| Metric | 11527656:solusd:triple_gx:lsma295_20_50 | 11527656:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | -15.53% | -17.42% |
| Max Drawdown | -50.93% | -59.71% |
| Sharpe | -0.09 | 0.27 |
| Sortino | -0.13 | 0.39 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 0.98 | 1.04 |
| Common Sense Ratio | 0.94 | 1.04 |
| CPC Index | 0.48 | 0.54 |
| Tail Ratio | 0.97 | 1.0 |
| Outlier Win Ratio | 18.45 | 2.85 |
| Outlier Loss Ratio | 3.09 | 2.49 |
| Volatility (ann.) | 40.08% | 84.74% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.21 | -0.21 |
| Skew | 0.19 | 0.31 |
| Kurtosis | 8.3 | 3.05 |
| Expected Daily % | -0.03% | -0.04% |
| Expected Monthly % | -0.93% | -1.06% |
| Expected Yearly % | -8.09% | -9.12% |
| Kelly Criterion | -5.44% | 3.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.46% | -7.23% |
| Expected Shortfall (cVaR) | -3.46% | -7.23% |
| Year | 11527656:SOLUSD | 11527656:solusd:triple_gx:lsma295_20_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | -9.97 | -0.72 | - |
| 2025 | -27.40 | -6.17 | 0.23 | + |
| Metric | 11527656:solusd:triple_gx:lsma295_20_50 | 11527656:SOLUSD |
|---|---|---|
| MTD | -13.4% | -26.75% |
| 3M | 13.97% | -26.25% |
| 6M | 13.97% | -18.15% |
| YTD | -6.17% | -27.4% |
| 1Y | -26.94% | -37.27% |
| 3Y (ann.) | -10.91% | -12.28% |
| 5Y (ann.) | -10.91% | -12.28% |
| Metric | 11527656:solusd:triple_gx:lsma295_20_50 | 11527656:SOLUSD |
|---|---|---|
| Max Drawdown | -50.93% | -59.71% |
| Longest DD Days | 448.0 | 301.0 |
| Avg. Drawdown | -13.73% | -20.57% |
| Avg. Drawdown Days | 96.0 | 64.0 |
| Recovery Factor | -0.3 | -0.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-11-16 | -50.93 | 448 |
| 2024-07-29 | 2024-08-23 | -7.48 | 25 |
| 2024-07-22 | 2024-07-28 | -6.84 | 6 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-12 | 2024-07-13 | -0.18 | 1 |
| Metric | 11527656:solusd:triple_gx:lsma295_20_50 | 11527656:SOLUSD |
|---|---|---|
| Best Day | 11.08% | 24.47% |
| Worst Day | -11.57% | -20.52% |
| Best Week | 21.25% | 21.25% |
| Worst Week | -17.1% | -18.95% |
| Best Month | 22.58% | 41.15% |
| Worst Month | -25.86% | -36.08% |
| Best Year | -6.17% | 13.75% |
| Worst Year | -9.97% | -27.4% |
| Avg. Up Day | 3.11% | 3.13% |
| Avg. Down Day | -2.92% | -3.05% |
| Avg. Up Week | 10.41% | 11.02% |
| Avg. Down Week | -6.93% | -9.43% |
| Avg. Up Month | 14.93% | 15.14% |
| Avg. Down Month | -11.86% | -22.99% |
| Win Days % | 45.62% | 51.03% |
| Win Month % | 38.46% | 55.56% |
| Win Week % | 39.39% | 50.0% |
| Win Quarter % | 40.0% | 57.14% |
| Win Year % | 0.0% | 50.0% |