| Metric | 11525687:solusd:triple_gx:lsma280_25_40 | 11525687:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 25.3% | 13.1% |
| Max Drawdown | -31.97% | -59.71% |
| Sharpe | 0.59 | 0.52 |
| Sortino | 0.87 | 0.78 |
| Payoff Ratio | 1.12 | 0.99 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 1.27 | 1.1 |
| CPC Index | 0.63 | 0.55 |
| Tail Ratio | 1.08 | 1.02 |
| Outlier Win Ratio | 17.79 | 2.92 |
| Outlier Loss Ratio | 3.2 | 2.54 |
| Volatility (ann.) | 41.54% | 84.31% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.54 | 0.15 |
| Skew | 0.03 | 0.34 |
| Kurtosis | 10.9 | 3.19 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 1.26% | 0.69% |
| Expected Yearly % | 11.94% | 6.35% |
| Kelly Criterion | 1.49% | 2.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.51% | -7.14% |
| Expected Shortfall (cVaR) | -3.51% | -7.14% |
| Year | 11525687:SOLUSD | 11525687:solusd:triple_gx:lsma280_25_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 12.80 | 0.93 | - |
| 2025 | -0.57 | 11.08 | -19.36 | + |
| Metric | 11525687:solusd:triple_gx:lsma280_25_40 | 11525687:SOLUSD |
|---|---|---|
| MTD | 0.33% | 0.33% |
| 3M | 18.82% | 15.43% |
| 6M | 18.82% | 26.77% |
| YTD | 11.08% | -0.57% |
| 1Y | -0.41% | 13.08% |
| 3Y (ann.) | 17.19% | 9.05% |
| 5Y (ann.) | 17.19% | 9.05% |
| Metric | 11525687:solusd:triple_gx:lsma280_25_40 | 11525687:SOLUSD |
|---|---|---|
| Max Drawdown | -31.97% | -59.71% |
| Longest DD Days | 290.0 | 287.0 |
| Avg. Drawdown | -11.6% | -20.57% |
| Avg. Drawdown Days | 49.0 | 63.0 |
| Recovery Factor | 0.79 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-09-09 | -31.97 | 290 |
| 2025-10-08 | 2025-11-02 | -18.03 | 25 |
| 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 |
| 2024-08-25 | 2024-09-26 | -4.21 | 32 |
| 2024-11-16 | 2024-11-17 | -0.18 | 1 |
| Metric | 11525687:solusd:triple_gx:lsma280_25_40 | 11525687: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 | 12.8% | 13.75% |
| Worst Year | 11.08% | -0.57% |
| Avg. Up Day | 3.27% | 3.3% |
| Avg. Down Day | -2.93% | -3.32% |
| Avg. Up Week | 8.4% | 9.52% |
| Avg. Down Week | -6.62% | -9.64% |
| Avg. Up Month | 8.67% | 16.41% |
| Avg. Down Month | -14.39% | -22.34% |
| Win Days % | 48.03% | 51.45% |
| Win Month % | 75.0% | 61.11% |
| Win Week % | 51.43% | 52.63% |
| Win Quarter % | 40.0% | 57.14% |
| Win Year % | 100.0% | 50.0% |