| Metric | 11522954:solusd:triple_gx:lsma155_20_25 | 11522954:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -22.81% | 13.1% |
| Max Drawdown | -46.91% | -59.71% |
| Sharpe | -0.24 | 0.52 |
| Sortino | -0.35 | 0.78 |
| Payoff Ratio | 1.26 | 1.17 |
| Profit Factor | 0.94 | 1.08 |
| Common Sense Ratio | 1.06 | 1.1 |
| CPC Index | 0.44 | 0.65 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 16.13 | 2.75 |
| Outlier Loss Ratio | 3.67 | 2.39 |
| Volatility (ann.) | 40.91% | 84.31% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.35 | 0.15 |
| Skew | 0.14 | 0.34 |
| Kurtosis | 9.94 | 3.19 |
| Expected Daily % | -0.05% | 0.02% |
| Expected Monthly % | -1.43% | 0.69% |
| Expected Yearly % | -12.14% | 6.35% |
| Kelly Criterion | -13.4% | 10.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.55% | -7.14% |
| Expected Shortfall (cVaR) | -3.55% | -7.14% |
| Year | 11522954:SOLUSD | 11522954:solusd:triple_gx:lsma155_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 28.31 | 2.06 | + |
| 2025 | -0.57 | -39.84 | 69.66 | - |
| Metric | 11522954:solusd:triple_gx:lsma155_20_25 | 11522954:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 4.37% | 15.43% |
| 6M | -12.59% | 26.77% |
| YTD | -39.84% | -0.57% |
| 1Y | -27.07% | 13.08% |
| 3Y (ann.) | -16.65% | 9.05% |
| 5Y (ann.) | -16.65% | 9.05% |
| Metric | 11522954:solusd:triple_gx:lsma155_20_25 | 11522954:SOLUSD |
|---|---|---|
| Max Drawdown | -46.91% | -59.71% |
| Longest DD Days | 344.0 | 287.0 |
| Avg. Drawdown | -13.75% | -20.57% |
| Avg. Drawdown Days | 81.0 | 63.0 |
| Recovery Factor | -0.49 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-02 | -46.91 | 344 |
| 2024-07-22 | 2024-11-10 | -19.28 | 111 |
| 2024-06-26 | 2024-07-15 | -6.89 | 19 |
| 2024-11-12 | 2024-11-21 | -6.00 | 9 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-06-24 | 2024-06-25 | -0.18 | 1 |
| Metric | 11522954:solusd:triple_gx:lsma155_20_25 | 11522954:SOLUSD |
|---|---|---|
| Best Day | 11.87% | 24.47% |
| Worst Day | -14.72% | -20.52% |
| Best Week | 19.01% | 21.25% |
| Worst Week | -17.25% | -18.95% |
| Best Month | 20.62% | 41.15% |
| Worst Month | -17.25% | -36.08% |
| Best Year | 28.31% | 13.75% |
| Worst Year | -39.84% | -0.57% |
| Avg. Up Day | 3.46% | 3.5% |
| Avg. Down Day | -2.74% | -2.98% |
| Avg. Up Week | 6.29% | 10.81% |
| Avg. Down Week | -5.5% | -8.5% |
| Avg. Up Month | 10.16% | 18.76% |
| Avg. Down Month | -6.62% | -16.07% |
| Win Days % | 36.67% | 51.45% |
| Win Month % | 35.29% | 61.11% |
| Win Week % | 40.91% | 52.63% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 50.0% |