| Metric | 11523386:solusd:triple_gx:lsma20_150_25 | 11523386:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 555.21% | 90.33% |
| Max Drawdown | -45.82% | -92.96% |
| Sharpe | 1.29 | 0.68 |
| Sortino | 2.5 | 1.02 |
| Payoff Ratio | 1.68 | 1.5 |
| Profit Factor | 1.48 | 1.11 |
| Common Sense Ratio | 1.95 | 1.32 |
| CPC Index | 1.04 | 0.82 |
| Tail Ratio | 1.32 | 1.19 |
| Outlier Win Ratio | 17.96 | 2.99 |
| Outlier Loss Ratio | 4.12 | 2.7 |
| Volatility (ann.) | 49.68% | 98.87% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.49 | 0.21 |
| Skew | 3.49 | 0.06 |
| Kurtosis | 34.32 | 6.78 |
| Expected Daily % | 0.14% | 0.05% |
| Expected Monthly % | 4.27% | 1.44% |
| Expected Yearly % | 59.99% | 17.46% |
| Kelly Criterion | 7.4% | 16.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.1% | -8.33% |
| Expected Shortfall (cVaR) | -4.1% | -8.33% |
| Year | 11523386:SOLUSD | 11523386:solusd:triple_gx:lsma20_150_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.89 | -22.07 | 0.25 | + |
| 2023 | 921.46 | 498.68 | 0.54 | - |
| 2024 | 85.41 | 100.45 | 1.18 | + |
| 2025 | -0.57 | -29.94 | 52.35 | - |
| Metric | 11523386:solusd:triple_gx:lsma20_150_25 | 11523386:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 16.85% | 15.43% |
| 6M | 0.83% | 26.77% |
| YTD | -29.94% | -0.57% |
| 1Y | -15.07% | 13.08% |
| 3Y (ann.) | 101.86% | 79.87% |
| 5Y (ann.) | 68.3% | 19.51% |
| Metric | 11523386:solusd:triple_gx:lsma20_150_25 | 11523386:SOLUSD |
|---|---|---|
| Max Drawdown | -45.82% | -92.96% |
| Longest DD Days | 344.0 | 703.0 |
| Avg. Drawdown | -9.98% | -22.56% |
| Avg. Drawdown Days | 59.0 | 118.0 |
| Recovery Factor | 12.12 | 0.97 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-02 | -45.82 | 344 |
| 2022-04-09 | 2023-01-14 | -34.15 | 280 |
| 2023-01-15 | 2023-07-13 | -22.52 | 179 |
| 2024-07-22 | 2024-11-10 | -18.79 | 111 |
| 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 | 11523386:solusd:triple_gx:lsma20_150_25 | 11523386: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 | -29.94% | -89.89% |
| Avg. Up Day | 4.67% | 4.72% |
| Avg. Down Day | -2.79% | -3.15% |
| Avg. Up Week | 10.36% | 15.75% |
| Avg. Down Week | -5.3% | -8.03% |
| Avg. Up Month | 22.43% | 40.73% |
| Avg. Down Month | -8.45% | -26.0% |
| Win Days % | 41.99% | 49.77% |
| Win Month % | 57.14% | 53.33% |
| Win Week % | 53.41% | 47.92% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 50.0% | 50.0% |