| Metric | 11527657:solusd:triple_gx:lsma290_20_50 | 11527657:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | -1.77% | 13.1% |
| Max Drawdown | -50.75% | -59.71% |
| Sharpe | 0.16 | 0.52 |
| Sortino | 0.24 | 0.78 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.04 | 1.1 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.0 | 1.02 |
| Outlier Win Ratio | 18.45 | 2.86 |
| Outlier Loss Ratio | 3.18 | 2.48 |
| Volatility (ann.) | 38.85% | 84.31% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.02 | 0.15 |
| Skew | 0.58 | 0.34 |
| Kurtosis | 7.8 | 3.19 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.1% | 0.69% |
| Expected Yearly % | -0.89% | 6.35% |
| Kelly Criterion | -2.49% | 5.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.33% | -7.14% |
| Expected Shortfall (cVaR) | -3.33% | -7.14% |
| Year | 11527657:SOLUSD | 11527657:solusd:triple_gx:lsma290_20_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | -9.63 | -0.70 | - |
| 2025 | -0.57 | 8.70 | -15.21 | + |
| Metric | 11527657:solusd:triple_gx:lsma290_20_50 | 11527657:SOLUSD |
|---|---|---|
| MTD | 0.33% | 0.33% |
| 3M | 32.03% | 15.43% |
| 6M | 32.03% | 26.77% |
| YTD | 8.7% | -0.57% |
| 1Y | -15.36% | 13.08% |
| 3Y (ann.) | -1.25% | 9.05% |
| 5Y (ann.) | -1.25% | 9.05% |
| Metric | 11527657:solusd:triple_gx:lsma290_20_50 | 11527657:SOLUSD |
|---|---|---|
| Max Drawdown | -50.75% | -59.71% |
| Longest DD Days | 434.0 | 287.0 |
| Avg. Drawdown | -13.7% | -20.57% |
| Avg. Drawdown Days | 94.0 | 63.0 |
| Recovery Factor | -0.03 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-11-02 | -50.75 | 434 |
| 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 | 11527657:solusd:triple_gx:lsma290_20_50 | 11527657:SOLUSD |
|---|---|---|
| Best Day | 11.08% | 24.47% |
| Worst Day | -8.63% | -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 | 8.7% | 13.75% |
| Worst Year | -9.63% | -0.57% |
| Avg. Up Day | 3.09% | 3.11% |
| Avg. Down Day | -2.79% | -2.92% |
| Avg. Up Week | 9.49% | 10.05% |
| Avg. Down Week | -6.49% | -9.16% |
| Avg. Up Month | 12.01% | 12.18% |
| Avg. Down Month | -11.48% | -22.05% |
| Win Days % | 46.15% | 51.45% |
| Win Month % | 46.15% | 61.11% |
| Win Week % | 42.42% | 52.63% |
| Win Quarter % | 40.0% | 57.14% |
| Win Year % | 50.0% | 50.0% |