| Metric | 11527655:solusd:triple_gx:lsma285_20_50 | 11527655:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 263.93% | 194.16% |
| Max Drawdown | -51.13% | -79.31% |
| Sharpe | 1.04 | 0.83 |
| Sortino | 1.96 | 1.27 |
| Payoff Ratio | 1.4 | 1.33 |
| Profit Factor | 1.37 | 1.13 |
| Common Sense Ratio | 1.61 | 1.38 |
| CPC Index | 0.9 | 0.75 |
| Tail Ratio | 1.18 | 1.22 |
| Outlier Win Ratio | 18.82 | 3.01 |
| Outlier Loss Ratio | 3.62 | 2.91 |
| Volatility (ann.) | 48.72% | 95.3% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.95 | 0.49 |
| Skew | 3.65 | 0.22 |
| Kurtosis | 37.95 | 8.07 |
| Expected Daily % | 0.11% | 0.09% |
| Expected Monthly % | 3.28% | 2.73% |
| Expected Yearly % | 38.12% | 30.96% |
| Kelly Criterion | 9.4% | 11.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.06% | -7.99% |
| Expected Shortfall (cVaR) | -4.06% | -7.99% |
| Year | 11527655:SOLUSD | 11527655:solusd:triple_gx:lsma285_20_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.61 | 5.47 | -0.07 | + |
| 2023 | 921.46 | 313.96 | 0.34 | - |
| 2024 | 85.41 | -6.40 | -0.07 | - |
| 2025 | -27.40 | -10.95 | 0.40 | + |
| Metric | 11527655:solusd:triple_gx:lsma285_20_50 | 11527655:SOLUSD |
|---|---|---|
| MTD | -13.4% | -26.75% |
| 3M | 11.35% | -26.25% |
| 6M | 11.35% | -18.15% |
| YTD | -10.95% | -27.4% |
| 1Y | -30.66% | -37.27% |
| 3Y (ann.) | 53.76% | 112.33% |
| 5Y (ann.) | 48.57% | 39.19% |
| Metric | 11527655:solusd:triple_gx:lsma285_20_50 | 11527655:SOLUSD |
|---|---|---|
| Max Drawdown | -51.13% | -79.31% |
| Longest DD Days | 448.0 | 453.0 |
| Avg. Drawdown | -10.08% | -20.91% |
| Avg. Drawdown Days | 49.0 | 77.0 |
| Recovery Factor | 5.16 | 2.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-11-16 | -51.13 | 448 |
| 2023-01-30 | 2023-07-07 | -21.81 | 158 |
| 2024-01-18 | 2024-03-31 | -17.92 | 73 |
| 2023-11-19 | 2023-12-02 | -15.67 | 13 |
| 2023-01-17 | 2023-01-20 | -12.01 | 3 |
| 2023-01-21 | 2023-01-29 | -10.81 | 8 |
| 2024-04-01 | 2024-07-15 | -10.30 | 105 |
| 2023-07-27 | 2023-10-19 | -10.17 | 84 |
| 2023-12-09 | 2024-01-09 | -9.83 | 31 |
| 2024-01-11 | 2024-01-17 | -9.71 | 6 |
| Metric | 11527655:solusd:triple_gx:lsma285_20_50 | 11527655:SOLUSD |
|---|---|---|
| Best Day | 32.43% | 32.67% |
| Worst Day | -11.57% | -42.6% |
| Best Week | 47.38% | 43.67% |
| Worst Week | -17.1% | -51.66% |
| Best Month | 51.96% | 140.02% |
| Worst Month | -25.86% | -56.44% |
| Best Year | 313.96% | 921.46% |
| Worst Year | -10.95% | -78.61% |
| Avg. Up Day | 4.03% | 4.05% |
| Avg. Down Day | -2.88% | -3.04% |
| Avg. Up Week | 11.87% | 14.42% |
| Avg. Down Week | -6.33% | -7.7% |
| Avg. Up Month | 22.96% | 49.33% |
| Avg. Down Month | -8.89% | -19.87% |
| Win Days % | 47.22% | 49.45% |
| Win Month % | 53.85% | 52.5% |
| Win Week % | 52.38% | 48.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 50.0% |