| Metric | 11556760:solusd:triple_gx:lsma285_130_145 | 11556760:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 342.12% | 302.88% |
| Max Drawdown | -48.47% | -79.31% |
| Sharpe | 1.14 | 0.93 |
| Sortino | 2.08 | 1.44 |
| Payoff Ratio | 1.45 | 1.35 |
| Profit Factor | 1.47 | 1.15 |
| Common Sense Ratio | 1.86 | 1.43 |
| CPC Index | 1.03 | 0.77 |
| Tail Ratio | 1.27 | 1.25 |
| Outlier Win Ratio | 19.9 | 3.07 |
| Outlier Loss Ratio | 3.33 | 2.81 |
| Volatility (ann.) | 51.82% | 95.24% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.21 | 0.68 |
| Skew | 3.23 | 0.23 |
| Kurtosis | 41.0 | 8.19 |
| Expected Daily % | 0.13% | 0.12% |
| Expected Monthly % | 3.79% | 3.55% |
| Expected Yearly % | 45.01% | 41.67% |
| Kelly Criterion | 13.21% | 12.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.3% | -7.96% |
| Expected Shortfall (cVaR) | -4.3% | -7.96% |
| Year | 11556760:SOLUSD | 11556760:solusd:triple_gx:lsma285_130_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.61 | -18.83 | 0.24 | + |
| 2023 | 921.46 | 405.49 | 0.44 | - |
| 2024 | 85.41 | 39.45 | 0.46 | - |
| 2025 | -0.57 | -22.73 | 39.74 | - |
| Metric | 11556760:solusd:triple_gx:lsma285_130_145 | 11556760:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | -17.26% | 15.43% |
| 6M | -17.26% | 26.77% |
| YTD | -22.73% | -0.57% |
| 1Y | -32.07% | 13.08% |
| 3Y (ann.) | 64.05% | 79.87% |
| 5Y (ann.) | 58.56% | 54.05% |
| Metric | 11556760:solusd:triple_gx:lsma285_130_145 | 11556760:SOLUSD |
|---|---|---|
| Max Drawdown | -48.47% | -79.31% |
| Longest DD Days | 337.0 | 453.0 |
| Avg. Drawdown | -9.43% | -20.91% |
| Avg. Drawdown Days | 45.0 | 76.0 |
| Recovery Factor | 7.06 | 3.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-11-02 | -48.47 | 337 |
| 2023-07-16 | 2023-10-01 | -23.40 | 77 |
| 2023-01-30 | 2023-02-20 | -22.86 | 21 |
| 2022-12-20 | 2023-01-03 | -21.51 | 14 |
| 2023-01-15 | 2023-01-20 | -14.40 | 5 |
| 2023-10-02 | 2023-11-09 | -10.85 | 38 |
| 2023-01-21 | 2023-01-29 | -10.81 | 8 |
| 2024-02-15 | 2024-10-13 | -8.25 | 241 |
| 2024-01-30 | 2024-02-08 | -6.12 | 9 |
| 2023-02-21 | 2023-07-06 | -5.21 | 135 |
| Metric | 11556760:solusd:triple_gx:lsma285_130_145 | 11556760: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 | 405.49% | 921.46% |
| Worst Year | -22.73% | -78.61% |
| Avg. Up Day | 4.24% | 4.26% |
| Avg. Down Day | -2.92% | -3.15% |
| Avg. Up Week | 12.97% | 13.92% |
| Avg. Down Week | -7.64% | -8.75% |
| Avg. Up Month | 32.97% | 38.36% |
| Avg. Down Month | -14.64% | -21.51% |
| Win Days % | 48.62% | 49.62% |
| Win Month % | 57.14% | 55.0% |
| Win Week % | 55.56% | 49.42% |
| Win Quarter % | 72.73% | 57.14% |
| Win Year % | 50.0% | 50.0% |