| Metric | 11527656:solusd:triple_gx:lsma295_20_50 | 11527656:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 300.47% | 284.24% |
| Max Drawdown | -50.93% | -74.26% |
| Sharpe | 1.11 | 0.92 |
| Sortino | 2.1 | 1.41 |
| Payoff Ratio | 1.42 | 1.36 |
| Profit Factor | 1.39 | 1.15 |
| Common Sense Ratio | 1.66 | 1.42 |
| CPC Index | 0.94 | 0.77 |
| Tail Ratio | 1.19 | 1.24 |
| Outlier Win Ratio | 18.56 | 3.03 |
| Outlier Loss Ratio | 3.66 | 2.92 |
| Volatility (ann.) | 49.1% | 95.41% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.05 | 0.69 |
| Skew | 3.62 | 0.22 |
| Kurtosis | 37.13 | 8.1 |
| Expected Daily % | 0.12% | 0.11% |
| Expected Monthly % | 3.53% | 3.42% |
| Expected Yearly % | 41.46% | 40.01% |
| Kelly Criterion | 10.1% | 12.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.08% | -7.97% |
| Expected Shortfall (cVaR) | -4.08% | -7.97% |
| Year | 11527656:SOLUSD | 11527656:solusd:triple_gx:lsma295_20_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.05 | 5.47 | -0.08 | + |
| 2023 | 921.46 | 352.82 | 0.38 | - |
| 2024 | 85.41 | -10.63 | -0.12 | - |
| 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.) | 58.74% | 112.33% |
| 5Y (ann.) | 53.54% | 51.59% |
| Metric | 11527656:solusd:triple_gx:lsma295_20_50 | 11527656:SOLUSD |
|---|---|---|
| Max Drawdown | -50.93% | -74.26% |
| Longest DD Days | 448.0 | 413.0 |
| Avg. Drawdown | -9.56% | -18.38% |
| Avg. Drawdown Days | 49.0 | 63.0 |
| Recovery Factor | 5.9 | 3.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-11-16 | -50.93 | 448 |
| 2023-01-30 | 2023-07-07 | -18.98 | 158 |
| 2024-01-18 | 2024-07-15 | -17.92 | 179 |
| 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 |
| 2023-07-27 | 2023-10-16 | -10.17 | 81 |
| 2023-12-09 | 2024-01-09 | -9.83 | 31 |
| 2024-01-11 | 2024-01-17 | -9.71 | 6 |
| 2022-11-25 | 2023-01-13 | -8.84 | 49 |
| Metric | 11527656:solusd:triple_gx:lsma295_20_50 | 11527656: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 | 352.82% | 921.46% |
| Worst Year | -10.63% | -72.05% |
| Avg. Up Day | 4.06% | 4.08% |
| Avg. Down Day | -2.86% | -3.01% |
| Avg. Up Week | 12.38% | 14.42% |
| Avg. Down Week | -6.04% | -7.9% |
| Avg. Up Month | 24.71% | 49.33% |
| Avg. Down Month | -8.75% | -19.87% |
| Win Days % | 47.22% | 49.7% |
| Win Month % | 51.85% | 52.5% |
| Win Week % | 50.0% | 48.55% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 50.0% |