| Metric | 4027728:solusd:triple_gx:lsma120_45_35 | 4027728:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 501.28% | 32.36% |
| Max Drawdown | -46.02% | -93.44% |
| Sharpe | 0.62 | 0.3 |
| Sortino | 1.01 | 0.44 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.67 | 0.57 |
| Tail Ratio | 1.07 | 1.03 |
| Outlier Win Ratio | 16.86 | 3.76 |
| Outlier Loss Ratio | 3.51 | 3.25 |
| Volatility (ann.) | 30.23% | 51.64% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.68 | 0.1 |
| Skew | 2.46 | 0.46 |
| Kurtosis | 40.96 | 10.89 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.71% | 0.72% |
| Expected Yearly % | 56.59% | 7.26% |
| Kelly Criterion | 5.38% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -4.4% |
| Expected Shortfall (cVaR) | -2.55% | -4.4% |
| Year | 4027728:SOLUSD | 4027728:solusd:triple_gx:lsma120_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.32 | 5.83 | -0.07 | + |
| 2023 | 921.46 | 352.07 | 0.38 | - |
| 2024 | 85.41 | 93.54 | 1.10 | + |
| 2025 | -34.58 | -35.06 | 1.01 | - |
| Metric | 4027728:solusd:triple_gx:lsma120_45_35 | 4027728:SOLUSD |
|---|---|---|
| MTD | -23.67% | -16.59% |
| 3M | -36.9% | -42.89% |
| 6M | -31.67% | -6.0% |
| YTD | -35.06% | -34.58% |
| 1Y | -16.1% | -38.76% |
| 3Y (ann.) | 69.49% | 12.0% |
| 5Y (ann.) | 77.42% | 9.37% |
| Metric | 4027728:solusd:triple_gx:lsma120_45_35 | 4027728:SOLUSD |
|---|---|---|
| Max Drawdown | -46.02% | -93.44% |
| Longest DD Days | 285.0 | 703.0 |
| Avg. Drawdown | -8.07% | -13.65% |
| Avg. Drawdown Days | 20.0 | 45.0 |
| Recovery Factor | 10.89 | 0.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-18 | -46.02 | 57 |
| 2022-04-03 | 2023-01-14 | -41.69 | 285 |
| 2023-11-16 | 2023-12-23 | -25.61 | 37 |
| 2024-03-18 | 2024-06-27 | -22.38 | 101 |
| 2023-07-15 | 2023-10-20 | -22.23 | 96 |
| 2023-12-25 | 2024-03-13 | -20.71 | 78 |
| 2023-02-20 | 2023-06-21 | -19.61 | 121 |
| 2022-03-02 | 2022-03-29 | -18.59 | 26 |
| 2024-08-24 | 2024-11-21 | -18.08 | 88 |
| 2024-11-22 | 2025-01-18 | -15.66 | 57 |
| Metric | 4027728:solusd:triple_gx:lsma120_45_35 | 4027728:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 44.35% | 43.67% |
| Worst Week | -16.52% | -51.66% |
| Best Month | 72.07% | 140.02% |
| Worst Month | -23.67% | -56.44% |
| Best Year | 352.07% | 921.46% |
| Worst Year | -35.06% | -89.32% |
| Avg. Up Day | 1.99% | 2.0% |
| Avg. Down Day | -1.74% | -1.83% |
| Avg. Up Week | 8.35% | 15.27% |
| Avg. Down Week | -5.67% | -7.81% |
| Avg. Up Month | 18.59% | 36.92% |
| Avg. Down Month | -6.79% | -23.57% |
| Win Days % | 49.55% | 50.13% |
| Win Month % | 56.41% | 51.28% |
| Win Week % | 55.65% | 46.11% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |