| Metric | 11522971:solusd:triple_gx:lsma245_20_25 | 11522971:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 481.87% | 411.69% |
| Max Drawdown | -54.04% | -79.31% |
| Sharpe | 1.29 | 0.99 |
| Sortino | 2.46 | 1.54 |
| Payoff Ratio | 1.6 | 1.47 |
| Profit Factor | 1.49 | 1.16 |
| Common Sense Ratio | 2.04 | 1.44 |
| CPC Index | 1.05 | 0.85 |
| Tail Ratio | 1.37 | 1.25 |
| Outlier Win Ratio | 18.29 | 3.05 |
| Outlier Loss Ratio | 3.76 | 2.87 |
| Volatility (ann.) | 50.47% | 95.25% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.29 | 0.8 |
| Skew | 3.33 | 0.22 |
| Kurtosis | 34.12 | 7.91 |
| Expected Daily % | 0.14% | 0.13% |
| Expected Monthly % | 4.39% | 4.06% |
| Expected Yearly % | 55.31% | 50.4% |
| Kelly Criterion | 8.85% | 15.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.17% | -7.94% |
| Expected Shortfall (cVaR) | -4.17% | -7.94% |
| Year | 11522971:SOLUSD | 11522971:solusd:triple_gx:lsma245_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.83 | 6.29 | -0.09 | + |
| 2023 | 921.46 | 484.77 | 0.53 | - |
| 2024 | 85.41 | 63.26 | 0.74 | - |
| 2025 | -0.57 | -42.65 | 74.57 | - |
| Metric | 11522971:solusd:triple_gx:lsma245_20_25 | 11522971:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | -6.56% | 15.43% |
| 6M | -21.71% | 26.77% |
| YTD | -42.65% | -0.57% |
| 1Y | -36.71% | 13.08% |
| 3Y (ann.) | 78.28% | 79.87% |
| 5Y (ann.) | 69.58% | 63.17% |
| Metric | 11522971:solusd:triple_gx:lsma245_20_25 | 11522971:SOLUSD |
|---|---|---|
| Max Drawdown | -54.04% | -79.31% |
| Longest DD Days | 344.0 | 453.0 |
| Avg. Drawdown | -8.77% | -18.62% |
| Avg. Drawdown Days | 44.0 | 62.0 |
| Recovery Factor | 8.92 | 5.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-02 | -54.04 | 344 |
| 2023-01-15 | 2023-06-30 | -23.68 | 166 |
| 2023-12-26 | 2024-03-14 | -18.53 | 79 |
| 2022-09-24 | 2022-11-23 | -16.91 | 60 |
| 2024-07-22 | 2024-11-10 | -16.27 | 111 |
| 2024-03-18 | 2024-04-22 | -15.83 | 35 |
| 2023-11-20 | 2023-12-21 | -15.52 | 31 |
| 2024-04-23 | 2024-07-19 | -15.08 | 87 |
| 2023-08-30 | 2023-10-20 | -12.43 | 51 |
| 2024-11-12 | 2024-11-21 | -6.00 | 9 |
| Metric | 11522971:solusd:triple_gx:lsma245_20_25 | 11522971: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 | -14.09% | -56.44% |
| Best Year | 484.77% | 921.46% |
| Worst Year | -42.65% | -72.83% |
| Avg. Up Day | 4.74% | 4.78% |
| Avg. Down Day | -2.96% | -3.25% |
| Avg. Up Week | 10.56% | 15.73% |
| Avg. Down Week | -5.91% | -7.19% |
| Avg. Up Month | 21.82% | 41.5% |
| Avg. Down Month | -6.81% | -18.07% |
| Win Days % | 43.85% | 49.71% |
| Win Month % | 54.84% | 56.1% |
| Win Week % | 57.75% | 50.0% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 50.0% |