| Metric | 11522954:solusd:triple_gx:lsma155_20_25 | 11522954:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 342.59% | 55.25% |
| Max Drawdown | -46.91% | -92.96% |
| Sharpe | 1.06 | 0.62 |
| Sortino | 1.98 | 0.93 |
| Payoff Ratio | 1.63 | 1.49 |
| Profit Factor | 1.38 | 1.1 |
| Common Sense Ratio | 1.7 | 1.31 |
| CPC Index | 0.92 | 0.81 |
| Tail Ratio | 1.23 | 1.19 |
| Outlier Win Ratio | 18.01 | 3.0 |
| Outlier Loss Ratio | 4.02 | 2.72 |
| Volatility (ann.) | 50.42% | 98.88% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.09 | 0.14 |
| Skew | 3.24 | 0.07 |
| Kurtosis | 33.23 | 6.81 |
| Expected Daily % | 0.11% | 0.03% |
| Expected Monthly % | 3.36% | 0.98% |
| Expected Yearly % | 45.04% | 11.62% |
| Kelly Criterion | 4.74% | 15.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.19% | -8.34% |
| Expected Shortfall (cVaR) | -4.19% | -8.34% |
| Year | 11522954:SOLUSD | 11522954:solusd:triple_gx:lsma155_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.76 | -24.64 | 0.27 | + |
| 2023 | 921.46 | 445.83 | 0.48 | - |
| 2024 | 85.41 | 78.87 | 0.92 | - |
| 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.) | 79.13% | 79.87% |
| 5Y (ann.) | 51.21% | 13.01% |
| Metric | 11522954:solusd:triple_gx:lsma155_20_25 | 11522954:SOLUSD |
|---|---|---|
| Max Drawdown | -46.91% | -92.96% |
| Longest DD Days | 344.0 | 703.0 |
| Avg. Drawdown | -11.25% | -24.71% |
| Avg. Drawdown Days | 66.0 | 129.0 |
| Recovery Factor | 7.3 | 0.59 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-02 | -46.91 | 344 |
| 2022-04-09 | 2023-01-14 | -36.32 | 280 |
| 2023-01-15 | 2023-07-13 | -22.52 | 179 |
| 2024-07-22 | 2024-11-10 | -19.28 | 111 |
| 2024-04-23 | 2024-07-19 | -16.03 | 87 |
| 2024-03-18 | 2024-04-22 | -15.83 | 35 |
| 2023-12-26 | 2024-01-10 | -15.54 | 15 |
| 2023-11-20 | 2023-12-21 | -15.52 | 31 |
| 2024-01-11 | 2024-03-14 | -9.71 | 63 |
| 2024-11-12 | 2024-11-21 | -6.00 | 9 |
| Metric | 11522954:solusd:triple_gx:lsma155_20_25 | 11522954:SOLUSD |
|---|---|---|
| Best Day | 32.67% | 32.67% |
| Worst Day | -14.72% | -42.6% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -18.94% | -51.66% |
| Best Month | 52.89% | 140.02% |
| Worst Month | -21.4% | -56.44% |
| Best Year | 445.83% | 921.46% |
| Worst Year | -39.84% | -91.76% |
| Avg. Up Day | 4.68% | 4.72% |
| Avg. Down Day | -2.87% | -3.18% |
| Avg. Up Week | 10.2% | 16.1% |
| Avg. Down Week | -5.72% | -8.23% |
| Avg. Up Month | 22.59% | 41.5% |
| Avg. Down Month | -8.1% | -24.57% |
| Win Days % | 40.98% | 49.66% |
| Win Month % | 52.94% | 53.33% |
| Win Week % | 50.56% | 47.92% |
| Win Quarter % | 53.33% | 56.25% |
| Win Year % | 50.0% | 50.0% |