| Metric | 4025037:solusd:triple_gx:lsma120_80_10 | 4025037:SOLUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 717.23% | 32.36% |
| Max Drawdown | -57.14% | -93.44% |
| Sharpe | 0.66 | 0.3 |
| Sortino | 1.08 | 0.44 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.05 | 1.03 |
| Outlier Win Ratio | 13.18 | 3.85 |
| Outlier Loss Ratio | 3.74 | 3.33 |
| Volatility (ann.) | 33.63% | 51.64% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.68 | 0.1 |
| Skew | 2.14 | 0.46 |
| Kurtosis | 30.37 | 10.89 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.53% | 0.72% |
| Expected Yearly % | 69.08% | 7.26% |
| Kelly Criterion | 4.58% | 8.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.83% | -4.4% |
| Expected Shortfall (cVaR) | -2.83% | -4.4% |
| Year | 4025037:SOLUSD | 4025037:solusd:triple_gx:lsma120_80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.32 | -5.69 | 0.06 | + |
| 2023 | 921.46 | 453.06 | 0.49 | - |
| 2024 | 85.41 | 71.27 | 0.83 | - |
| 2025 | -34.58 | -8.52 | 0.25 | + |
| Metric | 4025037:solusd:triple_gx:lsma120_80_10 | 4025037:SOLUSD |
|---|---|---|
| MTD | -13.74% | -16.59% |
| 3M | -23.12% | -42.89% |
| 6M | -2.46% | -6.0% |
| YTD | -8.52% | -34.58% |
| 1Y | -6.29% | -38.76% |
| 3Y (ann.) | 91.49% | 12.0% |
| 5Y (ann.) | 95.7% | 9.37% |
| Metric | 4025037:solusd:triple_gx:lsma120_80_10 | 4025037:SOLUSD |
|---|---|---|
| Max Drawdown | -57.14% | -93.44% |
| Longest DD Days | 285.0 | 703.0 |
| Avg. Drawdown | -8.49% | -13.65% |
| Avg. Drawdown Days | 18.0 | 45.0 |
| Recovery Factor | 12.55 | 0.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-01-14 | -57.14 | 285 |
| 2025-01-19 | 2025-03-18 | -36.29 | 57 |
| 2023-07-15 | 2023-10-21 | -25.10 | 97 |
| 2024-11-12 | 2025-01-19 | -24.28 | 68 |
| 2023-12-25 | 2024-02-29 | -20.97 | 65 |
| 2024-07-03 | 2024-07-21 | -20.18 | 18 |
| 2024-03-18 | 2024-05-20 | -18.99 | 63 |
| 2023-11-02 | 2023-11-10 | -17.67 | 8 |
| 2022-02-07 | 2022-03-24 | -16.62 | 44 |
| 2023-04-17 | 2023-07-08 | -15.93 | 82 |
| Metric | 4025037:solusd:triple_gx:lsma120_80_10 | 4025037:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.91% | -26.94% |
| Best Week | 36.46% | 43.67% |
| Worst Week | -15.93% | -51.66% |
| Best Month | 114.01% | 140.02% |
| Worst Month | -29.09% | -56.44% |
| Best Year | 453.06% | 921.46% |
| Worst Year | -8.52% | -89.32% |
| Avg. Up Day | 2.03% | 2.04% |
| Avg. Down Day | -1.69% | -1.72% |
| Avg. Up Week | 11.38% | 16.36% |
| Avg. Down Week | -5.92% | -9.25% |
| Avg. Up Month | 22.22% | 36.18% |
| Avg. Down Month | -12.04% | -24.12% |
| Win Days % | 47.88% | 50.13% |
| Win Month % | 64.1% | 51.28% |
| Win Week % | 49.58% | 46.11% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |