| Metric | 11524295:solusd:triple_gx:lsma135_150_30 | 11524295:SOLUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 277.4% | 38.97% |
| Max Drawdown | -72.05% | -92.96% |
| Sharpe | 0.87 | 0.59 |
| Sortino | 1.32 | 0.88 |
| Payoff Ratio | 1.17 | 1.08 |
| Profit Factor | 1.21 | 1.09 |
| Common Sense Ratio | 1.47 | 1.29 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 1.22 | 1.18 |
| Outlier Win Ratio | 9.03 | 3.28 |
| Outlier Loss Ratio | 3.16 | 3.22 |
| Volatility (ann.) | 76.96% | 98.88% |
| R^2 | 0.61 | 0.61 |
| Calmar | 0.61 | 0.1 |
| Skew | 0.04 | 0.06 |
| Kurtosis | 18.91 | 6.7 |
| Expected Daily % | 0.1% | 0.02% |
| Expected Monthly % | 3.0% | 0.73% |
| Expected Yearly % | 39.38% | 8.58% |
| Kelly Criterion | 6.68% | 2.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.44% | -8.35% |
| Expected Shortfall (cVaR) | -6.44% | -8.35% |
| Year | 11524295:SOLUSD | 11524295:solusd:triple_gx:lsma135_150_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.89 | -66.21 | 0.74 | + |
| 2023 | 921.46 | 638.84 | 0.69 | - |
| 2024 | 85.41 | 174.30 | 2.04 | + |
| 2025 | -27.40 | -44.90 | 1.64 | - |
| Metric | 11524295:solusd:triple_gx:lsma135_150_30 | 11524295:SOLUSD |
|---|---|---|
| MTD | -10.78% | -26.75% |
| 3M | -4.24% | -26.25% |
| 6M | -11.79% | -18.15% |
| YTD | -44.9% | -27.4% |
| 1Y | -47.57% | -37.27% |
| 3Y (ann.) | 122.21% | 112.33% |
| 5Y (ann.) | 43.9% | 9.44% |
| Metric | 11524295:solusd:triple_gx:lsma135_150_30 | 11524295:SOLUSD |
|---|---|---|
| Max Drawdown | -72.05% | -92.96% |
| Longest DD Days | 465.0 | 703.0 |
| Avg. Drawdown | -13.22% | -22.56% |
| Avg. Drawdown Days | 51.0 | 119.0 |
| Recovery Factor | 3.85 | 0.42 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-07-13 | -72.05 | 465 |
| 2024-11-23 | 2025-11-16 | -60.34 | 358 |
| 2024-07-29 | 2024-11-07 | -21.29 | 101 |
| 2023-11-16 | 2023-12-24 | -21.11 | 38 |
| 2023-12-26 | 2024-03-14 | -20.19 | 79 |
| 2024-04-23 | 2024-06-27 | -19.32 | 65 |
| 2023-07-16 | 2023-10-20 | -16.83 | 96 |
| 2024-03-18 | 2024-03-31 | -15.83 | 13 |
| 2024-04-15 | 2024-04-22 | -12.83 | 7 |
| 2024-07-03 | 2024-07-06 | -9.30 | 3 |
| Metric | 11524295:solusd:triple_gx:lsma135_150_30 | 11524295: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 | 638.84% | 921.46% |
| Worst Year | -66.21% | -89.89% |
| Avg. Up Day | 4.36% | 4.37% |
| Avg. Down Day | -3.73% | -4.06% |
| Avg. Up Week | 11.04% | 12.84% |
| Avg. Down Week | -8.84% | -10.16% |
| Avg. Up Month | 33.43% | 44.06% |
| Avg. Down Month | -15.16% | -24.31% |
| Win Days % | 49.69% | 49.62% |
| Win Month % | 50.0% | 51.11% |
| Win Week % | 56.3% | 46.91% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 50.0% | 50.0% |