| Metric | 11525685:solusd:triple_gx:lsma275_25_40 | 11525685:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -6.08% | 13.1% |
| Max Drawdown | -39.51% | -59.71% |
| Sharpe | 0.09 | 0.52 |
| Sortino | 0.13 | 0.78 |
| Payoff Ratio | 1.08 | 0.95 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 0.95 | 1.1 |
| CPC Index | 0.51 | 0.53 |
| Tail Ratio | 0.92 | 1.02 |
| Outlier Win Ratio | 19.31 | 2.86 |
| Outlier Loss Ratio | 3.21 | 2.54 |
| Volatility (ann.) | 40.27% | 84.31% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.11 | 0.15 |
| Skew | -0.15 | 0.34 |
| Kurtosis | 11.72 | 3.19 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.35% | 0.69% |
| Expected Yearly % | -3.09% | 6.35% |
| Kelly Criterion | -4.7% | 0.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.46% | -7.14% |
| Expected Shortfall (cVaR) | -3.46% | -7.14% |
| Year | 11525685:SOLUSD | 11525685:solusd:triple_gx:lsma275_25_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 0.60 | 0.04 | - |
| 2025 | -0.57 | -6.64 | 11.61 | - |
| Metric | 11525685:solusd:triple_gx:lsma275_25_40 | 11525685:SOLUSD |
|---|---|---|
| MTD | 0.33% | 0.33% |
| 3M | 18.82% | 15.43% |
| 6M | 18.82% | 26.77% |
| YTD | -6.64% | -0.57% |
| 1Y | -16.3% | 13.08% |
| 3Y (ann.) | -4.32% | 9.05% |
| 5Y (ann.) | -4.32% | 9.05% |
| Metric | 11525685:solusd:triple_gx:lsma275_25_40 | 11525685:SOLUSD |
|---|---|---|
| Max Drawdown | -39.51% | -59.71% |
| Longest DD Days | 434.0 | 287.0 |
| Avg. Drawdown | -15.59% | -20.57% |
| Avg. Drawdown Days | 96.0 | 63.0 |
| Recovery Factor | -0.15 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-11-02 | -39.51 | 434 |
| 2024-07-07 | 2024-07-18 | -12.38 | 11 |
| 2024-07-29 | 2024-08-24 | -9.89 | 26 |
| 2024-07-03 | 2024-07-06 | -9.30 | 3 |
| 2024-07-22 | 2024-07-28 | -6.84 | 6 |
| Metric | 11525685:solusd:triple_gx:lsma275_25_40 | 11525685:SOLUSD |
|---|---|---|
| Best Day | 11.08% | 24.47% |
| Worst Day | -14.72% | -20.52% |
| Best Week | 18.66% | 21.25% |
| Worst Week | -17.88% | -18.95% |
| Best Month | 20.39% | 41.15% |
| Worst Month | -16.19% | -36.08% |
| Best Year | 0.6% | 13.75% |
| Worst Year | -6.64% | -0.57% |
| Avg. Up Day | 3.15% | 3.17% |
| Avg. Down Day | -2.91% | -3.34% |
| Avg. Up Week | 7.96% | 9.12% |
| Avg. Down Week | -6.38% | -9.67% |
| Avg. Up Month | 9.67% | 15.87% |
| Avg. Down Month | -11.44% | -20.73% |
| Win Days % | 45.64% | 51.45% |
| Win Month % | 50.0% | 61.11% |
| Win Week % | 44.12% | 52.63% |
| Win Quarter % | 40.0% | 57.14% |
| Win Year % | 50.0% | 50.0% |