| Metric | 11522970:solusd:triple_gx:lsma235_20_25 | 11522970:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 594.9% | 348.28% |
| Max Drawdown | -40.14% | -79.31% |
| Sharpe | 1.38 | 0.95 |
| Sortino | 2.63 | 1.46 |
| Payoff Ratio | 1.61 | 1.45 |
| Profit Factor | 1.52 | 1.15 |
| Common Sense Ratio | 2.14 | 1.44 |
| CPC Index | 1.08 | 0.83 |
| Tail Ratio | 1.41 | 1.25 |
| Outlier Win Ratio | 17.48 | 3.05 |
| Outlier Loss Ratio | 3.8 | 2.86 |
| Volatility (ann.) | 50.88% | 95.25% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.94 | 0.71 |
| Skew | 3.24 | 0.23 |
| Kurtosis | 32.73 | 7.85 |
| Expected Daily % | 0.16% | 0.12% |
| Expected Monthly % | 4.72% | 3.64% |
| Expected Yearly % | 62.36% | 45.51% |
| Kelly Criterion | 9.66% | 15.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.19% | -7.95% |
| Expected Shortfall (cVaR) | -4.19% | -7.95% |
| Year | 11522970:SOLUSD | 11522970:solusd:triple_gx:lsma235_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -76.19 | -11.04 | 0.14 | + |
| 2023 | 921.46 | 502.25 | 0.55 | - |
| 2024 | 85.41 | 75.99 | 0.89 | - |
| 2025 | -0.57 | -26.30 | 45.99 | - |
| Metric | 11522970:solusd:triple_gx:lsma235_20_25 | 11522970:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 13.71% | 15.43% |
| 6M | 0.62% | 26.77% |
| YTD | -26.3% | -0.57% |
| 1Y | -10.66% | 13.08% |
| 3Y (ann.) | 100.68% | 79.87% |
| 5Y (ann.) | 78.01% | 56.25% |
| Metric | 11522970:solusd:triple_gx:lsma235_20_25 | 11522970:SOLUSD |
|---|---|---|
| Max Drawdown | -40.14% | -79.31% |
| Longest DD Days | 344.0 | 453.0 |
| Avg. Drawdown | -9.23% | -20.9% |
| Avg. Drawdown Days | 50.0 | 70.0 |
| Recovery Factor | 14.82 | 4.39 |
| Ulcer Index | 1.12 | 1.14 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-02 | -40.14 | 344 |
| 2022-06-26 | 2023-01-11 | -26.15 | 199 |
| 2023-01-15 | 2023-06-29 | -21.40 | 165 |
| 2024-07-22 | 2024-11-10 | -19.08 | 111 |
| 2023-12-26 | 2024-03-14 | -18.53 | 79 |
| 2024-03-18 | 2024-04-22 | -15.83 | 35 |
| 2023-11-20 | 2023-12-21 | -15.52 | 31 |
| 2024-04-23 | 2024-06-27 | -13.76 | 65 |
| 2023-08-30 | 2023-10-20 | -12.43 | 51 |
| 2024-06-28 | 2024-07-15 | -10.99 | 17 |
| Metric | 11522970:solusd:triple_gx:lsma235_20_25 | 11522970:SOLUSD |
|---|---|---|
| Best Day | 32.67% | 32.67% |
| Worst Day | -14.72% | -42.6% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -19.09% | -51.66% |
| Best Month | 55.73% | 140.02% |
| Worst Month | -18.94% | -56.44% |
| Best Year | 502.25% | 921.46% |
| Worst Year | -26.3% | -76.19% |
| Avg. Up Day | 4.67% | 4.71% |
| Avg. Down Day | -2.91% | -3.24% |
| Avg. Up Week | 10.15% | 14.88% |
| Avg. Down Week | -5.94% | -7.8% |
| Avg. Up Month | 22.85% | 41.5% |
| Avg. Down Month | -8.53% | -20.05% |
| Win Days % | 44.31% | 49.63% |
| Win Month % | 59.38% | 54.76% |
| Win Week % | 58.44% | 49.72% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 50.0% | 50.0% |