| Metric | 11524296:solusd:triple_gx:lsma140_150_30 | 11524296:SOLUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 267.98% | 90.33% |
| Max Drawdown | -72.05% | -92.96% |
| Sharpe | 0.86 | 0.68 |
| Sortino | 1.31 | 1.02 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | 1.47 | 1.32 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.22 | 1.19 |
| Outlier Win Ratio | 8.81 | 3.28 |
| Outlier Loss Ratio | 3.15 | 3.25 |
| Volatility (ann.) | 77.68% | 98.87% |
| R^2 | 0.62 | 0.62 |
| Calmar | 0.6 | 0.21 |
| Skew | 0.03 | 0.06 |
| Kurtosis | 18.38 | 6.78 |
| Expected Daily % | 0.1% | 0.05% |
| Expected Monthly % | 2.94% | 1.44% |
| Expected Yearly % | 38.5% | 17.46% |
| Kelly Criterion | 6.32% | 3.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.5% | -8.33% |
| Expected Shortfall (cVaR) | -6.5% | -8.33% |
| Year | 11524296:SOLUSD | 11524296:solusd:triple_gx:lsma140_150_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.89 | -66.21 | 0.74 | + |
| 2023 | 921.46 | 602.95 | 0.65 | - |
| 2024 | 85.41 | 132.54 | 1.55 | + |
| 2025 | -0.57 | -33.39 | 58.37 | - |
| Metric | 11524296:solusd:triple_gx:lsma140_150_30 | 11524296:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 23.3% | 15.43% |
| 6M | 6.63% | 26.77% |
| YTD | -33.39% | -0.57% |
| 1Y | -16.57% | 13.08% |
| 3Y (ann.) | 68.1% | 79.87% |
| 5Y (ann.) | 43.45% | 19.51% |
| Metric | 11524296:solusd:triple_gx:lsma140_150_30 | 11524296:SOLUSD |
|---|---|---|
| Max Drawdown | -72.05% | -92.96% |
| Longest DD Days | 565.0 | 703.0 |
| Avg. Drawdown | -13.59% | -22.56% |
| Avg. Drawdown Days | 53.0 | 118.0 |
| Recovery Factor | 3.72 | 0.97 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-10-21 | -72.05 | 565 |
| 2024-11-23 | 2025-11-02 | -59.22 | 344 |
| 2024-07-29 | 2024-11-11 | -29.79 | 105 |
| 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 |
| 2024-03-18 | 2024-03-31 | -15.83 | 13 |
| 2024-04-15 | 2024-04-22 | -12.83 | 7 |
| 2024-07-03 | 2024-07-06 | -9.30 | 3 |
| 2023-11-11 | 2023-11-14 | -9.03 | 3 |
| Metric | 11524296:solusd:triple_gx:lsma140_150_30 | 11524296: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 | 602.95% | 921.46% |
| Worst Year | -66.21% | -89.89% |
| Avg. Up Day | 4.33% | 4.34% |
| Avg. Down Day | -3.77% | -4.04% |
| Avg. Up Week | 10.75% | 12.63% |
| Avg. Down Week | -9.05% | -10.2% |
| Avg. Up Month | 31.53% | 41.44% |
| Avg. Down Month | -17.07% | -24.8% |
| Win Days % | 49.92% | 49.77% |
| Win Month % | 54.29% | 53.33% |
| Win Week % | 57.26% | 47.92% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 50.0% | 50.0% |