| Metric | 11523412:solusd:triple_gx:lsma145_150_25 | 11523412:SOLUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | 53.95% | 13.1% |
| Max Drawdown | -42.42% | -59.71% |
| Sharpe | 0.78 | 0.52 |
| Sortino | 1.26 | 0.78 |
| Payoff Ratio | 1.18 | 1.06 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.53 | 1.1 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.32 | 1.02 |
| Outlier Win Ratio | 7.67 | 3.46 |
| Outlier Loss Ratio | 3.0 | 2.63 |
| Volatility (ann.) | 66.66% | 84.31% |
| R^2 | 0.63 | 0.63 |
| Calmar | 0.84 | 0.15 |
| Skew | 0.99 | 0.34 |
| Kurtosis | 9.37 | 3.19 |
| Expected Daily % | 0.08% | 0.02% |
| Expected Monthly % | 2.43% | 0.69% |
| Expected Yearly % | 24.07% | 6.35% |
| Kelly Criterion | 2.6% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.6% | -7.14% |
| Expected Shortfall (cVaR) | -5.6% | -7.14% |
| Year | 11523412:SOLUSD | 11523412:solusd:triple_gx:lsma145_150_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 18.39 | 1.34 | + |
| 2025 | -0.57 | 30.03 | -52.50 | + |
| Metric | 11523412:solusd:triple_gx:lsma145_150_25 | 11523412:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 54.32% | 15.43% |
| 6M | 40.8% | 26.77% |
| YTD | 30.03% | -0.57% |
| 1Y | 68.33% | 13.08% |
| 3Y (ann.) | 35.45% | 9.05% |
| 5Y (ann.) | 35.45% | 9.05% |
| Metric | 11523412:solusd:triple_gx:lsma145_150_25 | 11523412:SOLUSD |
|---|---|---|
| Max Drawdown | -42.42% | -59.71% |
| Longest DD Days | 294.0 | 287.0 |
| Avg. Drawdown | -12.51% | -20.57% |
| Avg. Drawdown Days | 44.0 | 63.0 |
| Recovery Factor | 1.27 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-10-02 | -42.42 | 294 |
| 2024-07-29 | 2024-11-11 | -29.01 | 105 |
| 2024-06-18 | 2024-07-15 | -15.49 | 27 |
| 2025-10-14 | 2025-11-02 | -13.75 | 19 |
| 2024-11-23 | 2024-12-11 | -10.35 | 18 |
| 2024-07-22 | 2024-07-28 | -6.84 | 6 |
| 2025-10-10 | 2025-10-12 | -6.00 | 2 |
| 2024-11-12 | 2024-11-17 | -5.77 | 5 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2025-10-03 | 2025-10-08 | -2.94 | 5 |
| Metric | 11523412:solusd:triple_gx:lsma145_150_25 | 11523412:SOLUSD |
|---|---|---|
| Best Day | 24.47% | 24.47% |
| Worst Day | -20.52% | -20.52% |
| Best Week | 21.25% | 21.25% |
| Worst Week | -17.25% | -18.95% |
| Best Month | 41.15% | 41.15% |
| Worst Month | -17.4% | -36.08% |
| Best Year | 30.03% | 13.75% |
| Worst Year | 18.39% | -0.57% |
| Avg. Up Day | 3.71% | 3.72% |
| Avg. Down Day | -3.13% | -3.5% |
| Avg. Up Week | 7.76% | 8.95% |
| Avg. Down Week | -6.79% | -8.3% |
| Avg. Up Month | 14.68% | 17.18% |
| Avg. Down Month | -11.51% | -17.77% |
| Win Days % | 47.21% | 51.45% |
| Win Month % | 52.94% | 61.11% |
| Win Week % | 54.55% | 52.63% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |