| Metric | 11524269:solusd:triple_gx:lsma125_145_30 | 11524269:SOLUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 254.39% | 111.82% |
| Max Drawdown | -74.81% | -92.96% |
| Sharpe | 0.85 | 0.71 |
| Sortino | 1.28 | 1.06 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.21 | 1.11 |
| Common Sense Ratio | 1.47 | 1.33 |
| CPC Index | 0.69 | 0.58 |
| Tail Ratio | 1.22 | 1.2 |
| Outlier Win Ratio | 9.29 | 3.27 |
| Outlier Loss Ratio | 3.13 | 3.25 |
| Volatility (ann.) | 76.35% | 98.82% |
| R^2 | 0.6 | 0.6 |
| Calmar | 0.56 | 0.25 |
| Skew | -0.02 | 0.06 |
| Kurtosis | 19.5 | 6.76 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 2.85% | 1.68% |
| Expected Yearly % | 37.21% | 20.64% |
| Kelly Criterion | 6.32% | 2.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.4% | -8.32% |
| Expected Shortfall (cVaR) | -6.4% | -8.32% |
| Year | 11524269:SOLUSD | 11524269:solusd:triple_gx:lsma125_145_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.75 | -69.54 | 0.78 | + |
| 2023 | 921.46 | 600.80 | 0.65 | - |
| 2024 | 85.41 | 221.55 | 2.59 | + |
| 2025 | -0.57 | -48.37 | 84.56 | - |
| Metric | 11524269:solusd:triple_gx:lsma125_145_30 | 11524269:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 15.18% | 15.43% |
| 6M | -17.35% | 26.77% |
| YTD | -48.37% | -0.57% |
| 1Y | -25.2% | 13.08% |
| 3Y (ann.) | 74.27% | 79.87% |
| 5Y (ann.) | 41.77% | 23.01% |
| Metric | 11524269:solusd:triple_gx:lsma125_145_30 | 11524269:SOLUSD |
|---|---|---|
| Max Drawdown | -74.81% | -92.96% |
| Longest DD Days | 565.0 | 703.0 |
| Avg. Drawdown | -13.42% | -19.37% |
| Avg. Drawdown Days | 52.0 | 100.0 |
| Recovery Factor | 3.4 | 1.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-10-21 | -74.81 | 565 |
| 2024-11-23 | 2025-11-02 | -59.16 | 344 |
| 2023-11-16 | 2023-12-24 | -21.11 | 38 |
| 2024-04-23 | 2024-06-27 | -19.32 | 65 |
| 2023-12-26 | 2024-03-12 | -17.67 | 77 |
| 2024-07-03 | 2024-07-15 | -16.89 | 12 |
| 2024-07-29 | 2024-08-08 | -16.32 | 10 |
| 2024-03-18 | 2024-03-31 | -15.83 | 13 |
| 2024-08-09 | 2024-11-06 | -14.74 | 89 |
| 2024-04-15 | 2024-04-22 | -12.83 | 7 |
| Metric | 11524269:solusd:triple_gx:lsma125_145_30 | 11524269: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 | 114.81% | 140.02% |
| Worst Month | -55.02% | -56.44% |
| Best Year | 600.8% | 921.46% |
| Worst Year | -69.54% | -88.75% |
| Avg. Up Day | 4.31% | 4.32% |
| Avg. Down Day | -3.81% | -4.09% |
| Avg. Up Week | 11.23% | 13.02% |
| Avg. Down Week | -9.21% | -10.45% |
| Avg. Up Month | 30.08% | 41.44% |
| Avg. Down Month | -16.05% | -24.84% |
| Win Days % | 50.24% | 49.81% |
| Win Month % | 57.14% | 53.33% |
| Win Week % | 56.52% | 48.19% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 50.0% | 50.0% |