| Metric | 11522968:solusd:triple_gx:lsma220_20_25 | 11522968:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | -10.05% | 13.1% |
| Max Drawdown | -41.52% | -59.71% |
| Sharpe | 0.03 | 0.52 |
| Sortino | 0.05 | 0.78 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.25 | 1.1 |
| CPC Index | 0.48 | 0.61 |
| Tail Ratio | 1.24 | 1.02 |
| Outlier Win Ratio | 16.81 | 2.92 |
| Outlier Loss Ratio | 3.39 | 2.48 |
| Volatility (ann.) | 42.19% | 84.31% |
| R^2 | 0.25 | 0.25 |
| Calmar | -0.17 | 0.15 |
| Skew | 0.15 | 0.34 |
| Kurtosis | 9.51 | 3.19 |
| Expected Daily % | -0.02% | 0.02% |
| Expected Monthly % | -0.59% | 0.69% |
| Expected Yearly % | -5.16% | 6.35% |
| Kelly Criterion | -9.63% | 7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.63% | -7.14% |
| Expected Shortfall (cVaR) | -3.63% | -7.14% |
| Year | 11522968:SOLUSD | 11522968:solusd:triple_gx:lsma220_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 33.22 | 2.42 | + |
| 2025 | -0.57 | -32.48 | 56.79 | - |
| Metric | 11522968:solusd:triple_gx:lsma220_20_25 | 11522968:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 3.54% | 15.43% |
| 6M | -8.38% | 26.77% |
| YTD | -32.48% | -0.57% |
| 1Y | -16.88% | 13.08% |
| 3Y (ann.) | -7.18% | 9.05% |
| 5Y (ann.) | -7.18% | 9.05% |
| Metric | 11522968:solusd:triple_gx:lsma220_20_25 | 11522968:SOLUSD |
|---|---|---|
| Max Drawdown | -41.52% | -59.71% |
| Longest DD Days | 309.0 | 287.0 |
| Avg. Drawdown | -13.77% | -20.57% |
| Avg. Drawdown Days | 69.0 | 63.0 |
| Recovery Factor | -0.24 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-28 | 2025-11-02 | -41.52 | 309 |
| 2024-07-22 | 2024-11-11 | -20.32 | 112 |
| 2024-06-28 | 2024-07-15 | -10.99 | 17 |
| 2024-11-23 | 2024-12-24 | -10.35 | 31 |
| 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 | 11522968:solusd:triple_gx:lsma220_20_25 | 11522968:SOLUSD |
|---|---|---|
| Best Day | 11.87% | 24.47% |
| Worst Day | -14.72% | -20.52% |
| Best Week | 19.01% | 21.25% |
| Worst Week | -19.09% | -18.95% |
| Best Month | 19.61% | 41.15% |
| Worst Month | -14.09% | -36.08% |
| Best Year | 33.22% | 13.75% |
| Worst Year | -32.48% | -0.57% |
| Avg. Up Day | 3.49% | 3.53% |
| Avg. Down Day | -2.98% | -3.18% |
| Avg. Up Week | 6.86% | 10.28% |
| Avg. Down Week | -6.58% | -8.69% |
| Avg. Up Month | 8.72% | 18.76% |
| Avg. Down Month | -7.47% | -20.88% |
| Win Days % | 40.83% | 51.45% |
| Win Month % | 50.0% | 61.11% |
| Win Week % | 47.37% | 52.63% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |