| Metric | 11527657:solusd:triple_gx:lsma290_20_50 | 11527657:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 366.94% | 374.9% |
| Max Drawdown | -50.75% | -75.61% |
| Sharpe | 1.22 | 0.99 |
| Sortino | 2.37 | 1.53 |
| Payoff Ratio | 1.45 | 1.38 |
| Profit Factor | 1.44 | 1.16 |
| Common Sense Ratio | 1.74 | 1.45 |
| CPC Index | 0.99 | 0.8 |
| Tail Ratio | 1.2 | 1.25 |
| Outlier Win Ratio | 18.54 | 3.04 |
| Outlier Loss Ratio | 3.72 | 2.91 |
| Volatility (ann.) | 48.72% | 95.32% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.21 | 0.83 |
| Skew | 3.82 | 0.22 |
| Kurtosis | 38.2 | 8.2 |
| Expected Daily % | 0.13% | 0.13% |
| Expected Monthly % | 3.93% | 3.97% |
| Expected Yearly % | 47.0% | 47.62% |
| Kelly Criterion | 11.35% | 13.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.03% | -7.95% |
| Expected Shortfall (cVaR) | -4.03% | -7.95% |
| Year | 11527657:SOLUSD | 11527657:solusd:triple_gx:lsma290_20_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.78 | 5.47 | -0.07 | + |
| 2023 | 921.46 | 354.04 | 0.38 | - |
| 2024 | 85.41 | -10.30 | -0.12 | - |
| 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.) | 67.06% | 79.87% |
| 5Y (ann.) | 61.6% | 62.45% |
| Metric | 11527657:solusd:triple_gx:lsma290_20_50 | 11527657:SOLUSD |
|---|---|---|
| Max Drawdown | -50.75% | -75.61% |
| Longest DD Days | 434.0 | 439.0 |
| Avg. Drawdown | -9.68% | -18.67% |
| Avg. Drawdown Days | 48.0 | 67.0 |
| Recovery Factor | 7.23 | 4.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-11-02 | -50.75 | 434 |
| 2023-01-30 | 2023-07-07 | -21.81 | 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 | 11527657:solusd:triple_gx:lsma290_20_50 | 11527657:SOLUSD |
|---|---|---|
| Best Day | 32.43% | 32.67% |
| Worst Day | -9.2% | -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 | 354.04% | 921.46% |
| Worst Year | -10.3% | -74.78% |
| Avg. Up Day | 4.06% | 4.08% |
| Avg. Down Day | -2.8% | -2.95% |
| Avg. Up Week | 11.95% | 13.91% |
| Avg. Down Week | -6.05% | -7.48% |
| Avg. Up Month | 22.5% | 44.88% |
| Avg. Down Month | -8.61% | -19.1% |
| Win Days % | 47.52% | 49.83% |
| Win Month % | 55.56% | 55.0% |
| Win Week % | 53.12% | 49.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 75.0% | 50.0% |