| Metric | 11523411:solusd:triple_gx:lsma140_150_25 | 11523411:SOLUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 25.55% | 13.1% |
| Max Drawdown | -53.8% | -59.71% |
| Sharpe | 0.57 | 0.52 |
| Sortino | 0.88 | 0.78 |
| Payoff Ratio | 1.16 | 1.04 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.44 | 1.1 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.29 | 1.02 |
| Outlier Win Ratio | 8.07 | 3.45 |
| Outlier Loss Ratio | 2.98 | 2.63 |
| Volatility (ann.) | 64.5% | 84.31% |
| R^2 | 0.58 | 0.58 |
| Calmar | 0.32 | 0.15 |
| Skew | 0.77 | 0.34 |
| Kurtosis | 9.17 | 3.19 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 1.27% | 0.69% |
| Expected Yearly % | 12.05% | 6.35% |
| Kelly Criterion | 0.93% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.45% | -7.14% |
| Expected Shortfall (cVaR) | -5.45% | -7.14% |
| Year | 11523411:SOLUSD | 11523411:solusd:triple_gx:lsma140_150_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 20.78 | 1.51 | + |
| 2025 | -0.57 | 3.95 | -6.90 | + |
| Metric | 11523411:solusd:triple_gx:lsma140_150_25 | 11523411:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 54.32% | 15.43% |
| 6M | 35.83% | 26.77% |
| YTD | 3.95% | -0.57% |
| 1Y | 29.23% | 13.08% |
| 3Y (ann.) | 17.35% | 9.05% |
| 5Y (ann.) | 17.35% | 9.05% |
| Metric | 11523411:solusd:triple_gx:lsma140_150_25 | 11523411:SOLUSD |
|---|---|---|
| Max Drawdown | -53.8% | -59.71% |
| Longest DD Days | 344.0 | 287.0 |
| Avg. Drawdown | -18.24% | -20.57% |
| Avg. Drawdown Days | 82.0 | 63.0 |
| Recovery Factor | 0.47 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-02 | -53.80 | 344 |
| 2024-07-22 | 2024-11-10 | -29.38 | 111 |
| 2024-06-18 | 2024-07-15 | -15.49 | 27 |
| 2024-11-12 | 2024-11-17 | -5.77 | 5 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-19 | 2024-11-21 | -1.78 | 2 |
| Metric | 11523411:solusd:triple_gx:lsma140_150_25 | 11523411:SOLUSD |
|---|---|---|
| Best Day | 24.47% | 24.47% |
| Worst Day | -20.52% | -20.52% |
| Best Week | 21.25% | 21.25% |
| Worst Week | -18.33% | -18.95% |
| Best Month | 41.15% | 41.15% |
| Worst Month | -18.47% | -36.08% |
| Best Year | 20.78% | 13.75% |
| Worst Year | 3.95% | -0.57% |
| Avg. Up Day | 3.63% | 3.64% |
| Avg. Down Day | -3.14% | -3.5% |
| Avg. Up Week | 7.74% | 8.81% |
| Avg. Down Week | -6.34% | -8.02% |
| Avg. Up Month | 17.31% | 16.63% |
| Avg. Down Month | -12.28% | -17.77% |
| Win Days % | 46.82% | 51.45% |
| Win Month % | 47.06% | 61.11% |
| Win Week % | 50.0% | 52.63% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |