| Metric | 11523412:solusd:triple_gx:lsma145_150_25 | 11523412:SOLUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 795.16% | 90.33% |
| Max Drawdown | -72.74% | -92.96% |
| Sharpe | 1.17 | 0.68 |
| Sortino | 1.84 | 1.02 |
| Payoff Ratio | 1.25 | 1.12 |
| Profit Factor | 1.29 | 1.11 |
| Common Sense Ratio | 1.65 | 1.32 |
| CPC Index | 0.79 | 0.62 |
| Tail Ratio | 1.28 | 1.19 |
| Outlier Win Ratio | 8.6 | 3.37 |
| Outlier Loss Ratio | 3.24 | 3.18 |
| Volatility (ann.) | 79.01% | 98.87% |
| R^2 | 0.64 | 0.64 |
| Calmar | 1.15 | 0.21 |
| Skew | 0.25 | 0.06 |
| Kurtosis | 17.96 | 6.78 |
| Expected Daily % | 0.17% | 0.05% |
| Expected Monthly % | 4.99% | 1.44% |
| Expected Yearly % | 72.97% | 17.46% |
| Kelly Criterion | 8.49% | 5.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.55% | -8.33% |
| Expected Shortfall (cVaR) | -6.55% | -8.33% |
| Year | 11523412:SOLUSD | 11523412:solusd:triple_gx:lsma145_150_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.89 | -63.55 | 0.71 | + |
| 2023 | 921.46 | 824.04 | 0.89 | - |
| 2024 | 85.41 | 104.42 | 1.22 | + |
| 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.) | 119.97% | 79.87% |
| 5Y (ann.) | 83.49% | 19.51% |
| Metric | 11523412:solusd:triple_gx:lsma145_150_25 | 11523412:SOLUSD |
|---|---|---|
| Max Drawdown | -72.74% | -92.96% |
| Longest DD Days | 565.0 | 703.0 |
| Avg. Drawdown | -11.99% | -22.56% |
| Avg. Drawdown Days | 49.0 | 118.0 |
| Recovery Factor | 10.93 | 0.97 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-10-21 | -72.74 | 565 |
| 2024-12-12 | 2025-10-02 | -42.42 | 294 |
| 2024-07-29 | 2024-11-11 | -29.01 | 105 |
| 2023-11-16 | 2023-12-20 | -21.11 | 34 |
| 2024-04-23 | 2024-07-16 | -19.93 | 84 |
| 2023-12-26 | 2024-03-07 | -17.67 | 72 |
| 2024-03-18 | 2024-04-14 | -15.83 | 27 |
| 2025-10-14 | 2025-11-02 | -13.75 | 19 |
| 2024-04-15 | 2024-04-22 | -12.83 | 7 |
| 2024-11-23 | 2024-12-11 | -10.35 | 18 |
| Metric | 11523412:solusd:triple_gx:lsma145_150_25 | 11523412: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 | 104.91% | 140.02% |
| Worst Month | -57.04% | -56.44% |
| Best Year | 824.04% | 921.46% |
| Worst Year | -63.55% | -89.89% |
| Avg. Up Day | 4.57% | 4.58% |
| Avg. Down Day | -3.64% | -4.08% |
| Avg. Up Week | 11.73% | 14.02% |
| Avg. Down Week | -7.97% | -10.22% |
| Avg. Up Month | 27.07% | 35.47% |
| Avg. Down Month | -16.58% | -26.03% |
| Win Days % | 49.09% | 49.77% |
| Win Month % | 60.53% | 53.33% |
| Win Week % | 57.02% | 47.92% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |