| Metric | 11523361:solusd:triple_gx:lsma20_145_25 | 11523361:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 681.3% | 54.67% |
| Max Drawdown | -45.24% | -92.96% |
| Sharpe | 1.37 | 0.62 |
| Sortino | 2.67 | 0.92 |
| Payoff Ratio | 1.72 | 1.51 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | 2.06 | 1.3 |
| CPC Index | 1.08 | 0.82 |
| Tail Ratio | 1.37 | 1.18 |
| Outlier Win Ratio | 17.42 | 2.98 |
| Outlier Loss Ratio | 4.24 | 2.69 |
| Volatility (ann.) | 49.86% | 98.84% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.66 | 0.14 |
| Skew | 3.44 | 0.06 |
| Kurtosis | 33.37 | 6.68 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.67% | 0.97% |
| Expected Yearly % | 67.19% | 11.52% |
| Kelly Criterion | 7.89% | 16.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.11% | -8.34% |
| Expected Shortfall (cVaR) | -4.11% | -8.34% |
| Year | 11523361:SOLUSD | 11523361:solusd:triple_gx:lsma20_145_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.75 | -16.01 | 0.18 | + |
| 2023 | 921.46 | 498.68 | 0.54 | - |
| 2024 | 85.41 | 92.36 | 1.08 | + |
| 2025 | -27.40 | -19.22 | 0.70 | + |
| Metric | 11523361:solusd:triple_gx:lsma20_145_25 | 11523361:SOLUSD |
|---|---|---|
| MTD | -1.95% | -26.75% |
| 3M | 7.52% | -26.25% |
| 6M | 16.26% | -18.15% |
| YTD | -19.22% | -27.4% |
| 1Y | -21.35% | -37.27% |
| 3Y (ann.) | 111.98% | 112.33% |
| 5Y (ann.) | 75.28% | 12.64% |
| Metric | 11523361:solusd:triple_gx:lsma20_145_25 | 11523361:SOLUSD |
|---|---|---|
| Max Drawdown | -45.24% | -92.96% |
| Longest DD Days | 358.0 | 703.0 |
| Avg. Drawdown | -9.85% | -19.37% |
| Avg. Drawdown Days | 60.0 | 101.0 |
| Recovery Factor | 15.06 | 0.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-16 | -45.24 | 358 |
| 2022-04-09 | 2023-01-13 | -29.84 | 279 |
| 2023-01-15 | 2023-07-13 | -22.52 | 179 |
| 2024-07-22 | 2024-11-11 | -20.95 | 112 |
| 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 | 11523361:solusd:triple_gx:lsma20_145_25 | 11523361: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 | -19.22% | -88.75% |
| Avg. Up Day | 4.66% | 4.71% |
| Avg. Down Day | -2.72% | -3.12% |
| Avg. Up Week | 10.76% | 15.44% |
| Avg. Down Week | -5.64% | -7.43% |
| Avg. Up Month | 25.82% | 45.97% |
| Avg. Down Month | -6.67% | -25.61% |
| Win Days % | 41.8% | 49.66% |
| Win Month % | 45.95% | 51.11% |
| Win Week % | 54.44% | 47.18% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 50.0% | 50.0% |