| Metric | 11526906:solusd:triple_gx:lsma40_50_45 | 11526906:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 78.03% | 48.23% |
| Max Drawdown | -29.74% | -92.96% |
| Sharpe | 0.72 | 0.64 |
| Sortino | 1.25 | 0.96 |
| Payoff Ratio | 1.64 | 1.15 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 1.44 | 1.33 |
| CPC Index | 0.79 | 0.63 |
| Tail Ratio | 1.11 | 1.21 |
| Outlier Win Ratio | 34.5 | 2.84 |
| Outlier Loss Ratio | 5.01 | 2.45 |
| Volatility (ann.) | 33.61% | 102.68% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.69 | 0.15 |
| Skew | 2.54 | 0.07 |
| Kurtosis | 27.44 | 6.71 |
| Expected Daily % | 0.05% | 0.04% |
| Expected Monthly % | 1.53% | 1.04% |
| Expected Yearly % | 15.51% | 10.34% |
| Kelly Criterion | -1.22% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.83% | -8.66% |
| Expected Shortfall (cVaR) | -2.83% | -8.66% |
| Year | 11526906:SOLUSD | 11526906:solusd:triple_gx:lsma40_50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | -11.49 | 0.13 | + |
| 2023 | 921.46 | 64.98 | 0.07 | - |
| 2024 | 85.41 | 15.54 | 0.18 | - |
| 2025 | -28.30 | 5.52 | -0.20 | + |
| Metric | 11526906:solusd:triple_gx:lsma40_50_45 | 11526906:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.58% |
| 3M | 3.0% | -37.4% |
| 6M | -0.99% | 2.99% |
| YTD | 5.52% | -28.3% |
| 1Y | 19.16% | -30.91% |
| 3Y (ann.) | 21.04% | 14.62% |
| 5Y (ann.) | 20.6% | 13.63% |
| Metric | 11526906:solusd:triple_gx:lsma40_50_45 | 11526906:SOLUSD |
|---|---|---|
| Max Drawdown | -29.74% | -92.96% |
| Longest DD Days | 229.0 | 703.0 |
| Avg. Drawdown | -6.8% | -17.92% |
| Avg. Drawdown Days | 45.0 | 69.0 |
| Recovery Factor | 2.62 | 0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-05 | 2023-02-19 | -29.74 | 229 |
| 2023-07-29 | 2023-12-20 | -17.08 | 144 |
| 2024-07-29 | 2024-08-23 | -14.75 | 25 |
| 2023-03-26 | 2023-06-30 | -13.99 | 96 |
| 2024-08-25 | 2025-01-03 | -13.86 | 131 |
| 2024-06-06 | 2024-07-15 | -12.23 | 39 |
| 2025-01-13 | 2025-03-19 | -10.60 | 65 |
| 2024-04-23 | 2024-06-04 | -8.37 | 42 |
| 2022-04-21 | 2022-07-04 | -7.18 | 74 |
| 2023-02-21 | 2023-03-17 | -5.21 | 24 |
| Metric | 11526906:solusd:triple_gx:lsma40_50_45 | 11526906:SOLUSD |
|---|---|---|
| Best Day | 19.11% | 32.67% |
| Worst Day | -9.42% | -42.6% |
| Best Week | 18.9% | 43.67% |
| Worst Week | -16.84% | -51.66% |
| Best Month | 15.78% | 141.93% |
| Worst Month | -21.99% | -56.44% |
| Best Year | 64.98% | 921.46% |
| Worst Year | -11.49% | -89.08% |
| Avg. Up Day | 3.86% | 3.93% |
| Avg. Down Day | -2.36% | -3.41% |
| Avg. Up Week | 6.22% | 13.48% |
| Avg. Down Week | -4.24% | -8.87% |
| Avg. Up Month | 6.14% | 52.82% |
| Avg. Down Month | -6.3% | -24.49% |
| Win Days % | 37.17% | 49.46% |
| Win Month % | 63.64% | 50.0% |
| Win Week % | 49.32% | 46.95% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |