| Metric | 11525741:solusd:triple_gx:lsma285_30_40 | 11525741:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 325.94% | 302.88% |
| Max Drawdown | -28.29% | -79.31% |
| Sharpe | 1.2 | 0.93 |
| Sortino | 2.17 | 1.44 |
| Payoff Ratio | 1.42 | 1.25 |
| Profit Factor | 1.46 | 1.15 |
| Common Sense Ratio | 2.08 | 1.43 |
| CPC Index | 0.98 | 0.71 |
| Tail Ratio | 1.43 | 1.25 |
| Outlier Win Ratio | 20.86 | 3.05 |
| Outlier Loss Ratio | 3.82 | 2.94 |
| Volatility (ann.) | 46.16% | 95.24% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.01 | 0.68 |
| Skew | 3.09 | 0.23 |
| Kurtosis | 37.32 | 8.19 |
| Expected Daily % | 0.12% | 0.12% |
| Expected Monthly % | 3.69% | 3.55% |
| Expected Yearly % | 43.66% | 41.67% |
| Kelly Criterion | 10.47% | 9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.82% | -7.96% |
| Expected Shortfall (cVaR) | -3.82% | -7.96% |
| Year | 11525741:SOLUSD | 11525741:solusd:triple_gx:lsma285_30_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.61 | 15.57 | -0.20 | + |
| 2023 | 921.46 | 228.81 | 0.25 | - |
| 2024 | 85.41 | 9.95 | 0.12 | - |
| 2025 | -0.57 | 1.94 | -3.40 | + |
| Metric | 11525741:solusd:triple_gx:lsma285_30_40 | 11525741:SOLUSD |
|---|---|---|
| MTD | 0.33% | 0.33% |
| 3M | -3.49% | 15.43% |
| 6M | -3.49% | 26.77% |
| YTD | 1.94% | -0.57% |
| 1Y | 14.12% | 13.08% |
| 3Y (ann.) | 62.03% | 79.87% |
| 5Y (ann.) | 56.74% | 54.05% |
| Metric | 11525741:solusd:triple_gx:lsma285_30_40 | 11525741:SOLUSD |
|---|---|---|
| Max Drawdown | -28.29% | -79.31% |
| Longest DD Days | 406.0 | 453.0 |
| Avg. Drawdown | -9.3% | -20.91% |
| Avg. Drawdown Days | 51.0 | 76.0 |
| Recovery Factor | 11.52 | 3.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-09-08 | -28.29 | 406 |
| 2024-01-02 | 2024-05-03 | -26.24 | 122 |
| 2025-10-08 | 2025-11-02 | -22.20 | 25 |
| 2023-11-16 | 2023-12-08 | -21.11 | 22 |
| 2023-01-30 | 2023-06-30 | -11.45 | 151 |
| 2023-07-27 | 2023-10-29 | -10.17 | 94 |
| 2024-07-03 | 2024-07-06 | -9.30 | 3 |
| 2022-11-25 | 2023-01-13 | -8.84 | 49 |
| 2024-07-07 | 2024-07-15 | -7.99 | 8 |
| 2023-01-21 | 2023-01-29 | -7.52 | 8 |
| Metric | 11525741:solusd:triple_gx:lsma285_30_40 | 11525741:SOLUSD |
|---|---|---|
| Best Day | 32.43% | 32.67% |
| Worst Day | -14.72% | -42.6% |
| Best Week | 32.43% | 43.67% |
| Worst Week | -17.88% | -51.66% |
| Best Month | 44.98% | 140.02% |
| Worst Month | -20.11% | -56.44% |
| Best Year | 228.81% | 921.46% |
| Worst Year | 1.94% | -78.61% |
| Avg. Up Day | 4.04% | 4.07% |
| Avg. Down Day | -2.84% | -3.26% |
| Avg. Up Week | 9.54% | 11.85% |
| Avg. Down Week | -5.81% | -6.92% |
| Avg. Up Month | 14.65% | 41.3% |
| Avg. Down Month | -11.8% | -20.46% |
| Win Days % | 47.46% | 49.62% |
| Win Month % | 76.0% | 55.0% |
| Win Week % | 56.45% | 49.42% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |