| Metric | 11524270:solusd:triple_gx:lsma140_145_30 | 11524270:SOLUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 191.54% | 54.67% |
| Max Drawdown | -72.66% | -92.96% |
| Sharpe | 0.77 | 0.62 |
| Sortino | 1.16 | 0.92 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.36 | 1.3 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.15 | 1.18 |
| Outlier Win Ratio | 8.83 | 3.28 |
| Outlier Loss Ratio | 3.09 | 3.22 |
| Volatility (ann.) | 77.7% | 98.84% |
| R^2 | 0.62 | 0.62 |
| Calmar | 0.47 | 0.14 |
| Skew | 0.02 | 0.06 |
| Kurtosis | 18.09 | 6.68 |
| Expected Daily % | 0.08% | 0.03% |
| Expected Monthly % | 2.41% | 0.97% |
| Expected Yearly % | 30.67% | 11.52% |
| Kelly Criterion | 5.77% | 2.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.53% | -8.34% |
| Expected Shortfall (cVaR) | -6.53% | -8.34% |
| Year | 11524270:SOLUSD | 11524270:solusd:triple_gx:lsma140_145_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.75 | -66.94 | 0.75 | + |
| 2023 | 921.46 | 647.34 | 0.70 | - |
| 2024 | 85.41 | 101.59 | 1.19 | + |
| 2025 | -27.40 | -41.46 | 1.51 | - |
| Metric | 11524270:solusd:triple_gx:lsma140_145_30 | 11524270:SOLUSD |
|---|---|---|
| MTD | -11.46% | -26.75% |
| 3M | -4.47% | -26.25% |
| 6M | -6.29% | -18.15% |
| YTD | -41.46% | -27.4% |
| 1Y | -48.92% | -37.27% |
| 3Y (ann.) | 105.41% | 112.33% |
| 5Y (ann.) | 33.93% | 12.64% |
| Metric | 11524270:solusd:triple_gx:lsma140_145_30 | 11524270:SOLUSD |
|---|---|---|
| Max Drawdown | -72.66% | -92.96% |
| Longest DD Days | 466.0 | 703.0 |
| Avg. Drawdown | -14.64% | -19.37% |
| Avg. Drawdown Days | 54.0 | 101.0 |
| Recovery Factor | 2.64 | 0.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-07-14 | -72.66 | 466 |
| 2024-11-23 | 2025-11-16 | -64.26 | 358 |
| 2024-07-29 | 2024-11-10 | -28.18 | 104 |
| 2023-07-16 | 2023-10-21 | -21.59 | 97 |
| 2023-11-16 | 2023-12-23 | -21.11 | 37 |
| 2023-12-26 | 2024-03-14 | -20.19 | 79 |
| 2024-04-23 | 2024-06-27 | -19.32 | 65 |
| 2024-07-03 | 2024-07-15 | -16.89 | 12 |
| 2024-03-18 | 2024-03-31 | -15.83 | 13 |
| 2024-04-15 | 2024-04-22 | -12.83 | 7 |
| Metric | 11524270:solusd:triple_gx:lsma140_145_30 | 11524270: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 | -56.79% | -56.44% |
| Best Year | 647.34% | 921.46% |
| Worst Year | -66.94% | -88.75% |
| Avg. Up Day | 4.27% | 4.27% |
| Avg. Down Day | -3.81% | -4.04% |
| Avg. Up Week | 10.82% | 12.63% |
| Avg. Down Week | -9.18% | -10.06% |
| Avg. Up Month | 28.48% | 39.42% |
| Avg. Down Month | -16.84% | -24.95% |
| Win Days % | 50.22% | 49.66% |
| Win Month % | 55.56% | 51.11% |
| Win Week % | 56.3% | 47.18% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 50.0% | 50.0% |