| Metric | 4024599:solusd:triple_gx:lsma120_20_10 | 4024599:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 1,340.01% | 47.84% |
| Max Drawdown | -44.1% | -93.44% |
| Sharpe | 0.87 | 0.32 |
| Sortino | 1.52 | 0.47 |
| Payoff Ratio | 1.36 | 1.3 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.51 | 1.08 |
| CPC Index | 0.81 | 0.69 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 18.92 | 3.8 |
| Outlier Loss Ratio | 3.92 | 3.08 |
| Volatility (ann.) | 29.2% | 51.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 3.02 | 0.14 |
| Skew | 3.52 | 0.45 |
| Kurtosis | 53.78 | 10.9 |
| Expected Daily % | 0.06% | 0.01% |
| Expected Monthly % | 7.08% | 1.01% |
| Expected Yearly % | 94.8% | 10.27% |
| Kelly Criterion | 6.09% | 11.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.44% | -4.39% |
| Expected Shortfall (cVaR) | -2.44% | -4.39% |
| Year | 4024599:SOLUSD | 4024599:solusd:triple_gx:lsma120_20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.32 | -31.13 | 0.35 | + |
| 2023 | 921.46 | 662.43 | 0.72 | - |
| 2024 | 85.41 | 135.04 | 1.58 | + |
| 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 | 67.86% | -27.0% |
| 3Y (ann.) | 150.65% | 11.82% |
| 5Y (ann.) | 133.16% | 13.21% |
| Metric | 4024599:solusd:triple_gx:lsma120_20_10 | 4024599:SOLUSD |
|---|---|---|
| Max Drawdown | -44.1% | -93.44% |
| Longest DD Days | 280.0 | 703.0 |
| Avg. Drawdown | -6.69% | -13.65% |
| Avg. Drawdown Days | 16.0 | 45.0 |
| Recovery Factor | 30.39 | 0.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-01-09 | -44.10 | 280 |
| 2025-03-03 | 2025-03-26 | -29.85 | 23 |
| 2022-02-01 | 2022-04-01 | -22.71 | 58 |
| 2023-12-25 | 2024-02-10 | -18.94 | 46 |
| 2025-01-19 | 2025-03-02 | -18.62 | 42 |
| 2024-11-22 | 2025-01-18 | -18.07 | 57 |
| 2023-07-15 | 2023-10-01 | -17.37 | 77 |
| 2023-11-02 | 2023-11-10 | -17.25 | 8 |
| 2024-05-04 | 2024-07-21 | -15.97 | 78 |
| 2023-11-12 | 2023-12-09 | -15.46 | 26 |
| Metric | 4024599:solusd:triple_gx:lsma120_20_10 | 4024599:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.91% | -26.94% |
| Best Week | 32.73% | 43.67% |
| Worst Week | -14.75% | -51.66% |
| Best Month | 107.69% | 140.02% |
| Worst Month | -29.1% | -56.44% |
| Best Year | 662.43% | 921.46% |
| Worst Year | -31.13% | -89.32% |
| Avg. Up Day | 2.14% | 2.16% |
| Avg. Down Day | -1.57% | -1.66% |
| Avg. Up Week | 10.22% | 15.8% |
| Avg. Down Week | -4.81% | -9.48% |
| Avg. Up Month | 24.65% | 39.43% |
| Avg. Down Month | -8.1% | -26.17% |
| Win Days % | 45.9% | 50.16% |
| Win Month % | 69.23% | 51.28% |
| Win Week % | 55.56% | 46.43% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |