| Metric | 11556700:solusd:triple_gx:lsma260_125_145 | 11556700:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 445.11% | 318.47% |
| Max Drawdown | -51.06% | -79.31% |
| Sharpe | 1.2 | 0.94 |
| Sortino | 2.14 | 1.44 |
| Payoff Ratio | 1.39 | 1.31 |
| Profit Factor | 1.44 | 1.15 |
| Common Sense Ratio | 2.09 | 1.43 |
| CPC Index | 0.98 | 0.75 |
| Tail Ratio | 1.45 | 1.25 |
| Outlier Win Ratio | 17.26 | 3.17 |
| Outlier Loss Ratio | 3.44 | 3.01 |
| Volatility (ann.) | 55.08% | 95.15% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.32 | 0.69 |
| Skew | 2.69 | 0.22 |
| Kurtosis | 32.19 | 8.05 |
| Expected Daily % | 0.14% | 0.12% |
| Expected Monthly % | 4.22% | 3.55% |
| Expected Yearly % | 52.8% | 43.03% |
| Kelly Criterion | 12.36% | 11.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.56% | -7.95% |
| Expected Shortfall (cVaR) | -4.56% | -7.95% |
| Year | 11556700:SOLUSD | 11556700:solusd:triple_gx:lsma260_125_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -77.78 | -18.98 | 0.24 | + |
| 2023 | 921.46 | 493.75 | 0.54 | - |
| 2024 | 85.41 | 77.46 | 0.91 | - |
| 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.) | 76.01% | 79.87% |
| 5Y (ann.) | 67.36% | 54.45% |
| Metric | 11556700:solusd:triple_gx:lsma260_125_145 | 11556700:SOLUSD |
|---|---|---|
| Max Drawdown | -51.06% | -79.31% |
| Longest DD Days | 337.0 | 453.0 |
| Avg. Drawdown | -9.02% | -20.79% |
| Avg. Drawdown Days | 37.0 | 73.0 |
| Recovery Factor | 8.72 | 4.02 |
| 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 |
| 2022-07-31 | 2023-01-03 | -27.41 | 156 |
| 2023-01-30 | 2023-06-29 | -22.86 | 150 |
| 2023-08-15 | 2023-10-01 | -20.93 | 47 |
| 2023-01-15 | 2023-01-20 | -14.40 | 5 |
| 2022-07-25 | 2022-07-28 | -11.36 | 3 |
| 2023-01-21 | 2023-01-29 | -10.81 | 8 |
| 2024-02-15 | 2024-07-02 | -9.94 | 138 |
| 2024-01-21 | 2024-01-26 | -8.15 | 5 |
| Metric | 11556700:solusd:triple_gx:lsma260_125_145 | 11556700:SOLUSD |
|---|---|---|
| Best Day | 32.67% | 32.67% |
| Worst Day | -20.52% | -42.6% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 140.02% | 140.02% |
| Worst Month | -25.88% | -56.44% |
| Best Year | 493.75% | 921.46% |
| Worst Year | -36.15% | -77.78% |
| Avg. Up Day | 4.27% | 4.29% |
| Avg. Down Day | -3.06% | -3.26% |
| Avg. Up Week | 12.63% | 13.27% |
| Avg. Down Week | -7.04% | -7.68% |
| Avg. Up Month | 37.38% | 41.19% |
| Avg. Down Month | -14.6% | -20.53% |
| Win Days % | 48.97% | 49.67% |
| Win Month % | 56.0% | 53.66% |
| Win Week % | 55.56% | 49.43% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 50.0% |