| Metric | 11525742:solusd:triple_gx:lsma275_30_40 | 11525742:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | -8.64% | 13.1% |
| Max Drawdown | -25.6% | -59.71% |
| Sharpe | 0.05 | 0.52 |
| Sortino | 0.07 | 0.78 |
| Payoff Ratio | 1.11 | 0.95 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 0.93 | 1.1 |
| CPC Index | 0.5 | 0.52 |
| Tail Ratio | 0.92 | 1.02 |
| Outlier Win Ratio | 19.42 | 2.94 |
| Outlier Loss Ratio | 3.26 | 2.53 |
| Volatility (ann.) | 40.9% | 84.31% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.24 | 0.15 |
| Skew | -0.03 | 0.34 |
| Kurtosis | 11.41 | 3.19 |
| Expected Daily % | -0.02% | 0.02% |
| Expected Monthly % | -0.5% | 0.69% |
| Expected Yearly % | -4.42% | 6.35% |
| Kelly Criterion | -5.46% | 0.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.52% | -7.14% |
| Expected Shortfall (cVaR) | -3.52% | -7.14% |
| Year | 11525742:SOLUSD | 11525742:solusd:triple_gx:lsma275_30_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | -0.16 | -0.01 | - |
| 2025 | -0.57 | -8.50 | 14.85 | - |
| Metric | 11525742:solusd:triple_gx:lsma275_30_40 | 11525742:SOLUSD |
|---|---|---|
| MTD | 0.33% | 0.33% |
| 3M | -0.28% | 15.43% |
| 6M | -0.28% | 26.77% |
| YTD | -8.5% | -0.57% |
| 1Y | 2.43% | 13.08% |
| 3Y (ann.) | -6.16% | 9.05% |
| 5Y (ann.) | -6.16% | 9.05% |
| Metric | 11525742:solusd:triple_gx:lsma275_30_40 | 11525742:SOLUSD |
|---|---|---|
| Max Drawdown | -25.6% | -59.71% |
| Longest DD Days | 461.0 | 287.0 |
| Avg. Drawdown | -10.06% | -20.57% |
| Avg. Drawdown Days | 96.0 | 63.0 |
| Recovery Factor | -0.34 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-11-02 | -25.60 | 461 |
| 2024-07-03 | 2024-07-06 | -9.30 | 3 |
| 2024-07-07 | 2024-07-15 | -7.99 | 8 |
| 2024-07-22 | 2024-07-26 | -4.18 | 4 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| Metric | 11525742:solusd:triple_gx:lsma275_30_40 | 11525742:SOLUSD |
|---|---|---|
| Best Day | 11.08% | 24.47% |
| Worst Day | -14.72% | -20.52% |
| Best Week | 16.88% | 21.25% |
| Worst Week | -17.88% | -18.95% |
| Best Month | 16.87% | 41.15% |
| Worst Month | -19.18% | -36.08% |
| Best Year | -0.16% | 13.75% |
| Worst Year | -8.5% | -0.57% |
| Avg. Up Day | 3.2% | 3.23% |
| Avg. Down Day | -2.87% | -3.41% |
| Avg. Up Week | 6.85% | 9.25% |
| Avg. Down Week | -7.08% | -9.31% |
| Avg. Up Month | 9.41% | 15.87% |
| Avg. Down Month | -9.35% | -20.82% |
| Win Days % | 44.44% | 51.45% |
| Win Month % | 41.67% | 61.11% |
| Win Week % | 48.48% | 52.63% |
| Win Quarter % | 40.0% | 57.14% |
| Win Year % | 0.0% | 50.0% |