| Metric | 11522952:solusd:triple_gx:lsma150_20_25 | 11522952:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | -11.32% | -17.42% |
| Max Drawdown | -45.82% | -59.71% |
| Sharpe | -0.03 | 0.27 |
| Sortino | -0.05 | 0.39 |
| Payoff Ratio | 1.31 | 1.2 |
| Profit Factor | 0.99 | 1.04 |
| Common Sense Ratio | 1.11 | 1.04 |
| CPC Index | 0.48 | 0.64 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 17.27 | 2.72 |
| Outlier Loss Ratio | 3.86 | 2.34 |
| Volatility (ann.) | 37.57% | 84.74% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.17 | -0.21 |
| Skew | 0.74 | 0.31 |
| Kurtosis | 7.74 | 3.05 |
| Expected Daily % | -0.02% | -0.04% |
| Expected Monthly % | -0.66% | -1.06% |
| Expected Yearly % | -5.83% | -9.12% |
| Kelly Criterion | -10.96% | 10.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.24% | -7.23% |
| Expected Shortfall (cVaR) | -3.24% | -7.23% |
| Year | 11522952:SOLUSD | 11522952:solusd:triple_gx:lsma150_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 29.10 | 2.12 | + |
| 2025 | -27.40 | -31.31 | 1.14 | - |
| Metric | 11522952:solusd:triple_gx:lsma150_20_25 | 11522952:SOLUSD |
|---|---|---|
| MTD | -1.95% | -26.75% |
| 3M | 3.71% | -26.25% |
| 6M | -1.13% | -18.15% |
| YTD | -31.31% | -27.4% |
| 1Y | -29.74% | -37.27% |
| 3Y (ann.) | -7.89% | -12.28% |
| 5Y (ann.) | -7.89% | -12.28% |
| Metric | 11522952:solusd:triple_gx:lsma150_20_25 | 11522952:SOLUSD |
|---|---|---|
| Max Drawdown | -45.82% | -59.71% |
| Longest DD Days | 358.0 | 301.0 |
| Avg. Drawdown | -13.48% | -20.57% |
| Avg. Drawdown Days | 83.0 | 64.0 |
| Recovery Factor | -0.25 | -0.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-16 | -45.82 | 358 |
| 2024-07-22 | 2024-11-10 | -18.79 | 111 |
| 2024-06-26 | 2024-07-15 | -6.89 | 19 |
| 2024-11-12 | 2024-11-21 | -6.00 | 9 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-06-24 | 2024-06-25 | -0.18 | 1 |
| Metric | 11522952:solusd:triple_gx:lsma150_20_25 | 11522952:SOLUSD |
|---|---|---|
| Best Day | 11.87% | 24.47% |
| Worst Day | -8.09% | -20.52% |
| Best Week | 19.01% | 21.25% |
| Worst Week | -17.25% | -18.95% |
| Best Month | 20.62% | 41.15% |
| Worst Month | -17.25% | -36.08% |
| Best Year | 29.1% | 13.75% |
| Worst Year | -31.31% | -27.4% |
| Avg. Up Day | 3.38% | 3.43% |
| Avg. Down Day | -2.59% | -2.85% |
| Avg. Up Week | 6.16% | 10.81% |
| Avg. Down Week | -4.67% | -7.71% |
| Avg. Up Month | 10.0% | 18.76% |
| Avg. Down Month | -6.24% | -18.8% |
| Win Days % | 37.14% | 51.03% |
| Win Month % | 38.89% | 55.56% |
| Win Week % | 42.86% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |