| Metric | 4027737:solusd:triple_gx:lsma165_45_35 | 4027737:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 5.34% | -14.35% |
| Max Drawdown | -35.55% | -58.89% |
| Sharpe | 0.18 | 0.12 |
| Sortino | 0.26 | 0.17 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 1.04 | 1.03 |
| CPC Index | 0.54 | 0.51 |
| Tail Ratio | 0.99 | 1.01 |
| Outlier Win Ratio | 18.88 | 3.12 |
| Outlier Loss Ratio | 3.38 | 3.16 |
| Volatility (ann.) | 22.22% | 44.52% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.18 | -0.29 |
| Skew | 0.03 | 0.62 |
| Kurtosis | 14.22 | 8.39 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.47% | -1.4% |
| Expected Yearly % | 2.64% | -7.45% |
| Kelly Criterion | -0.02% | -0.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -3.82% |
| Expected Shortfall (cVaR) | -1.9% | -3.82% |
| Year | 4027737:SOLUSD | 4027737:solusd:triple_gx:lsma165_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 26.09 | 0.84 | - |
| 2025 | -34.58 | -16.46 | 0.48 | + |
| Metric | 4027737:solusd:triple_gx:lsma165_45_35 | 4027737:SOLUSD |
|---|---|---|
| MTD | -24.41% | -16.59% |
| 3M | -17.46% | -42.89% |
| 6M | -8.66% | -6.0% |
| YTD | -16.46% | -34.58% |
| 1Y | 5.34% | -14.35% |
| 3Y (ann.) | 6.38% | -16.82% |
| 5Y (ann.) | 6.38% | -16.82% |
| Metric | 4027737:solusd:triple_gx:lsma165_45_35 | 4027737:SOLUSD |
|---|---|---|
| Max Drawdown | -35.55% | -58.89% |
| Longest DD Days | 180.0 | 101.0 |
| Avg. Drawdown | -7.78% | -12.09% |
| Avg. Drawdown Days | 25.0 | 18.0 |
| Recovery Factor | 0.15 | -0.24 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-18 | -35.55 | 57 |
| 2024-07-22 | 2025-01-18 | -23.71 | 180 |
| 2024-07-03 | 2024-07-19 | -11.61 | 16 |
| 2024-06-28 | 2024-07-02 | -8.06 | 4 |
| 2024-05-21 | 2024-06-27 | -6.30 | 37 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| 2024-05-18 | 2024-05-20 | -2.65 | 1 |
| 2024-07-19 | 2024-07-20 | -1.46 | 0 |
| 2024-07-20 | 2024-07-21 | -0.80 | 1 |
| 2024-05-20 | 2024-05-20 | -0.27 | 0 |
| Metric | 4027737:solusd:triple_gx:lsma165_45_35 | 4027737:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 12.57% | 21.25% |
| Worst Week | -18.22% | -17.1% |
| Best Month | 14.25% | 41.15% |
| Worst Month | -24.41% | -36.08% |
| Best Year | 26.09% | 30.93% |
| Worst Year | -16.46% | -34.58% |
| Avg. Up Day | 1.61% | 1.62% |
| Avg. Down Day | -1.54% | -1.59% |
| Avg. Up Week | 5.63% | 12.17% |
| Avg. Down Week | -9.26% | -9.79% |
| Avg. Up Month | 10.37% | 23.98% |
| Avg. Down Month | -10.52% | -19.45% |
| Win Days % | 48.89% | 49.23% |
| Win Month % | 50.0% | 54.55% |
| Win Week % | 60.71% | 47.83% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |