| Metric | 11556700:solusd:triple_gx:lsma260_125_145 | 11556700:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -7.79% | 13.1% |
| Max Drawdown | -51.06% | -59.71% |
| Sharpe | 0.17 | 0.52 |
| Sortino | 0.24 | 0.78 |
| Payoff Ratio | 1.07 | 1.01 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.26 | 1.1 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | 1.21 | 1.02 |
| Outlier Win Ratio | 15.56 | 3.1 |
| Outlier Loss Ratio | 2.77 | 2.69 |
| Volatility (ann.) | 54.19% | 84.31% |
| R^2 | 0.41 | 0.41 |
| Calmar | -0.11 | 0.15 |
| Skew | 0.27 | 0.34 |
| Kurtosis | 21.39 | 3.19 |
| Expected Daily % | -0.02% | 0.02% |
| Expected Monthly % | -0.45% | 0.69% |
| Expected Yearly % | -3.97% | 6.35% |
| Kelly Criterion | -3.43% | 3.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.64% | -7.14% |
| Expected Shortfall (cVaR) | -4.64% | -7.14% |
| Year | 11556700:SOLUSD | 11556700:solusd:triple_gx:lsma260_125_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 44.41 | 3.23 | + |
| 2025 | -0.57 | -36.15 | 63.20 | - |
| Metric | 11556700:solusd:triple_gx:lsma260_125_145 | 11556700:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | -10.0% | 15.43% |
| 6M | -10.0% | 26.77% |
| YTD | -36.15% | -0.57% |
| 1Y | -1.81% | 13.08% |
| 3Y (ann.) | -5.54% | 9.05% |
| 5Y (ann.) | -5.54% | 9.05% |
| Metric | 11556700:solusd:triple_gx:lsma260_125_145 | 11556700:SOLUSD |
|---|---|---|
| Max Drawdown | -51.06% | -59.71% |
| Longest DD Days | 337.0 | 287.0 |
| Avg. Drawdown | -13.36% | -20.57% |
| Avg. Drawdown Days | 61.0 | 63.0 |
| Recovery Factor | -0.15 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-11-02 | -51.06 | 337 |
| 2024-07-03 | 2024-11-07 | -31.75 | 127 |
| 2024-06-28 | 2024-07-02 | -6.51 | 4 |
| 2024-06-17 | 2024-06-27 | -5.84 | 10 |
| 2024-11-12 | 2024-11-17 | -5.77 | 5 |
| 2024-11-22 | 2024-11-27 | -2.86 | 5 |
| 2024-11-28 | 2024-11-29 | -1.89 | 1 |
| 2024-11-19 | 2024-11-21 | -1.15 | 2 |
| Metric | 11556700:solusd:triple_gx:lsma260_125_145 | 11556700:SOLUSD |
|---|---|---|
| Best Day | 24.47% | 24.47% |
| Worst Day | -20.52% | -20.52% |
| Best Week | 19.8% | 21.25% |
| Worst Week | -17.31% | -18.95% |
| Best Month | 54.39% | 41.15% |
| Worst Month | -25.88% | -36.08% |
| Best Year | 44.41% | 13.75% |
| Worst Year | -36.15% | -0.57% |
| Avg. Up Day | 3.81% | 3.82% |
| Avg. Down Day | -3.56% | -3.78% |
| Avg. Up Week | 10.2% | 10.16% |
| Avg. Down Week | -6.42% | -7.02% |
| Avg. Up Month | 26.68% | 18.5% |
| Avg. Down Month | -15.87% | -20.82% |
| Win Days % | 46.58% | 51.45% |
| Win Month % | 41.67% | 61.11% |
| Win Week % | 38.71% | 52.63% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |