| Metric | 11522952:solusd:triple_gx:lsma150_20_25 | 11522952:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 542.46% | 38.97% |
| Max Drawdown | -45.82% | -92.96% |
| Sharpe | 1.27 | 0.59 |
| Sortino | 2.46 | 0.88 |
| Payoff Ratio | 1.68 | 1.5 |
| Profit Factor | 1.47 | 1.09 |
| Common Sense Ratio | 1.91 | 1.29 |
| CPC Index | 1.03 | 0.81 |
| Tail Ratio | 1.3 | 1.18 |
| Outlier Win Ratio | 18.13 | 2.99 |
| Outlier Loss Ratio | 4.13 | 2.69 |
| Volatility (ann.) | 49.43% | 98.88% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.45 | 0.1 |
| Skew | 3.51 | 0.06 |
| Kurtosis | 34.7 | 6.7 |
| Expected Daily % | 0.14% | 0.02% |
| Expected Monthly % | 4.22% | 0.73% |
| Expected Yearly % | 59.21% | 8.58% |
| Kelly Criterion | 7.11% | 16.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.08% | -8.35% |
| Expected Shortfall (cVaR) | -4.08% | -8.35% |
| Year | 11522952:SOLUSD | 11522952:solusd:triple_gx:lsma150_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.89 | -22.07 | 0.25 | + |
| 2023 | 921.46 | 498.68 | 0.54 | - |
| 2024 | 85.41 | 100.45 | 1.18 | + |
| 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.) | 103.61% | 112.33% |
| 5Y (ann.) | 66.48% | 9.44% |
| Metric | 11522952:solusd:triple_gx:lsma150_20_25 | 11522952:SOLUSD |
|---|---|---|
| Max Drawdown | -45.82% | -92.96% |
| Longest DD Days | 358.0 | 703.0 |
| Avg. Drawdown | -9.98% | -22.56% |
| Avg. Drawdown Days | 60.0 | 119.0 |
| Recovery Factor | 11.84 | 0.42 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-16 | -45.82 | 358 |
| 2022-04-09 | 2023-01-14 | -34.15 | 280 |
| 2023-01-15 | 2023-07-13 | -22.52 | 179 |
| 2024-07-22 | 2024-11-10 | -18.79 | 111 |
| 2024-03-18 | 2024-04-22 | -15.83 | 35 |
| 2023-12-26 | 2024-01-09 | -15.54 | 14 |
| 2023-11-20 | 2023-12-21 | -15.52 | 31 |
| 2024-04-23 | 2024-07-15 | -12.64 | 83 |
| 2024-01-11 | 2024-03-14 | -9.71 | 63 |
| 2024-11-12 | 2024-11-21 | -6.00 | 9 |
| Metric | 11522952:solusd:triple_gx:lsma150_20_25 | 11522952:SOLUSD |
|---|---|---|
| Best Day | 32.67% | 32.67% |
| Worst Day | -13.37% | -42.6% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -17.25% | -51.66% |
| Best Month | 52.89% | 140.02% |
| Worst Month | -21.4% | -56.44% |
| Best Year | 498.68% | 921.46% |
| Worst Year | -31.31% | -89.89% |
| Avg. Up Day | 4.67% | 4.72% |
| Avg. Down Day | -2.78% | -3.14% |
| Avg. Up Week | 10.36% | 15.75% |
| Avg. Down Week | -5.19% | -7.79% |
| Avg. Up Month | 22.43% | 40.73% |
| Avg. Down Month | -7.86% | -26.06% |
| Win Days % | 41.76% | 49.62% |
| Win Month % | 55.56% | 51.11% |
| Win Week % | 52.81% | 46.91% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 50.0% | 50.0% |