| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 88.34% | -19.97% |
| Max Drawdown | -22.22% | -54.78% |
| Sharpe | 1.91 | 0.13 |
| Sortino | 4.88 | 0.2 |
| Payoff Ratio | 1.84 | 1.47 |
| Profit Factor | 2.13 | 1.02 |
| Common Sense Ratio | 3.78 | 1.01 |
| CPC Index | 2.03 | 0.77 |
| Tail Ratio | 1.77 | 0.99 |
| Outlier Win Ratio | 20.37 | 2.99 |
| Outlier Loss Ratio | 2.96 | 2.05 |
| Volatility (ann.) | 45.89% | 89.32% |
| R^2 | 0.27 | 0.27 |
| Calmar | 5.35 | -0.44 |
| Skew | 5.43 | 0.45 |
| Kurtosis | 47.82 | 3.97 |
| Expected Daily % | 0.21% | -0.08% |
| Expected Monthly % | 6.54% | -2.2% |
| Expected Yearly % | 37.24% | -10.54% |
| Kelly Criterion | 25.65% | 18.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.71% | -7.66% |
| Expected Shortfall (cVaR) | -3.71% | -7.66% |
| Year | 11542658:SOLUSD | 11542658:solusd:triple_gx:lsma120_75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | -5.53 | -0.40 | - |
| 2025 | -29.64 | 99.38 | -3.35 | + |
| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| MTD | 23.03% | -10.29% |
| 3M | 99.02% | -31.69% |
| 6M | 99.02% | -9.42% |
| YTD | 99.38% | -29.64% |
| 1Y | 88.34% | -19.97% |
| 3Y (ann.) | 118.87% | -24.08% |
| 5Y (ann.) | 118.87% | -24.08% |
| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| Max Drawdown | -22.22% | -54.78% |
| Longest DD Days | 143.0 | 100.0 |
| Avg. Drawdown | -5.72% | -19.95% |
| Avg. Drawdown Days | 27.0 | 35.0 |
| Recovery Factor | 3.98 | -0.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-01-15 | -22.22 | 143 |
| 2025-01-19 | 2025-02-28 | -8.41 | 40 |
| 2025-03-20 | 2025-03-23 | -5.83 | 3 |
| 2025-03-01 | 2025-03-02 | -3.04 | 1 |
| 2024-08-22 | 2024-08-23 | -0.18 | 1 |
| 2025-03-18 | 2025-03-19 | -0.18 | 1 |
| 2024-08-20 | 2024-08-21 | -0.18 | 1 |
| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| Best Day | 24.24% | 24.47% |
| Worst Day | -6.56% | -20.52% |
| Best Week | 20.47% | 21.25% |
| Worst Week | -10.06% | -17.1% |
| Best Month | 48.13% | 41.15% |
| Worst Month | -5.7% | -36.08% |
| Best Year | 99.38% | 13.75% |
| Worst Year | -5.53% | -29.64% |
| Avg. Up Day | 4.79% | 4.83% |
| Avg. Down Day | -2.61% | -3.27% |
| Avg. Up Week | 12.65% | 13.88% |
| Avg. Down Week | -8.25% | -9.33% |
| Avg. Up Month | 24.24% | 17.76% |
| Avg. Down Month | -2.94% | -20.88% |
| Win Days % | 51.85% | 51.19% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 69.23% | 50.0% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |