | -18.95% |
| Best Month | 20.52% | 41.15% |
| Worst Month | -17.25% | -36.08% |
| Best Year | 23.89% | 13.75% |
| Worst Year | -19.22% | -27.4% |
| Avg. Up Day | 3.39% | 3.43% |
| Avg. Down Day | -2.5% | -2.84% |
| Avg. Up Week | 7.12% | 10.09% |
| Avg. Down Week | -6.1% | -7.53% |
| Avg. Up Month | 12.39% | 20.24% |
| Avg. Down Month | -5.23% | -19.05% |
| Win Days % | 37.97% | 51.03% |
| Win Month % | 27.78% | 55.56% |
| Win Week % | 48.84% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |