| Metric | 4024599:solusd:triple_gx:lsma120_20_10 | 4024599:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 77.66% | -4.33% |
| Max Drawdown | -29.85% | -58.89% |
| Sharpe | 0.8 | 0.19 |
| Sortino | 1.36 | 0.28 |
| Payoff Ratio | 1.36 | 1.31 |
| Profit Factor | 1.26 | 1.03 |
| Common Sense Ratio | 1.56 | 1.06 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | 1.24 | 1.03 |
| Outlier Win Ratio | 16.56 | 3.12 |
| Outlier Loss Ratio | 4.11 | 3.13 |
| Volatility (ann.) | 24.26% | 44.32% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.17 | -0.08 |
| Skew | 3.26 | 0.6 |
| Kurtosis | 53.85 | 8.32 |
| Expected Daily % | 0.05% | -0.0% |
| Expected Monthly % | 5.36% | -0.4% |
| Expected Yearly % | 33.29% | -2.19% |
| Kelly Criterion | 5.05% | 10.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -3.79% |
| Expected Shortfall (cVaR) | -2.04% | -3.79% |
| Year | 4024599:SOLUSD | 4024599:solusd:triple_gx:lsma120_20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 52.28 | 1.69 | + |
| 2025 | -26.94 | 16.67 | -0.62 | + |
| Metric | 4024599:solusd:triple_gx:lsma120_20_10 | 4024599:SOLUSD |
|---|---|---|
| MTD | 1.31% | -6.84% |
| 3M | 7.87% | -29.95% |
| 6M | 17.83% | -9.68% |
| YTD | 16.67% | -26.94% |
| 1Y | 77.66% | -4.33% |
| 3Y (ann.) | 94.63% | -5.0% |
| 5Y (ann.) | 94.63% | -5.0% |
| Metric | 4024599:solusd:triple_gx:lsma120_20_10 | 4024599:SOLUSD |
|---|---|---|
| Max Drawdown | -29.85% | -58.89% |
| Longest DD Days | 57.0 | 101.0 |
| Avg. Drawdown | -5.19% | -12.09% |
| Avg. Drawdown Days | 11.0 | 19.0 |
| Recovery Factor | 2.6 | -0.07 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-26 | -29.85 | 23 |
| 2025-01-19 | 2025-03-02 | -18.62 | 42 |
| 2024-11-22 | 2025-01-18 | -18.07 | 57 |
| 2024-06-28 | 2024-07-20 | -14.33 | 22 |
| 2024-10-21 | 2024-11-08 | -9.02 | 17 |
| 2024-11-08 | 2024-11-17 | -7.40 | 8 |
| 2024-08-24 | 2024-09-19 | -7.31 | 25 |
| 2024-08-20 | 2024-08-23 | -5.28 | 3 |
| 2024-05-18 | 2024-06-27 | -4.94 | 40 |
| 2024-10-15 | 2024-10-19 | -3.30 | 4 |
| Metric | 4024599:solusd:triple_gx:lsma120_20_10 | 4024599:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 12.74% | 21.25% |
| Worst Week | -9.94% | -17.1% |
| Best Month | 23.05% | 41.15% |
| Worst Month | -15.61% | -36.08% |
| Best Year | 52.28% | 30.93% |
| Worst Year | 16.67% | -26.94% |
| Avg. Up Day | 1.81% | 1.83% |
| Avg. Down Day | -1.34% | -1.39% |
| Avg. Up Week | 6.7% | 11.64% |
| Avg. Down Week | -3.75% | -7.51% |
| Avg. Up Month | 12.41% | 19.84% |
| Avg. Down Month | -11.01% | -28.33% |
| Win Days % | 45.32% | 49.37% |
| Win Month % | 81.82% | 54.55% |
| Win Week % | 52.78% | 48.94% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |