| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 221.7% | 57.18% |
| Max Drawdown | -29.54% | -88.59% |
| Sharpe | 1.14 | 0.67 |
| Sortino | 2.2 | 1.01 |
| Payoff Ratio | 1.48 | 1.36 |
| Profit Factor | 1.46 | 1.11 |
| Common Sense Ratio | 1.59 | 1.35 |
| CPC Index | 1.03 | 0.74 |
| Tail Ratio | 1.09 | 1.22 |
| Outlier Win Ratio | 25.96 | 3.11 |
| Outlier Loss Ratio | 3.4 | 2.59 |
| Volatility (ann.) | 43.41% | 102.89% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.69 | 0.19 |
| Skew | 3.29 | 0.07 |
| Kurtosis | 28.3 | 7.03 |
| Expected Daily % | 0.11% | 0.04% |
| Expected Monthly % | 3.39% | 1.3% |
| Expected Yearly % | 33.93% | 11.97% |
| Kelly Criterion | 12.45% | 12.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.6% | -8.67% |
| Expected Shortfall (cVaR) | -3.6% | -8.67% |
| Year | 11542658:SOLUSD | 11542658:solusd:triple_gx:lsma120_75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.20 | -22.04 | 0.25 | + |
| 2023 | 921.46 | 55.90 | 0.06 | - |
| 2024 | 85.41 | 32.76 | 0.38 | - |
| 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 | 134.61% | -24.19% |
| 3Y (ann.) | 49.93% | 16.97% |
| 5Y (ann.) | 49.93% | 16.97% |
| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| Max Drawdown | -29.54% | -88.59% |
| Longest DD Days | 543.0 | 594.0 |
| Avg. Drawdown | -8.83% | -24.82% |
| Avg. Drawdown Days | 73.0 | 93.0 |
| Recovery Factor | 7.5 | 0.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-12-21 | -29.54 | 543 |
| 2023-12-26 | 2024-05-04 | -28.76 | 130 |
| 2024-08-25 | 2025-01-15 | -22.22 | 143 |
| 2025-01-19 | 2025-02-28 | -8.41 | 40 |
| 2024-05-07 | 2024-05-15 | -7.06 | 8 |
| 2025-03-20 | 2025-03-23 | -5.83 | 3 |
| 2025-03-01 | 2025-03-02 | -3.04 | 1 |
| 2024-05-05 | 2024-05-06 | -0.37 | 1 |
| 2024-08-22 | 2024-08-23 | -0.18 | 1 |
| 2022-06-23 | 2022-06-24 | -0.18 | 1 |
| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| Best Day | 24.24% | 32.67% |
| Worst Day | -10.02% | -42.6% |
| Best Week | 35.11% | 43.67% |
| Worst Week | -21.63% | -51.66% |
| Best Month | 48.13% | 141.93% |
| Worst Month | -15.08% | -56.44% |
| Best Year | 99.38% | 921.46% |
| Worst Year | -22.04% | -88.2% |
| Avg. Up Day | 4.35% | 4.36% |
| Avg. Down Day | -2.93% | -3.2% |
| Avg. Up Week | 13.31% | 16.34% |
| Avg. Down Week | -7.62% | -7.85% |
| Avg. Up Month | 22.67% | 44.91% |
| Avg. Down Month | -7.62% | -15.97% |
| Win Days % | 47.71% | 49.33% |
| Win Month % | 45.83% | 48.57% |
| Win Week % | 53.06% | 47.1% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |