| Metric | 11556757:solusd:triple_gx:lsma265_130_145 | 11556757:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 438.07% | 358.57% |
| Max Drawdown | -48.47% | -79.31% |
| Sharpe | 1.23 | 0.97 |
| Sortino | 2.27 | 1.49 |
| Payoff Ratio | 1.52 | 1.37 |
| Profit Factor | 1.48 | 1.15 |
| Common Sense Ratio | 2.04 | 1.44 |
| CPC Index | 1.07 | 0.79 |
| Tail Ratio | 1.38 | 1.25 |
| Outlier Win Ratio | 18.67 | 3.12 |
| Outlier Loss Ratio | 3.45 | 2.79 |
| Volatility (ann.) | 52.69% | 95.2% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.38 | 0.75 |
| Skew | 3.15 | 0.22 |
| Kurtosis | 37.93 | 8.07 |
| Expected Daily % | 0.14% | 0.13% |
| Expected Monthly % | 4.19% | 3.78% |
| Expected Yearly % | 52.3% | 46.34% |
| Kelly Criterion | 12.94% | 13.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.36% | -7.94% |
| Expected Shortfall (cVaR) | -4.36% | -7.94% |
| Year | 11556757:SOLUSD | 11556757:solusd:triple_gx:lsma265_130_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -75.65 | -10.33 | 0.14 | + |
| 2023 | 921.46 | 489.19 | 0.53 | - |
| 2024 | 85.41 | 31.81 | 0.37 | - |
| 2025 | -0.57 | -22.73 | 39.74 | - |
| Metric | 11556757:solusd:triple_gx:lsma265_130_145 | 11556757:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | -17.26% | 15.43% |
| 6M | -17.26% | 26.77% |
| YTD | -22.73% | -0.57% |
| 1Y | -26.78% | 13.08% |
| 3Y (ann.) | 69.43% | 79.87% |
| 5Y (ann.) | 67.05% | 59.1% |
| Metric | 11556757:solusd:triple_gx:lsma265_130_145 | 11556757:SOLUSD |
|---|---|---|
| Max Drawdown | -48.47% | -79.31% |
| Longest DD Days | 337.0 | 453.0 |
| Avg. Drawdown | -8.02% | -18.85% |
| Avg. Drawdown Days | 43.0 | 64.0 |
| Recovery Factor | 9.04 | 4.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-11-02 | -48.47 | 337 |
| 2022-07-31 | 2023-01-03 | -27.41 | 156 |
| 2023-07-16 | 2023-10-01 | -23.40 | 77 |
| 2023-01-30 | 2023-06-29 | -22.86 | 150 |
| 2023-01-15 | 2023-01-20 | -14.40 | 5 |
| 2023-01-21 | 2023-01-29 | -10.81 | 8 |
| 2024-02-15 | 2024-10-14 | -9.61 | 242 |
| 2024-01-30 | 2024-02-08 | -6.12 | 9 |
| 2024-11-12 | 2024-11-21 | -6.11 | 9 |
| 2023-10-02 | 2023-11-04 | -4.90 | 33 |
| Metric | 11556757:solusd:triple_gx:lsma265_130_145 | 11556757: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 | 140.44% | 140.02% |
| Worst Month | -22.31% | -56.44% |
| Best Year | 489.19% | 921.46% |
| Worst Year | -22.73% | -75.65% |
| Avg. Up Day | 4.31% | 4.32% |
| Avg. Down Day | -2.83% | -3.16% |
| Avg. Up Week | 11.99% | 12.96% |
| Avg. Down Week | -6.95% | -8.56% |
| Avg. Up Month | 26.18% | 34.26% |
| Avg. Down Month | -12.84% | -20.53% |
| Win Days % | 47.48% | 49.71% |
| Win Month % | 60.0% | 56.1% |
| Win Week % | 55.74% | 49.71% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 50.0% | 50.0% |