| Metric | 11523363:solusd:triple_gx:lsma140_140_25 | 11523363:SOLUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 685.89% | 126.6% |
| Max Drawdown | -74.68% | -92.96% |
| Sharpe | 1.12 | 0.73 |
| Sortino | 1.75 | 1.09 |
| Payoff Ratio | 1.25 | 1.12 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 1.58 | 1.33 |
| CPC Index | 0.78 | 0.62 |
| Tail Ratio | 1.24 | 1.2 |
| Outlier Win Ratio | 8.37 | 3.37 |
| Outlier Loss Ratio | 3.22 | 3.18 |
| Volatility (ann.) | 79.57% | 98.72% |
| R^2 | 0.65 | 0.65 |
| Calmar | 1.02 | 0.27 |
| Skew | 0.25 | 0.06 |
| Kurtosis | 17.29 | 6.77 |
| Expected Daily % | 0.16% | 0.06% |
| Expected Monthly % | 4.69% | 1.83% |
| Expected Yearly % | 67.43% | 22.69% |
| Kelly Criterion | 8.29% | 5.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.61% | -8.3% |
| Expected Shortfall (cVaR) | -6.61% | -8.3% |
| Year | 11523363:SOLUSD | 11523363:solusd:triple_gx:lsma140_140_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.97 | -66.15 | 0.75 | + |
| 2023 | 921.46 | 862.76 | 0.94 | - |
| 2024 | 85.41 | 103.93 | 1.22 | + |
| 2025 | -0.57 | 18.24 | -31.89 | + |
| Metric | 11523363:solusd:triple_gx:lsma140_140_25 | 11523363:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 69.15% | 15.43% |
| 6M | 54.5% | 26.77% |
| YTD | 18.24% | -0.57% |
| 1Y | 34.79% | 13.08% |
| 3Y (ann.) | 115.88% | 79.87% |
| 5Y (ann.) | 76.23% | 25.21% |
| Metric | 11523363:solusd:triple_gx:lsma140_140_25 | 11523363:SOLUSD |
|---|---|---|
| Max Drawdown | -74.68% | -92.96% |
| Longest DD Days | 565.0 | 703.0 |
| Avg. Drawdown | -13.68% | -19.68% |
| Avg. Drawdown Days | 58.0 | 100.0 |
| Recovery Factor | 9.18 | 1.36 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-10-21 | -74.68 | 565 |
| 2024-11-23 | 2025-11-02 | -57.64 | 344 |
| 2024-07-22 | 2024-11-10 | -29.38 | 111 |
| 2023-11-16 | 2023-12-21 | -21.11 | 35 |
| 2024-06-28 | 2024-07-15 | -18.83 | 17 |
| 2023-12-26 | 2024-03-07 | -17.67 | 72 |
| 2024-03-18 | 2024-04-14 | -15.83 | 27 |
| 2024-04-15 | 2024-04-22 | -12.83 | 7 |
| 2024-04-23 | 2024-06-27 | -12.64 | 65 |
| 2023-11-11 | 2023-11-14 | -9.03 | 3 |
| Metric | 11523363:solusd:triple_gx:lsma140_140_25 | 11523363:SOLUSD |
|---|---|---|
| Best Day | 32.67% | 32.67% |
| Worst Day | -42.6% | -42.6% |
| Best Week | 43.67% | 43.67% |
| Worst Week | -51.66% | -51.66% |
| Best Month | 144.96% | 140.02% |
| Worst Month | -57.04% | -56.44% |
| Best Year | 862.76% | 921.46% |
| Worst Year | -66.15% | -87.97% |
| Avg. Up Day | 4.53% | 4.54% |
| Avg. Down Day | -3.62% | -4.05% |
| Avg. Up Week | 12.02% | 13.54% |
| Avg. Down Week | -7.46% | -9.73% |
| Avg. Up Month | 30.08% | 37.89% |
| Avg. Down Month | -17.17% | -26.46% |
| Win Days % | 49.05% | 49.92% |
| Win Month % | 58.97% | 53.33% |
| Win Week % | 53.23% | 48.45% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |